vglm.fit.coef: Estimate the coefficients of a vector generalized linear...

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

Estimate the coefficients of a vector generalized linear model

Description

Estimate the coefficients of a vector generalized linear model via parallel iterative re-weighted least squares. Computations can be performed in parallel to speed up the execution.

Usage

vglm.fit.coef(
  Y,
  X,
  family = gaussian(),
  weights = NULL,
  offset = NULL,
  parallel = FALSE,
  nthreads = 1,
  clust = NULL
)

Arguments

Y	n \times m matrix of response variables
X	n \times p matrix of covariates
family	a glm family (see family for more details)
weights	n \times m matrix of weighting values
offset	n \times m matrix of offset values
parallel	if TRUE, allows for parallel computing using the foreach package
nthreads	number of cores to be used in parallel (only if parallel=TRUE)
clust	registered cluster to be used for distributing the computations (only if parallel=TRUE)

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