scores.trm: Compute likelihood-based score for a Tweedie regression...

Description Usage Arguments Value

Description

This function computes the log-likelihood of a Tweedie regression model given a data set. It also provides the MSE, RMSE and NRMSE.

Usage

1
scores.trm(beta, phi, p, Y, X)

Arguments

beta

a vector of regression coefficients.

phi

the dispersion parameter of the Tweedie regression model.

p

the power parameter of the Tweedie regression model.

Y

a vector of responses.

X

a matrix of covariates (including a vector of ones).

Value

This function returns a named list consisting of the Tweedie regression model scores: Mean Squared Error (MSE), Root Mean Squared Error (RMSE), Normalized Root Mean Squared Error (NRMSE) and the log-likelihood (ll).


km20/tbn documentation built on May 29, 2019, 11:44 a.m.