Computes one-step ML estimator for the unrestricted model in walsNB (coefs of transformed regressors \(\bar{Z}\)) by using SVD on entire transformed design matrix \(\bar{Z}\). The matrix \(\bar{Z}\) should have full column rank.
computeGammaUnSVD(
U,
V,
singularVals,
ellStart,
gStart,
epsilonStart,
qStart,
y0Start,
tStart,
psiStart
)Left singular vectors of \(\bar{Z}\) or \(\bar{Z}_{1}\)
from svd.
Right singular vectors of \(\bar{Z}\) or \(\bar{Z}_{1}\)
from svd.
Singular values of \(\bar{Z}\) or \(\bar{Z}_{1}\)
from svd.
Vector \(\bar{\ell}\) see details.
Derivative of dispersion parameter \(\rho\) of NB2 with
respect to \(\alpha = \log(\rho)\) evaluated at starting values of
one-step ML. gStart is a scalar.
See section "ML estimation" of huynhwalsnb;textualWALS.
Scalar \(\bar{\epsilon}\), see section "One-step ML estimator" of huynhwalsnb;textualWALS for definition.
Vector \(\bar{q}\), see section "One-step ML estimator" of huynhwalsnb;textualWALS for definition.
Vector \(\bar{y}_0\), see section "One-step ML estimator" of huynhwalsnb;textualWALS for definition.
Scalar \(\bar{t}\), see section "One-step ML estimator" of huynhwalsnb;textualWALS for definition.
Diagonal matrix \(\bar{\Psi}\), see section "One-step ML estimator" of huynhwalsnb;textualWALS for definition.
See section "Simplification for computing \(\tilde{\gamma}_{u}\)"
in the appendix of huynhwals;textualWALS for details of the
implementation and for the definitions of argument ellStart.
All parameters that contain "start" feature the starting values for the one-step ML estimation of submodels. See section "One-step ML estimator" of huynhwalsnb;textualWALS for details.
Uses svdLSplus under-the-hood.