computeGammaUnSVD | R Documentation |
Computes one-step ML estimator for the unrestricted model in walsNB
(coefs of transformed regressors \bar{Z}
)
by using SVD on entire transformed design matrix \bar{Z}
.
The matrix \bar{Z}
should have full column rank.
computeGammaUnSVD(
U,
V,
singularVals,
ellStart,
gStart,
epsilonStart,
qStart,
y0Start,
tStart,
psiStart
)
U |
Left singular vectors of |
V |
Right singular vectors of |
singularVals |
Singular values of |
ellStart |
Vector |
gStart |
Derivative of dispersion parameter |
epsilonStart |
Scalar |
qStart |
Vector |
y0Start |
Vector |
tStart |
Scalar |
psiStart |
Diagonal matrix |
See section "Simplification for computing \tilde{\gamma}_{u}
"
in the appendix of \insertCitehuynhwals;textualWALS for details of the
implementation and for the definitions of argument ellStart
.
All parameters that contain "start" feature the starting values for the one-step ML estimation of submodels. See section "One-step ML estimator" of \insertCitehuynhwalsnb;textualWALS for details.
Uses svdLSplus
under-the-hood.
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