hxlr.control: Control Options for hxlr Models

In crch: Censored Regression with Conditional Heteroscedasticity

Control Options for hxlr Models

Description

Auxiliary function for hxlr fitting. Specifies a list of values passed to optim.

Usage

hxlr.control(method = "BFGS", maxit = 5000, hessian = TRUE, 
  trace = FALSE, start = NULL, ...)

Arguments

method	optimization method used in optim
maxit	the maximum number of iterations.
hessian	logical. Should a numerically differentiated Hessian matrix be returned?
trace	non-negative integer. If positive, tracing information on the progress of the optimization is produced.
start	initial values for the parameters to be optimized over.
...	Additional parameters passed to optim.

Value

A list with components named as the arguments.

See Also

hxlr, optim

crch documentation built on Sept. 30, 2024, 9:22 a.m.