Normal parametric variational Bayes for Exponential PH Model.

Perform Normal approximation variational inference for proportional-hazards model with exponential base.

Usage

ph_exponential(
  X,
  y,
  v,
  mu0,
  Sigma0,
  tol = 1e-08,
  maxiter = 100L,
  verbose = FALSE
)

Arguments

X

The design matrix

y

The response vector

v

The censoring vector

mu0

The prior mean for beta

Sigma0

The prior covariance for beta

tol

The tolerance for convergence of ELBO

maxiter

The maximum number of iterations allowed

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.