fit.gamma.appro: Fit the gamma model with approximate newton method.

View source: R/gamma.fit.R

fit.gamma.approR Documentation

Fit the gamma model with approximate newton method.

Description

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

Usage

fit.gamma.appro(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.appro(dataset[["x"]],dataset[["y"]])

## End(Not run)

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