setup.optargs: Set up arguments for global and local optimization programs

In episplineDensity: Density Estimation with Soft Information by Exponential Epi-splines

Description

The exponential epi-spline scheme uses a global optimization routine from package nloptr that itself calls a local one. This function produces a list of options for either or both.

Usage

setup.optargs(param.length, opts, local.opts)

Arguments

param.length	Length of parameter vector.
opts	Options to global solver. These will be passed as argument "opts" to nloptr.
local.opts	Options to local solver. These will be passed as a list named "local_opts" attached to the "opts" list above.

Details

Default values for opts are algorithm = "NLOPT_LD_AUGLAG", maxeval = 2500, xtol_rel = 1e-05, xtol_abs = 1e-05, and for local.opts, algorithm = "NLOPT_LD_SLSQP", maxeval = 1000, and xtol_rel = 1e-05.

Value

List with default opts overridden by any that were supplied, plus a list named local_opts with default local_opts, overridden by any that were supplied.

Author(s)

Sam Buttrey

See Also

expepi

episplineDensity documentation built on May 1, 2019, 7:28 p.m.