GLM_gradient_constant: GLM_gradient_constant
In Z1chenZhao/bis557: BIS557
Description
Usage
Arguments
Details
Value
View source: R/GLM_gradient_constant.R
Description
Implement a first-order solution for the GLM maximum likelihood
problem using only gradient information, avoiding the Hessian matrix.
Constant step size.
Usage
1
GLM_gradient_constant(X, Y, mu_fun, maxit = 1e+05, tol = 1e-05)
Arguments
X
The design matrix
Y
Response variable
mu_fun
A function to use eta get mu
maxit
The maximum iteration times to allow the loop to exit, set default as 1e5
tol
The difference between previous beta and new beta to allow
the loop to exit, set default as 1e-5.
Details
The code is adapted from lecture notes.
Value
A list of beta coefficients.
Z1chenZhao/bis557 documentation built on Dec. 21, 2020, 10:03 p.m.
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Description Usage Arguments Details Value
View source: R/GLM_gradient_constant.R
Description
Implement a first-order solution for the GLM maximum likelihood problem using only gradient information, avoiding the Hessian matrix. Constant step size.
Usage
1 | GLM_gradient_constant(X, Y, mu_fun, maxit = 1e+05, tol = 1e-05)
|
Arguments
X |
The design matrix |
Y |
Response variable |
mu_fun |
A function to use eta get mu |
maxit |
The maximum iteration times to allow the loop to exit, set default as 1e5 |
tol |
The difference between previous beta and new beta to allow the loop to exit, set default as 1e-5. |
Details
The code is adapted from lecture notes.
Value
A list of beta coefficients.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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