The model matrices \(X_\mu\) and \(X_\sigma\) are checked to see if problems with the convergence of the fit can be anticipated. If so, it is determined which columns must be removed from \(X_\sigma\) to attempt to avoid convergence issues.
convergence_precheck(y, X_mu, X_sigma)
Numeric, response vector y
Model matrix for the expected values
Model matrix for the standard deviations. This must be a full-rank matrix.
A list with the following members:
column_numbers
The numbers of the columns of X_sigma
that can be kept
column_names
The names of the columns of X_sigma
that can be kept
Numbers and names refer to the same columns. They are supplied both for convenience.
A matrix can be of class 'matrix', 'Matrix' or 'numeric' (in case it is a matrix of one column only).
An intercept term must be included in the model matrices if the model is such.