| glm.control {stats} | R Documentation |
Auxiliary function as user interface for glm fitting.
Typically only used when calling glm or glm.fit.
glm.control(epsilon=1e-8, maxit=25, trace=FALSE)
epsilon |
positive convergence tolerance epsilon; the iterations converge when |dev - devold|/(|dev| + 0.1) < epsilon. |
maxit |
integer giving the maximal number of IWLS iterations. |
trace |
logical indicating if output should be produced for each iteration. |
If epsilon is small, it is also used as the tolerance for the
least squares solution.
When trace is true, calls to cat produce the
output for each IWLS iteration. Hence, options(digits = *)
can be used to increase the precision, see the example.
A list with the arguments as components.
Hastie, T. J. and Pregibon, D. (1992) Generalized linear models. Chapter 6 of Statistical Models in S eds J. M. Chambers and T. J. Hastie, Wadsworth & Brooks/Cole.
glm.fit, the fitting procedure used by
glm.
### A variation on example(glm) :
## Annette Dobson's example ...
counts <- c(18,17,15,20,10,20,25,13,12)
outcome <- gl(3,1,9)
treatment <- gl(3,3)
oo <- options(digits = 12) # to see more when tracing :
glm.D93X <- glm(counts ~ outcome + treatment, family=poisson(),
trace = TRUE, epsilon = 1e-14)
options(oo)
coef(glm.D93X) # the last two are closer to 0 than in ?glm's glm.D93
# put less so than in R < 1.8.0 when the default was 1e-4