glm.lld {KernGPLM}R Documentation

Log-likelihood derivatives for GLM

Description

Computes first and second derivatives of the individual log-likelihood with respect to the linear predictor. (Currently only the LM as well as Logit and Probit are implemented.)

Usage

glm.lld(eta, y, family="gaussian", link="identity")

Arguments

eta n x 1, linear predictors
y n x 1, responses
family text string (currently "gaussian", "bernoulli")
link text string (currently "identity" for "gaussian", "logit" or "probit" for "bernoulli")

Value

List with components:

ll1 n x 1, vector of first derivatives
ll2 n x 1, vector of second derivatives

Author(s)

Marlene Mueller

See Also

glm.ll, glm.link

Examples

  glm.lld(c(-1,2), c(0,1), family="bernoulli", link="logit")
[Package KernGPLM version 0.65 Index]