pnglm.fit: Penalized GLM
In okamumu/msrat: A Metrics-Based Software Reliability Assessment Tool

pnglm.fit

R Documentation

Penalized GLM

Fit the generalized linear model under a constraint.

Generate a list of option values.

pnglm.fit(
  x,
  y,
  coef = NULL,
  offset = NULL,
  family = gaussian(),
  lambda = 0,
  K = NULL,
  control = list(),
  ...
)

pnglm.options()

`x`	A model matrix.
`y`	fault An integer vector for the number of faults detected in time intervals. The fault detected just at the end of time interal is not counted.
`coef`	A numeric vector indicating starting coefficients.
`offset`	An integer. This can be used to specify an a priori known component to be included in the linear predictor during fitting. This should be NULL or a numeric vector of length equal to the number of cases.
`family`	A description of the error distribution and link function to be used in the model.
`lambda`	A numeric value indicating the penalized parameter. When lambda = 0, coefficients are unconstraint.
`K`	A matrix to detect the contraint structure. The default is an identity matrix.
`control`	A list of control parameters. See Details.
`...`	Other parameters.

The control argument is a list that can supply any of the following components:

maxiter: An integer for the maximum number of iterations.
reltol: A numeric value. The algorithm stops if the relative error is less than reltol and the absolute error is less than abstol.
abstol: A numeric value. The algorithm stops if the relative error is less than reltol and the absolute error is less than abstol.
trace: A logical. If TRUE, the intermediate parameters are printed.
printsteps: An integer for print.

A list with components;

`initial`	A vector for initial parameters.
`srm`	A class of NHPP. The SRM with the estiamted parameters.
`llf`	A numeric value for the maximum log-likelihood function.
`df`	An integer for degrees of freedom.
`convergence`	A boolean meaning the alorigthm is converged or not.
`iter`	An integer for the number of iterations.
`aerror`	A numeric value for absolute error.
`rerror`	A numeric value for relative error.
`ctime`	A numeric value for computation time.
`call`	The method call.