irls (version 1.0)

Column-wise GLMs with IRLS: Column-wise GLMs with IRLS

Description

GLMs with IRLS.

Usage

col.irls(y, x, type = "logistic", maxiter = 100, tol = 1e-6, parallel = FALSE)

Value

A matrix with 3 or 4 columns with the \(\alpha\) (constant) and \(\beta\) parameters, the deviance and the \(\phi\) (dispersion) parameter in case of Gamma regression.

Arguments

y

A numberical vector with the response. Binary data for the binomial regression, count data for the Poisson regression and strictly positive continuous numbers for the Gamma regression.

x

A numerical matrix.

type

The type of regression model to perform, "logistic", "poisson" or "gamma".

maxiter

The maximum number of iterations to perform.

tol

The tolerance value to terminate the algorithm.

parallel

Should the models be performed in parallel?

Author

Michail Tsagris, Nikolaos Kontemeniotis and Christos Adam. R implementation and documentation: Michail Tsagris .

Details

The function does logistic, Poisson and Gamma regression via the IRLS algorithm, for each column of x.

References

McCullagh, Peter, and John A. Nelder. Generalized linear models. CRC press, USA, 2nd edition, 1989.

See Also

irls

Examples

x <- as.matrix(iris[, 1:4])
y <- rbinom(150, 1, 0.5)
col.irls(y, x)