findW: Matrix W

Description Usage Arguments Details Value Author(s)

Description

Calculate the matrix W with all diagonal values as p(i).

Usage

1

Arguments

pi

is a list of predictions on each observation.

family

a character that determines the likelihood function. If family is set to 'binomial', a likelihood for binary logistic regression is applied If family is set to 'poisson', a likelihood for poisson regression is applied.

Details

It is a partial computation for Hessian Matrix (second derivative). If the Hessian Matrix is H=XWX^T, the W matrix is W = P_i(1-P_i).

Value

the W matrix

Author(s)

Paula R. Costa e Silva


paularaissa/distStatsServer documentation built on June 19, 2019, 12:43 a.m.