rsm.fit {marg} | R Documentation |
Fits a rsm
model without computing the model matrix of the
response vector.
rsm.fit(X, Y, offset, family, dispersion, maxit, epsilon, trace, ...)
X |
the model matrix (design matrix). |
Y |
the response vector. |
dispersion |
if NULL , the MLE of the scale parameter is returned,
otherwise the scale parameter is fixed to the numerical value
passed through the argument. If Huber's least favourable
distribution is used and dispersion is TRUE , the
MAD is computed and the scale parameter fixed to this
value in subsequent calculations.
|
offset |
optional offset added to the linear predictor. |
family |
a family.rsm object, i.e. a list of functions and
expressions characterizing the error distribution. Families
supported are gaussian , student (Student's t),
extreme (Gumbel or extreme value), logistic ,
logWeibull , logExponential , logRayleigh and
Huber (Huber's least favourable). Users can construct their
own families, as long as they have components compatible with those
given in rsm.distributions . The demonstration file
‘margdemo.R’ that ships with the package shows how to
create a new generator function.
|
maxit |
maximum number of iterations allowed. |
epsilon |
convergence threshold. |
trace |
if TRUE , iterations details are printed during execution.
|
... |
not used, but do absorb any redundant argument. |
The rsm.fit
function is called internally by the
rsm
routine to do the actual model fitting. Although
it is not intended to be used directly by the user, it may be useful
when the same data frame is used over and over again. It might save
computational time, since the model matrix is not created. No
formula needs to be specified as an argument. As no weights
argument is available, the response Y
and the model matrix
X
must already include the weights if weighting is desired.
an object which is a subset of a rsm
object.
The rsm.fit
function is the workhorse of the rsm
fitting routine for the student
(with df
less or equal 2), Huber
and user-defined error
distributions. It receives X
and Y
data rather than a
formula, but still uses the family.rsm
object to define the
IRLS steps. Users can write
their own versions of rsm.fit
, and pass the name of their
function via the method
argument to rsm
. Care should
be taken to include as many of the arguments as feasible, but
definitely the ...
argument, which will absorb any
additional argument given in the call from rsm
.
rsm
, rsm.surv
, rsm.null
,
rsm.object
, rsm.families