EMrun_bes_dbb: EMrun_bes_dbb

In vpnsctl/bbreg: Bessel and Beta Regressions via Expectation-Maximization Algorithm for Continuous Bounded Data

Description

Function (adapted for the discrimination test between bessel and beta - DBB) to run the Expectation-Maximization algorithm for the bessel regression.

Usage

EMrun_bes_dbb(
  lam,
  z,
  v,
  mu,
  link.precision,
  em_controls = list(maxit = 5000, em_tol = 10^(-5)),
  optim_method = "L-BFGS-B",
  optim_controls = list()
)

Arguments

lam	initial values for the coefficients in lambda related to the precision parameter.
z	response vector with 0 < z_i < 1.
v	matrix containing the covariates for the precision submodel. Each column is a different covariate.
mu	mean parameter (vector having the same size of z).
link.precision	a string containing the link function the precision parameter.
em_controls	a list containing two elements: maxit that contains the maximum number of iterations of the EM algorithm, the default is set to 5000; em_tol that defines the tolerance value to control the convergence criterion in the EM-algorithm, the default is set to 10^(-5).
optim_method	main optimization algorithm to be used. The available methods are the same as those of optim function. The default is set to "L-BFGS-B".
optim_controls	a list of control arguments to be passed to the optim function in the optimization of the model. For the control options, see the 'Details' in the help of optim for the possible arguments.

Value

Vector containing the estimates for lam in the bessel regression.

vpnsctl/bbreg documentation built on March 14, 2021, 12:11 a.m.