Many univariate simple quasi poisson regressions {Rfast} | R Documentation |
Many univariate simple poisson regressions
Description
It performs very many univariate simple poisson regressions.
Usage
quasi.poisson_only(x, y, tol = 1e-09, maxiters = 100)
Arguments
x |
A matrix with the data, where the rows denote the samples (and the two groups) and the columns are the variables. Currently only continuous variables are allowed. |
y |
The dependent variable; a numerical vector with many discrete values (count data). |
maxiters |
The maximum number of iterations after which the Newton-Raphson algorithm is terminated. |
tol |
The tolerance value to terminate the Newton-Raphson algorithm. |
Details
The function is written in C++ and this is why it is very fast. It can accept thousands of predictor variables. It is usefull for univariate screening. We provide no p-value correction (such as fdr or q-values); this is up to the user.
Value
A matrix with the deviance and the estimated phi parameter (dispersion parameter) of each simple poisson regression model for each predictor variable.
Author(s)
Manos Papadakis <papadakm95@gmail.com> and Stefanos Fafalios <stefanosfafalios@gmail.com>
R implementation and documentation: Michail Tsagris <mtsagris@uoc.gr>, Manos Papadakis <papadakm95@gmail.com> and Stefanos Fafalios <stefanosfafalios@gmail.com>.
References
McCullagh, Peter, and John A. Nelder. Generalized linear models. CRC press, USA, 2nd edition, 1989.
See Also
poisson_only univglms, logistic_only, allbetas, regression
Examples
## 200 variables, hence 200 univariate regressions are to be fitted
x <- matrix( rnorm(100 * 200), ncol = 200 )
y <- rpois(100, 10)
poisson_only(x, y)
b1 <- poisson_only(x, y)
b2 <- quasi.poisson_only(x, y)
b1<-b2<-x<-y<-NULL