glmgam.fit {statmod} | R Documentation |
Gamma Generalized Linear Model with Identity Link
Description
Estimates a gamma generalized linear model with identity link using Fisher scoring with Levenberg damping.
Usage
glmgam.fit(X,y,start=NULL,trace=FALSE,tol=1e-5,maxit=50)
Arguments
X |
design matrix, assumed to be of full column rank. Missing values not allowed. |
y |
numeric vector of responses. Missing values not allowed. |
start |
numeric vector of starting values for the regression coefficients |
trace |
Logical variable. If true then output diagnostic information at each iteration. |
tol |
Convergence tolerance |
maxit |
Maximum number of iterations allowed |
Value
List with the following components:
coefficients |
numeric vector of regression coefficients |
fitted |
numeric vector of fitted values |
deviance |
residual deviance |
Examples
y <- rgamma(10,shape=5)
X <- cbind(1,1:10)
fit <- glmgam.fit(X,y,trace=TRUE)