LossFunction_GLM: Penalised GLM objective function

Description Usage Arguments Value

View source: R/fdaAuxFunctions.R

Description

Objective function for the penalised GLM, to be optimised using stats::nlm().

Usage

1
LossFunction_GLM(pars, y_vec, XBD_mat, penmat, lam, l1, lv)

Arguments

pars

Parameter vector (alpha, omega), with alpha scalar and omega a Q-dimensional vector.

y_vec

Response vector.

XBD_mat

Functional predictor matrix after dimension reduction, plus an intercept if appropriate.

penmat

Penalty matrix.

lam

Penalty parameter.

l1

First column of functional predictor, equal to 1 if intercept=FALSE and 2 if intercept=TRUE.

lv

Last column of functional predictor, equal tocol(XBD_mat).

Value

The penalised GLM objective function evaluated at pars.


pmesperanca/mlevcm documentation built on March 17, 2021, 10:03 p.m.