MVT.control: Set control parameters
In MVT: Estimation and Testing for the Multivariate t-Distribution

View source: R/control.R

MVT.control

R Documentation

Set control parameters

Description

Allows users to set control parameters for the estimation routine available in MVT.

Usage

MVT.control(maxiter = 2000, tolerance = 1e-6, fix.shape = FALSE)

Arguments

`maxiter`	maximum number of iterations. The default is 2000.
`tolerance`	the relative tolerance in the iterative algorithm.
`fix.shape`	whether the shape parameter should be kept fixed in the fitting processes. The default is `fix.shape = FALSE`.

Value

A list of control arguments to be used in a call to studentFit.

A call to MVT.control can be used directly in the control argument of the call to studentFit.

Examples

ctrl <- MVT.control(maxiter = 500, tol = 1e-04, fix.shape = TRUE)
data(PSG)
studentFit(~ manual + automated, data = PSG, family = Student(eta = 0.25), 
  control = ctrl)

MVT documentation built on Feb. 16, 2023, 8:29 p.m.