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Variational Bayes for logistic mixed model.

Usage

vb_glmm(
  X,
  Z,
  y,
  mu_beta,
  sigma_beta,
  mu,
  sigma,
  Au = 1,
  Bu = 1,
  Bqu = 1,
  tol = 1e-08,
  maxiter = 100L,
  verbose = FALSE
)

Arguments

X

The design matrix

Z

Group design matrix

y

The response vector

mu_beta

The prior mean for beta

sigma_beta

The prior covariance for beta

mu

Initial value for mu

sigma

Initial value for sigma

Au

The prior shape for u

Bu

The prior scale for u

Bqu

The initial value for Bqu

tol

Tolerance level

maxiter

Maximum iterations

verbose

Print trace of the lower bound to console. Default is FALSE.

Value

A list containing:

converged

Indicator for algorithm convergence.

elbo

Vector of the ELBO sequence.

mu

The optimised value of mu.

sigma

The optimised value of sigma.