get_glm_log_density_grad: Compute Gradient of Log Density for GLM Families

In catalytic: Tools for Applying Catalytic Priors in Statistical Modeling

Compute Gradient of Log Density for GLM Families

Description

This function calculates the gradient of the log density with respect to the coefficients for a given GLM family based on the provided predictors, response variable, and weights.

Usage

get_glm_log_density_grad(family_string, X, Y, coefs, weights = 1)

Arguments

family_string	Character. The GLM family to use. Options are "binomial" or "gaussian".
X	Matrix. The design matrix (predictors) for the GLM.
Y	Vector. The response variable.
coefs	Numeric vector. The coefficients for the GLM.
weights	Numeric vector. The weights for the GLM. Default is 1.

Value

Numeric vector. The gradient of the log density with respect to the coefficients

catalytic documentation built on April 4, 2025, 5:51 a.m.