Fast IRLS for binomial logit with class weights
Usage
cpp_irls_binomial(TT, ybin, w_class = NULL, maxit = 50L, tol = 1e-08)
Arguments
- TT
n x A numeric matrix of latent scores (no intercept column)
- ybin
integer vector of {0,1} labels (length n)
- w_class
optional length-2 numeric vector: weights for classes c( w0, w1 )
- maxit
max IRLS iterations
- tol
relative tolerance on parameter change
Value
list(beta = A-vector, b = scalar intercept, fitted = n-vector,
iter = integer, converged = logical)