cpp.airwls.glmfit {sgdGMF} | R Documentation |
Fisher scoring algorithm for GLMs
Description
Internal function implementing the Fisher scoring algorithms for the estimation of GLMs. It is used in the AIRWLS algorithm for the estimation of GMF models.
Usage
cpp.airwls.glmfit(
beta,
y,
X,
familyname,
linkname,
varfname,
offset,
weights,
penalty,
nsteps = 100L,
stepsize = 0.1,
print = FALSE
)
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 |
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 |
nsteps |
number of iterations |
stepsize |
stepsize parameter of the Fisher scoring algorithm |
print |
if |
[Package sgdGMF version 1.0.1 Index]