gumbel.reg: Gumbel regression

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

View source: R/regression_models.R

Description

Gumbel regression.

Usage

1
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 mtsagris@uoc.gr.

See Also

negbin.reg, ztp.reg

Examples

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

Rfast2 documentation built on March 22, 2021, 9:08 a.m.