survregVB (version 0.0.2)

sigma_squared_star: Calculates parameter \(\sigma^{2*}_i\) of \(q^*(\gamma_i)\) for \(i=1,...,K\) clusters to optimize the evidence based lower bound (ELBO) in survregVB.frailty.fit.

Description

Calculates parameter \(\sigma^{2*}_i\) of \(q^*(\gamma_i)\) for \(i=1,...,K\) clusters to optimize the evidence based lower bound (ELBO) in survregVB.frailty.fit.

Usage

sigma_squared_star(
  y,
  X,
  delta,
  alpha,
  omega,
  mu,
  tau,
  lambda,
  eta,
  expectation_b,
  cluster
)

Value

Parameter vector \(\sigma^{2*}_i\) of \(q^*(\gamma_i)\)

for all clusters.

Arguments

y

A vector of observed log-transformed survival times.

X

A design matrix including covariates with first column of ones to represent the intercept.

delta

A binary vector indicating right censoring.

alpha

The shape parameter \(\alpha^*\) of \(q^*(b)\).

omega

The scale parameter \(\omega^*\) of \(q^*(b)\).

mu

Parameter \(\mu^*\) of \(q^*(\beta)\), a vector of means.

tau

Parameter \(\tau^*\) of \(q^*(\gamma_i)\), a vector of means.

lambda

The shape parameter \(\lambda^*\) of \(q^*(\sigma^2_\gamma)\).

eta

The scale parameter \(\eta^*\) of \(q^*(\sigma^2_\gamma)\).

expectation_b

The expected value of b.

cluster

A numeric vector indicating the cluster assignment for each observation.

See Also

survregVB.frailty.fit