estRegPars: Function for estimating tuning parameters

In maryclare/powreg: What the package does (short line)

Description

estRegPars

Usage

estRegPars(y, X, delta.sq = NULL, precomp = NULL, comp.q = FALSE,
  mom = TRUE, diff.tol = 10^(-12), min.sig.sq = 10^(-14),
  min.r.sq = 10^(-14), grid.num = 10000)

Arguments

y	regression response
X	regression design matrix
delta	ridge regression parameter for when X is not full rank
diff.tol	tolerance for variance parameter estimation, defaults to diff.tol = 10^(-7)

Value

Estimates sigma.beta.sq.hat, sigma.epsi.sq.hat and kappa.hat

maryclare/powreg documentation built on Dec. 14, 2021, 7:17 p.m.