fisher_scoring: Fisher scoring algorithm

In joeguinness/GpGp: Fast Gaussian Process Computation Using Vecchia's Approximation

Fisher scoring algorithm

Description

Fisher scoring algorithm

Usage

fisher_scoring(
  likfun,
  start_parms,
  link,
  silent = FALSE,
  convtol = 1e-04,
  max_iter = 40
)

Arguments

likfun	likelihood function, returns likelihood, gradient, and hessian
start_parms	starting values of parameters
link	link function for parameters (used for printing)
silent	TRUE/FALSE for suppressing output
convtol	convergence tolerance on step dot grad
max_iter	maximum number of Fisher scoring iterations

joeguinness/GpGp documentation built on Feb. 22, 2024, 9:43 a.m.