gsl_nls_control | R Documentation |
Allow the user to tune the characteristics of the gsl_nls
and gsl_nls_large
nonlinear least squares algorithms.
gsl_nls_control( maxiter = 50, scale = "more", solver = "qr", fdtype = "forward", factor_up = 2, factor_down = 3, avmax = 0.75, h_df = sqrt(.Machine$double.eps), h_fvv = 0.02, xtol = sqrt(.Machine$double.eps), ftol = sqrt(.Machine$double.eps), gtol = .Machine$double.eps^(1/3) )
maxiter |
positive integer, termination occurs when the number of iterations reaches |
scale |
character, scaling method or damping strategy determining the diagonal scaling matrix D. The following options are supported:
|
solver |
character, method used to solve the linear least squares system resulting as a subproblem in each iteration.
For large-scale problems fitted with
|
fdtype |
character, method used to numerically approximate the Jacobian and/or second-order derivatives
when geodesic acceleration is used. Either |
factor_up |
numeric factor by which to increase the trust region radius when a search step is accepted. Too large values may destabilize the search, too small values slow down the search, defaults to 2. |
factor_down |
numeric factor by which to decrease the trust region radius when a search step is rejected. Too large values may destabilize the search, too small values slow down the search, defaults to 3. |
avmax |
numeric value, the ratio of the acceleration term to the velocity term when using geodesic acceleration to
solve the nonlinear least squares problem. Any steps with a ratio larger than |
h_df |
numeric value, the step size for approximating the Jacobian matrix with finite differences, defaults to |
h_fvv |
numeric value, the step size for approximating the second directional derivative when geodesic acceleration
is used to solve the nonlinear least squares problem, defaults to 0.02. This is only used if no analytic second
directional derivative ( |
xtol |
numeric value, termination occurs when the relative change in parameters between iterations is |
ftol |
numeric value, termination occurs when the relative change in sum of squared residuals between iterations is |
gtol |
numeric value, termination occurs when the relative size of the gradient of the sum of squared residuals is |
A list
with exactly twelve components:
maxiter
scale
solver
fdtype
factor_up
factor_down
avmax
h_df
h_fvv
xtol
ftol
gtol
with meanings as explained under 'Arguments'.
ftol
is disabled in some versions of the GSL library.
M. Galassi et al., GNU Scientific Library Reference Manual (3rd Ed.), ISBN 0954612078.
nls.control
https://www.gnu.org/software/gsl/doc/html/nls.html#tunable-parameters
## default tuning parameters gsl_nls_control()
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