poissonMTinitialParallel {poissonMT} | R Documentation |
Initial Robust Estimates based on MT robust method for fitting of Poisson Generalized Linear Models
Description
poissonMTinitialParallel
is used to provides a robust initial estimate
for fit generalized linear models. This is the parallel computing version.
The model is specified by the x
and y
components.
Usage
poissonMTinitialParallel(x, y, stage2 = TRUE, alpha = c(0.025, 0.025),
tol = 1e-04, cc = 2.3, psi = "bisquare", maxit = 20,
zero = sqrt(.Machine$double.eps), replace.small = 0.5, start = NULL,
na.to.zero = TRUE, parallel = c("no", "multicore", "snow"),
ncpus = 1, cl = NULL)
Arguments
x |
design matrix of dimension |
y |
vector of observations of length |
stage2 |
logical, the second stage should be performed? |
alpha |
quantile orders used in the second stage. |
tol |
convergence tolerance for the parameter vector. |
cc |
tuning constant c for Tukey's bisquare psi-function. |
psi |
the name of the |
maxit |
integer specifying the maximum number of IRWLS iterations. |
zero |
eigenvalues smaller than |
replace.small |
all the observations |
start |
eventual starting values, as a reference, for the parameters in the linear predictor. |
na.to.zero |
logical, should the eventual |
parallel |
The type of parallel operation to be used. By default ( |
ncpus |
integer: number of processes to be used in parallel operation. Typically one would chose this to the number of available CPUs. |
cl |
An optional |
Details
This function is the same as function poissonMTinitial
, however it can takes advantage of parallel computing.
Value
A list with the following components
coefficients1 |
initial value proposed at the end of the first stage. |
obj1 |
value of the MT objective function at |
coefficients2a |
initial value proposed at the end of the first part od the second stage. |
obj2a |
value of the MT objective function at |
coefficients2b |
initial value proposed at the end of the second part od the second stage. |
obj2b |
value of the MT objective function at |
coefficients |
initial value proposed. |
obj |
value of the MT objective function at |
Author(s)
Claudio Agostinelli, Marina Valdora and Victor J. Yohai
References
C. Agostinelli, M. Valdora and V.J Yohai (2018) Initial Robust Estimation in Generalized Linear Models with a Large Number of Covariates. Submitted.
M. Valdora and V.J. Yohai (2014) Robust estimators for generalized linear models. Journal of Statistical Planning and Inference, 146, 31-48.
See Also
poissonMTinitial
, poissonMT
and poissonL2T
Examples
data(epilepsy)
x <- model.matrix( ~ Age10 + Base4*Trt, data=epilepsy)
poissonMTsetwd(tempdir())
start <- poissonMTinitialParallel(x=x, y=epilepsy$Ysum)$coefficients
start