tregress_fix: Fixed point iteration for EM algorithm for regression with...

Description Usage Arguments Author(s) See Also

View source: R/ruv4.R

Description

Fixed point iteration for EM algorithm for regression with t-errors where the variance is known up to scale.

Usage

1
tregress_fix(zlambda, Y, alpha, sig_diag, nu)

Arguments

zlambda

A vector containing the current estimates of the coefficients (Z) and the variance inflation parameter (lambda). The last element is lambda and all other elements are Z.

Y

A matrix of numerics with one column. The response variables.

alpha

A matrix of numerics, the covariates. It must be that nrow(Y) is equal to nrow(alpha).

sig_diag

A vector of numerics. The variances of the elements in Y, but only assumed to be known up to a scaling factor.

nu

A positive numeric scalar. The known degrees of freedom of the t-distribution.

Author(s)

David Gerard

See Also

tregress_em where this function is called, tregress_obj for the objective function that this fixed-point iteration increases.


dcgerard/vicar documentation built on July 7, 2021, 1:08 p.m.