cpp.airwls.glmstep {sgdGMF} | R Documentation |
Compute one Fisher scoring step for GLMs
Description
Internal function to compute one Fisher scoring step for GLMs. It constitutes the building block of the AIRWLS algorithm for the estimation of GMF models.
Usage
cpp.airwls.glmstep(
beta,
y,
X,
familyname,
linkname,
varfname,
offset,
weights,
penalty
)
Arguments
beta |
current value of the regression coefficients to be updated |
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 |
[Package sgdGMF version 1.0.1 Index]