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FREG (version 1.1)

optimization: Fisher Scoring algorithm

Description

Optimization algorithm for the estimation of beta regression coefficient functions and intercepts

Usage

optimization(x, y, beta, loglik, gradient, Hessian)

Arguments

x

a design matrix which is a product of inner product of basis functions and basis coefficients of functional covariate X

y

a response variable of class factor

beta

initial values for beta regression coefficients and intercepts

loglik

log-likelihood function

gradient

function for the estimation of first derivative of log-likelihood function - gradient

Hessian

function for the estimation of second derivative of log-likelihood function - Hessian

Value

beta

a vector with estimated beta regression coefficients and intercepts

ll

a value of the log-likelihood function at the estimated optimum

grd

a vector of gradient values at the estimated optimum

hessian

Hessian matrix at the estimated optimum