Beta update in L2E multivariate regression - MM

update_beta_MM_ls updates beta for L2E multivariate regression using MM

update_beta_MM_ls(y, X, beta, tau, max_iter = 100, tol = 1e-04)

Arguments

y

Response
X

Design matrix
beta

Initial vector of regression coefficients
tau

Precision estimate
max_iter

Maximum number of iterations
tol

Relative tolerance

Value

Returns a list object containing the new estimate for beta (vector) and the number of iterations (scalar) the update step utilized