statsmodels.genmod.bayes_mixed_glm.PoissonBayesMixedGLM.vb_elbo_base

PoissonBayesMixedGLM.vb_elbo_base(h, tm, fep_mean, vcp_mean, vc_mean, fep_sd, vcp_sd, vc_sd)

Returns the evidence lower bound (ELBO) for the model.

This function calculates the family-specific ELBO function based on information provided from a subclass.

Parameters: h (function mapping 1d vector to 1d vector) – The contribution of the model to the ELBO function can be expressed as y_i*lp_i + Eh_i(z), where y_i and lp_i are the response and linear predictor for observation i, and z is a standard normal rangom variable. This formulation can be achieved for any GLM with a canonical link function.

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© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.genmod.bayes_mixed_glm.PoissonBayesMixedGLM.vb_elbo_base.html