RcppDynProg (version 0.2.1)

logistic_solve1: logistic_fit

Description

Calculate y ~ sigmoid(a + b x) using iteratively re-weighted least squares. Zero indexed.

Usage

logistic_solve1(x, y, w, initial_link, i, j, skip)

Value

vector of a and b.

Arguments

x

NumericVector, expanatory variable.

y

NumericVector, 0/1 values to fit.

w

NumericVector, weights (required, positive).

initial_link,

initial link estimates (required, all zeroes is a good start).

i

integer, first index (inclusive).

j

integer, last index (inclusive).

skip

integer, index to skip (-1 to not skip).

Examples

set.seed(5)
d <- data.frame(
  x =  rnorm(10),
  y = sample(c(0,1), 10, replace = TRUE)
)
weights <- runif(nrow(d))
m <- glm(y~x, data = d, family = binomial, weights = weights)
coef(m)
logistic_solve1(d$x, d$y, weights, rep(0.0, nrow(d)), 0, nrow(d)-1, -1)