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survregVB (version 0.0.2)

survregVB.object: Variational Bayes Accelererated Failure Time Survival Model Object

Description

This class of objects is returned by the survregVB function to represent a fitted parametric log-logistic accelerated failure time (AFT) survival model. Objects of this class have methods for the functions print and summary.

Arguments

Details

For approximate posterior distributions:

  • \(q^*(\beta)\), a \(N_p(\mu^*,\Sigma^*)\) density function, and

  • \(q^*(b)\), an \(\text{Inverse-Gamma}(\alpha^*,\omega^*)\) density function,

the components of this class are:

  • ELBO: The final value of the Evidence Lower Bound (ELBO) at the last iteration.

  • 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.

  • Sigma: Parameter \(\Sigma^*\) of \(q^*(\beta)\), a covariance matrix.

  • na.action: A missing-data filter function, applied to the model.frame, after any subset argument has been used.

  • iterations: The number of iterations performed by the VB algorithm: before converging or reaching max_iteration.

  • n: The number of observations.

  • call: The function call used to invoke the survregVB method.

  • not_converged: A boolean indicating if the algorithm converged.

    • TRUE: If the algorithm did not converge prior to achieving max_iteration.

    • NULL: If the algorithm converged successfully.

If survregVB was called with shared frailty (with the cluster argument), for approximate posterior distributions:

  • \(q^*(\sigma^2_\gamma)\), an \(\text{Inverse-Gamma}(\lambda^*,\eta^*)\) density function,

  • \(q^*(\gamma_i)\), a \(N(\tau^*_i,\sigma^{2*}_i)\) density function, for \(i=1,...,K\) clusters, and

the additional components are present:

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

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

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

  • sigma: Parameter \(\sigma^{2*}_i\) of \(q^*(\gamma_i)\), a vector of variance.