fisher_scoring {GpGp}

Fisher scoring algorithm

Description

Fisher scoring algorithm

Usage

fisher_scoring(
  likfun,
  start_parms,
  link,
  silent = FALSE,
  convtol = 1e-04,
  max_iter = 40
)

Arguments

likfun

likelihood function, returns likelihood, gradient, and hessian

start_parms

starting values of parameters

link

link function for parameters (used for printing)

silent

TRUE/FALSE for suppressing output

convtol

convergence tolerance on step dot grad

max_iter

maximum number of Fisher scoring iterations