Internal functions for logisitc ridge regression.
computeRidgeLogistic(X, y, k, intercept = TRUE, doff = FALSE)
updateBeta(B, X, y, k, intercept = TRUE, doff = FALSE)
objectiveFunction(B, X, y, k, intercept = TRUE)Matrix of predictors.
vector of outcomes.
ridge regression parameter.
does the model have an intercept?
should degrees of freedom of the model be computed?
computeRidgeLogistic returns the fitted logistic ridge regression coefficients. If doff = TRUE
it also returns the degrees of freedom of the model and the degrees of freedom for variance.
updateBeta returns the fitted coefficients after one iteration of the Newton-Raphson algorithm. If
doff = TRUE, it also returns the penalty matrix and weights matrix used to compute the degrees of
freedom.
objectiveFunction returns the objective function for the current iteration of the Newton-Raphson
algorithm.
These functions are called in the function logisticRidge.
They are not for calling directly by the user.
A semi-automatic method to guide the choice of ridge parameter in ridge regression. Cule, E. and De Iorio, M. (2012) arXiv:1205.0686v1 [stat.AP]