Gumbel regression {Rfast2}

Gumbel regression

Description

Gumbel regression.

Usage

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

Arguments

y

The dependent variable, a numerical vector with real valued numbers.

x

A matrix or a data.frame with the indendent variables.

tol

The tolerance value required by the Newton-Raphson to stop.

maxiters

The maximum iterations allowed.

Details

A Gumbel regression model is fitted. the standard errors of the regressions are not returned as we do not compute the full Hessian matrix at each step of the Newton-Raphson.

Value

A list including:

be

The regression coefficients.

sigma

The scale parameter.

loglik

The loglikelihood of the regression model.

iters

The iterations required by the Newton-Raphson.

Author(s)

Michail Tsagris.

R implementation and documentation: Michail Tsagris [e-mail].

See Also

negbin.reg, ztp.reg

Examples

y <- rnorm(100)
x <- matrix(rnorm(100 * 3), ncol = 3)
mod <- gumbel.reg(y, x)