R: Many univariate simple poisson regressions

Many univariate simple quasi poisson regressions {Rfast} | R Documentation

## Many univariate simple poisson regressions

### Description

It performs very many univariate simple poisson regressions.

### Usage

    quasi.poisson_only(x, y, tol = 1e-09, maxiters = 100)

### Arguments

`x` | A matrix with the data, where the rows denote the samples (and the two groups) and the columns are the variables. Currently only continuous variables are allowed.
`y` | The dependent variable; a numerical vector with many discrete values (count data).
`maxiters` | The maximum number of iterations after which the Newton-Raphson algorithm is terminated.
`tol` | The tolerance value to terminate the Newton-Raphson algorithm.

### Details

The function is written in C++ and this is why it is very fast. It can accept thousands of predictor variables. It is usefull for univariate screening. We provide no p-value correction (such as fdr or q-values); this is up to the user.

### Value

A matrix with the deviance and the estimated phi parameter (dispersion parameter) of each simple poisson regression model for each predictor variable.

### Author(s)

Manos Papadakis <papadakm95@gmail.com> and Stefanos Fafalios <stefanosfafalios@gmail.com>

R implementation and documentation: Michail Tsagris <mtsagris@uoc.gr>, Manos Papadakis <papadakm95@gmail.com> and Stefanos Fafalios <stefanosfafalios@gmail.com>.

### References

McCullagh, Peter, and John A. Nelder. Generalized linear models. CRC press, USA, 2nd edition, 1989.

### See Also

`poisson_only univglms, logistic_only, allbetas, regression`

### Examples

    ## 200 variables, hence 200 univariate regressions are to be fitted
    x <- matrix( rnorm(100 * 200), ncol = 200 )
    y <- rpois(100, 10)
    system.time( poisson_only(x, y) )
    b1 <- poisson_only(x, y)
    b2 <- quasi.poisson_only(x, y)

    b1<-b2<-x<-y<-NULL

[Package Rfast version 2.0.4 Index]