- object, ...
two or more fitted glm
objects, or a
list
of such, or an "averaging" object.
- data
a data frame containing the variables in the model. It is
optional if all models are glm
.
- type
a character string specifying the function to minimize. Either
"rmse"
or "loglik"
.
- family
used only if type = "loglik"
, a family
object to be
used for likelihood calculation. Not needed if all models share the same
family
and link function.
- weights
an optional vector of ‘prior weights’
to be used in the model fitting process. Should be NULL
or
a numeric vector.
- optim.method
optional, optimisation method, passed to
optim
.
- maxit
optional, the maximum number of iterations, passed to
optim
.
- optim.args
optional list of other arguments passed to
optim
.
- start
starting values for model weights. Numeric of length equal the
number of models.
- force.update
for glm
, the glm.fit
function is used for
fitting models to the train data, which is much more efficient. Set to
TRUE
to use update
instead.
- py.matrix
either a boolean value, then if TRUE
a jackknifed prediction
matrix is returned and if FALSE
a vector of jackknifed model weights, or
a N×M matrix (number of cases × number of models)
that is interpreted as a jackknifed prediction matrix and it is used for
optimisation (i.e. the jackknife procedure is skipped).