Gaussian regression with a log-link {Rfast}

Gaussian regression with a log-link

Description

Gaussian regression with a log-link.

Usage

normlog.reg(y, x, tol = 1e-07, maxiters = 100)

Arguments

y

The dependent variable, a numerical variable with non negative numbers.

x

A matrix or data.frame with the indendent variables.

tol

The tolerance value to terminate the Newton-Raphson algorithm.

maxiters

The maximum number of iterations that can take place in the regression.

Details

A Gaussian regression with a log-link is fitted.

Value

A list including:

i

The number of iterations required by the Newton-Raphson

loglik

The log-likelihood value.

deviance

The deviance value.

be

The regression coefficients

Author(s)

Stefanos Fafalios

R implementation and documentation: Stefanos Fafalios <[e-mail]>

See Also

normlog.regs, score.glms, prop.regs, allbetas

Examples

y <- abs( rnorm(100) )
x <- matrix( rnorm(100 * 2), ncol = 2)
a <- normlog.reg(y, x)
b <- glm(y ~ x, family = gaussian(log) )
summary(b)
a