EstemPMM (version 0.1.1)

solve_pmm2: Universal solver for PMM2 system of equations

Description

Universal solver for PMM2 system of equations

Usage

solve_pmm2(
  b_init,
  X,
  y,
  m2,
  m3,
  m4,
  max_iter = 1000,
  tol = 1e-05,
  regularize = TRUE,
  reg_lambda = 1e-08,
  verbose = FALSE
)

Value

Vector of PMM2 parameter estimates

Arguments

b_init

Initial parameter estimates (usually from OLS or MLE)

X

Design matrix (including intercept and all predictors)

y

Response vector

m2

Second central moment of residuals

m3

Third central moment of residuals

m4

Fourth central moment of residuals

max_iter

Maximum number of iterations

tol

Convergence tolerance

regularize

Whether to add regularization to Jacobian matrix

reg_lambda

Regularization parameter

verbose

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