getMLE: Calculate the weighted MLE

In Ossifragus/OSMAC: Optimal Subsampling for Logistic Regression

Description

This function calculate the weighted MLE for the input covariate matrix x, response vector y, and weight vector w. It returns a list with three elements: par, the weighted MLE; msg, the fitting message; iter, the number of itterations used.

Usage

getMLE(x, y, w)

Arguments

x	the input covariate matrix
y	the input response vector
w	the wight vector

Examples

library(OSMAC)
dat <- adult.train
X <- as.matrix(dat[,c(1,3,5,12:13)])
X <- t(t(X) / apply(X, 2, sd))
X <- cbind(1, X)
Y <- as.numeric(dat[,15]) - 1
getMLE(X, Y, 1)

Ossifragus/OSMAC documentation built on May 7, 2019, 9:29 p.m.