EstemPMM (version 0.1.1)

.pmm2_fit: PMM2 fitting algorithm - unified implementation

Description

Core iterative algorithm for PMM2 parameter estimation

Usage

.pmm2_fit(
  b_init,
  X,
  y,
  m2,
  m3,
  m4,
  max_iter = 50,
  tol = 1e-06,
  regularize = TRUE,
  reg_lambda = 1e-08,
  verbose = FALSE
)

Value

A list with components:

b

estimated parameters

convergence

logical convergence status

iterations

number of iterations performed

Arguments

b_init

initial parameter estimates (typically from OLS)

X

design matrix

y

response vector

m2, m3, m4

central moments

max_iter

maximum number of iterations

tol

convergence tolerance

regularize

logical, add small value to diagonal for numerical stability

reg_lambda

regularization parameter (if regularize=TRUE)

verbose

logical, whether to print progress information