calcWdiag: Calculation of weight matrix
In kernDeepStackNet: Kernel Deep Stacking Networks

Description Usage Arguments Value Author(s) References See Also

Calculates the weight matrix in the pseudo iterative reweighted least squares step of a generalized linear model. It is based on the variance function and the first derivative of the link function. The values are calculated at the actual expected values. The dimension of the matrix is n x n (n = number of observations). For details see reference.

1	calcWdiag(varMu, gDerivMu)

`varMu`	Value of the variance function of the exponential family on the expected value mu (numeric scalar).
`gDerivMu`	Value of the first derivative of the link function evaluated at the expected value. (numeric scalar).

Weight matrix (numeric vector).

Thomas Welchowski welchow@imbie.meb.uni-bonn.de

Simon N. Wood, (2006), Generalized Additive Models: An Introduction with R, Taylor \& Francis Group LLC

calcTrA, varMu, gDerivMu

kernDeepStackNet documentation built on May 2, 2019, 8:16 a.m.