logistic_solve1: logistic_fit

In RcppDynProg: 'Rcpp' Dynamic Programming

logistic_fit

Description

Calculate y ~ sigmoid(a + b x) using iteratively re-weighted least squares. Zero indexed.

Usage

logistic_solve1(x, y, w, initial_link, i, j, skip)

Arguments

x	NumericVector, expanatory variable.
y	NumericVector, 0/1 values to fit.
w	NumericVector, weights (required, positive).
initial_link,	initial link estimates (required, all zeroes is a good start).
i	integer, first index (inclusive).
j	integer, last index (inclusive).
skip	integer, index to skip (-1 to not skip).

Value

vector of a and b.

Examples

set.seed(5)
d <- data.frame(
  x =  rnorm(10),
  y = sample(c(0,1), 10, replace = TRUE)
)
weights <- runif(nrow(d))
m <- glm(y~x, data = d, family = binomial, weights = weights)
coef(m)
logistic_solve1(d$x, d$y, weights, rep(0.0, nrow(d)), 0, nrow(d)-1, -1)

RcppDynProg documentation built on Aug. 20, 2023, 9:07 a.m.