fit.gamma.IWLS: Fit the gamma model with IWLS method.

In bbayukari/StatComp21077: use to test the abess

Fit the gamma model with IWLS method.

Description

Use IWLS method fit the gamma model which is an example of generalized linear model.

Usage

fit.gamma.IWLS(x, y, weight = NULL, start = NULL, lambda = 0)

Arguments

x	Input matrix, of dimension n \times p; each row is an observation vector and each column is a predictor/feature/variable.
y	The response variable, of n observations.
weight	Observation weights. When weight = NULL, we set weight = 1 for each observation as default.
start	the start point of fitness.
lambda	A single lambda value for L2 regularized. Default is 0.

Value

Intercept and linear coefficient.

Examples

## Not run: 
n <- 1000
p <- 10
dataset <- generate.data(n, p, p,family = "gamma", seed = 1)
coef <- fit.gamma.IWLS(dataset[["x"]],dataset[["y"]])

## End(Not run)

bbayukari/StatComp21077 documentation built on March 21, 2022, 2:03 a.m.