cpp.airwls.update {sgdGMF} | R Documentation |
AIRWLS update for GMF models
Description
Internal function implementing one step of AIRWLS for the estimation of GMF models.
Usage
cpp.airwls.update(
beta,
Y,
X,
familyname,
linkname,
varfname,
idx,
offset,
weights,
penalty,
transp = FALSE,
nsteps = 100L,
stepsize = 0.1,
print = FALSE,
parallel = FALSE,
nthreads = 1L
)
Arguments
beta |
initial value of the regression coefficients to be estimated |
Y |
response vector |
X |
design matrix |
familyname |
model family name |
linkname |
link function name |
varfname |
variance function name |
idx |
index identifying the parameters to be updated in |
offset |
vector of constants to be added to the linear predictor |
weights |
vector of constants non-negative weights |
penalty |
penalty parameter of a ridge-type penalty |
transp |
if |
nsteps |
number of iterations |
stepsize |
stepsize parameter of the Fisher scoring algorithm |
print |
if |
parallel |
if |
nthreads |
number of threads to be run in parallel (only if |
[Package sgdGMF version 1.0.1 Index]