cpp.airwls.glmfit: Fisher scoring algorithm for GLMs

In sgdGMF: Estimation of Generalized Matrix Factorization Models via Stochastic Gradient Descent

Fisher scoring algorithm for GLMs

Description

Internal function implementing the Fisher scoring algorithms for the estimation of GLMs. It is used in the AIRWLS algorithm for the estimation of GMF models.

Usage

cpp.airwls.glmfit(
  beta,
  y,
  X,
  familyname,
  linkname,
  varfname,
  offset,
  weights,
  penalty,
  nsteps = 100L,
  stepsize = 0.1,
  print = FALSE
)

Arguments

beta	initial value of the regression coefficients to be estimated
y	response vector
X	design matrix
familyname	model family name
linkname	link function name
varfname	variance function name
offset	vector of constants to be added to the linear predictor
weights	vector of constants non-negative weights
penalty	penalty parameter of a ridge-type penalty
nsteps	number of iterations
stepsize	stepsize parameter of the Fisher scoring algorithm
print	if TRUE, print the algorithm history

sgdGMF documentation built on April 3, 2025, 7:37 p.m.