Hi,
This is a homework pull-requests for the course AMLs at TUB.
This is also my first pull-request :)

I refactored ./scripts/algorithm/StepGLM.dml into a importable function.

• Over 900 lines of code removed
• Replacement of global variables with function parameters
• Replacement of custom GLM solver glm_fit with adapter that uses the builtin solver m_gml from ./scripts/builtin/gml.dml
• Rewrite of the AIC calculation.

The probit inverse link function is now approximated (AIC calculation):

"it does not matter much whether one uses a probit model or a logit model, except in cases where data are heavily concentrated in the tails" (page 1487 in [1])

Additionally:

• ./scripts/algorithms/TestBuiltinStepGLM.dml performs two checks for function output.

Sources

[1]: Takeshi, Qualitative Response Models: A Survey (1981)