bgeva.gIMb

It provides an alternative version of the log-likelihood, gradient and Hessian (or Fisher) information matrix for penalized or unpenalized maximum likelihood optimization.

Routine for fitting regression models for binary rare events with linear and nonlinear covariate effects when using the quantile function of the Generalized Extreme Value random variable.

Giampiero Marra

bgeva.gIMb: Internal Function

Description

Arguments