This function creates a suitable score function for the fitting process of a probabilistic index model.
CreateScoreFun(Z, Y, link = c("probit", "logit", "identity"), W = NULL)the model matrix of pseudo-observations
a vector with the response of the pseudo-observations
a character vector indicating the link function to be used.
a vector with weights.
a function used for estimating the coefficients by the estimator functions.
This function is not exported.