NewtRaphXi: Newton-Raphson for Xi
In fblues/Test: Prediction region based on over-dispersed Poisson Regression

Description Usage Arguments Details Value Author(s) Examples

View source: R/NewtRaphXi.R

Function for Newton-Raphson method for xi

1	NewtRaphXi(xiseed, theta, Y, X, tol = 10^(-5))

`xiseed`	Initial value
`theta`	theta
`Y`	data
`X`	data
`tol`	approximation tolerance

Okay

list

E. A. Pena

##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function (xiseed, theta, Y, X, tol = 10^(-5)) 
{
    rho = exp(X %*% theta)
    n = length(Y)
    kiter = 0
    OK = FALSE
    xi0 = xiseed
    while (!OK) {
        kiter = kiter + 1
        g = sum((Y - rho)^2 - rho * (1 + (1 + rho)/xi0))
        gp = sum(rho * (1 + rho))/xi0^2
        xi1 = xi0 - g/gp
        if (abs(xi1 - xi0) < tol) {
            OK = TRUE
        }
        xi0 = xi1
        if (xi1 < 0) {
            OK = FALSE
            xiseed = xiseed/2
            xi0 = xiseed
            kiter = 0
        }
    }
    return(list(kiter = kiter, xi = xi1))
  }