Parameter Generator for nu — getnu • mpcmp

A function that use the arguments of a glm.cmp call to generate a better initial nu estimate.

Usage

getnu(
  param,
  y,
  xx,
  offset,
  llstart,
  fsscale = 1,
  lambdalb = 1e-10,
  lambdaub = 1000,
  maxlambdaiter = 1000,
  tol = 1e-06,
  summax = 100
)

Arguments

param: numeric vector: the model coefficients & the current value of nu. It is assumed that nu is in the last position of param.
y: numeric vector: response variable
xx: numeric matrix: the explanatory variables
offset: numeric vector: a vector of length equal to the number of cases
llstart: numeric: current log-likelihood value
fsscale: numeric: a scaling factor (generally >1) for the relaxed fisher scoring algorithm
lambdalb, lambdaub: numeric: the lower and upper end points for the interval to be searched for lambda(s).
maxlambdaiter: numeric: the maximum number of iterations allowed to solve for lambda(s).
tol: numeric: the convergence threshold. A lambda is said to satisfy the mean constraint if the absolute difference between the calculated mean and a fitted values is less than tol.
summax: maximum number of terms to be considered in the truncated sum

Value

List containing the following:

param: the model coefficients & the updated nu
maxl: the updated log-likelihood
fsscale: the final scaling factor used

Details

From version 0.3.4, this function is no longer being used as part of the estimation algorithm and this function will be defunct in our next update.