Helper functions for the Kullback-Leibler regression {Compositional} R Documentation

## Helper functions for the Kullback-Leibler regression

### Description

Helper functions for the Kullback-Leibler regression.

### Usage

```kl.compreg2(y, x, xnew = NULL, tol = 1e-07, maxiters = 50)
klcompreg.boot(y, x, der, der2, id, b1, n, p, d, tol = 1e-07, maxiters = 50)
```

### Arguments

 `y` A matrix with the compositional data (dependent variable). Zero values are allowed. For the klcompreg.boot the first column is removed. `x` The predictor variable(s), they can be either continuous or categorical or both. In the klcompreg.boot this is the design matrix, with the ones in the first column. `xnew` If you have new data use it, otherwise leave it NULL. `tol` The tolerance value to terminate the Newton-Raphson procedure. `maxiters` The maximum number of Newton-Raphson iterations. `der` An vector to put the first derivative there. `der2` An empty matrix to put the second derivatives there, the Hessian matrix will be put here. `id` A help vector with indices. `b1` The matrix with the initial estimated coefficients. `n` The sample size `p` The number of columns of the design matrix. `d` The dimensionality of the simplex, that is the number of columns of the compositional data minus 1.

### Details

These are help functions for the `kl.compreg` function. They are not to be called directly by the user.

### Value

For kl.compreg2 a list including:

 `iters` The nubmer of iterations required by the Newton-Raphson. `loglik` The loglikelihood. `be` The beta coefficients. `est` The fitted or the predicted values (if xnew is not NULL).

For klcompreg.boot a list including:

 `loglik` The loglikelihood. `be` The beta coefficients.

### Author(s)

Michail Tsagris

R implementation and documentation: Michail Tsagris mtsagris@uoc.gr

### References

Murteira, Jose MR, and Joaquim JS Ramalho 2016. Regression analysis of multivariate fractional data. Econometric Reviews 35(4): 515-552.

``` diri.reg, js.compreg, ols.compreg, comp.reg ```

### Examples

```  library(MASS)
x <- as.vector(fgl[, 1])
y <- as.matrix(fgl[, 2:9])
y <- y / rowSums(y)
mod1<- kl.compreg(y, x, B = 1, ncores = 1)
mod2 <- js.compreg(y, x, B = 1, ncores = 1)
```

[Package Compositional version 5.2 Index]