gumbel.reg: Gumbel regression

In Rfast2: A Collection of Efficient and Extremely Fast R Functions II

Gumbel regression

Description

Gumbel regression.

Usage

gumbel.reg(y, x, tol = 1e-07, maxiters = 100)

Arguments

y	The dependent variable, a numerical vector with real valued numbers.
x	A matrix or a data.frame with the indendent variables.
tol	The tolerance value required by the Newton-Raphson to stop.
maxiters	The maximum iterations allowed.

Details

A Gumbel regression model is fitted. the standard errors of the regressions are not returned as we do not compute the full Hessian matrix at each step of the Newton-Raphson.

Value

A list including:

be	The regression coefficients.
sigma	The scale parameter.
loglik	The loglikelihood of the regression model.
iters	The iterations required by the Newton-Raphson.

Author(s)

Michail Tsagris.

R implementation and documentation: Michail Tsagris [e-mail].

See Also

negbin.reg, ztp.reg

Examples

y <- rnorm(100)
x <- matrix(rnorm(100 * 3), ncol = 3)
mod <- gumbel.reg(y, x)

Rfast2 documentation built on May 29, 2024, 8:45 a.m.