General ELBO function

Usage

ELBO_function(
  fixed_variance = FALSE,
  covariance_type = "diagonal",
  cluster_specific_covariance = TRUE,
  variance_prior_type = c("IW", "decomposed", "sparse", "off-diagonal normal"),
  X,
  inverts,
  params
)

Arguments

fixed_variance: whether the covariance is fixed or estimated. Default is FALSE which means it is estimated.
covariance_type: The assumed type of the covariance matrix. Can be either "diagonal" if it is the identify multiplied by a scalar, or "full" for a fully unspecified covariance matrix.
cluster_specific_covariance: whether the the covariance is shared across estimated clusters or is cluster specific. Default is TRUE which means it is cluster specific.
variance_prior_type: character string specifying the type of prior distribution for the covariance when cluster_specific_covariance is TRUE. Can be either "IW" or "decomposed" if cluster_specific_covariance is FALSE, and can be either "IW", "sparse" or "off-diagonal normal" otherwise.
X: the data matrix
inverts: a list of inverses
params: a list of required arguments

Value

ELBO values