Description Usage Arguments Details Value Author(s) See Also Examples

View source: R/regression_models.R

Gumbel regression.

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

`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. |

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.

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. |

Michail Tsagris

R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.

1 2 3 | ```
y <- rnorm(100)
x <- matrix(rnorm(100 * 3), ncol = 3)
mod <- gumbel.reg(y, x)
``` |

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