lm_SD_optimizer: Estimating Linear Models via Steepest Descent Optimization...

Description Usage Arguments Value

View source: R/lm_SD_optimizer.R

Description

lm_SD_optimizer is used to estimates the parameters of a Linear Regression model via an unconstrained optimization method called Steepest Descent Method. It is in the general version: extract the variables of interest from the dataset and generates the initial values of the coefficients other than the betahat_SD_R functionalities

Usage

1
lm_SD_optimizer(formula, df, tolerance, maxit, verbose)

Arguments

formula

[character] a symbolic description of the model to be fitted (as lm), with -1 if the intercept is not included

df

[numeric] dataset containing the variables of interest

tolerance

[numeric] tolerance level, stopping criteria of the algorithm (error<tolerance: stop)

maxit

[numeric] maximum number of iterations, used if the stopping criteria is never matched

verbose

[logical] indicating if the function write messages during the computation

Value

[list] betas estimated, regressors, response variable, formula of the model, and name of the method implemented


FrancescoBarile/FJLPackage documentation built on Dec. 17, 2021, 8:29 p.m.