Constrained logistic regression In this function we create a regression for which the predicted probabilities are contstrained. That is, they can not be less than a minimum of delta, or a maxiumum of 1 - delta.

ConstrainedGlm.fit(formula, delta, data, fall_back_to_glm = TRUE,
  previous_glm = NULL, ...)

Arguments

formula

the formula to use for the regression

delta

the threshold used for constraining the probabilities

data

the data to train the glm on

fall_back_to_glm

boolean should we fall back to traditional glm

previous_glm

glm object. A previously trained GLM instance, so it can be updated

...

the other arguments passed to GLM

Value

a fitted glm