nls.lm.control: Control various aspects of the Levenberg-Marquardt algorithm

Description Usage Arguments Value References See Also Examples

View source: R/nls.lm.R

Description

Allow the user to set some characteristics Levenberg-Marquardt nonlinear least squares algorithm implemented in nls.lm.

Usage

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nls.lm.control(ftol = sqrt(.Machine$double.eps),
ptol = sqrt(.Machine$double.eps), gtol = 0, diag = list(), epsfcn = 0,
factor = 100, maxfev = integer(), maxiter = 50, nprint = 0)

Arguments

ftol

non-negative numeric. Termination occurs when both the actual and predicted relative reductions in the sum of squares are at most ftol. Therefore, ftol measures the relative error desired in the sum of squares.

ptol

non-negative numeric. Termination occurs when the relative error between two consecutive iterates is at most ptol. Therefore, ptol measures the relative error desired in the approximate solution.

gtol

non-negative numeric. Termination occurs when the cosine of the angle between result of fn evaluation fvec and any column of the Jacobian is at most gtol in absolute value. Therefore, gtol measures the orthogonality desired between the function vector and the columns of the Jacobian.

diag

a list or numeric vector containing positive entries that serve as multiplicative scale factors for the parameters. Length of diag should be equal to that of par. If not, user-provided diag is ignored and diag is internally set.

epsfcn

(used if jac is not provided) is a numeric used in determining a suitable step for the forward-difference approximation. This approximation assumes that the relative errors in the functions are of the order of epsfcn. If epsfcn is less than the machine precision, it is assumed that the relative errors in the functions are of the order of the machine precision.

factor

positive numeric, used in determining the initial step bound. This bound is set to the product of factor and the |\code{diag}*\code{par}| if nonzero, or else to factor itself. In most cases factor should lie in the interval (0.1,100). 100 is a generally recommended value.

maxfev

integer; termination occurs when the number of calls to fn has reached maxfev. Note that nls.lm sets the value of maxfev to 100*(length(par) + 1) if maxfev = integer(), where par is the list or vector of parameters to be optimized.

maxiter

positive integer. Termination occurs when the number of iterations reaches maxiter.

nprint

is an integer; set nprint to be positive to enable printing of iterates

Value

A list with exactly nine components:

ftol
ptol
gtol
diag
epsfcn
factor
maxfev
nprint

with meanings as explained under ‘Arguments’.

References

J.J. Moré, "The Levenberg-Marquardt algorithm: implementation and theory," in Lecture Notes in Mathematics 630: Numerical Analysis, G.A. Watson (Ed.), Springer-Verlag: Berlin, 1978, pp. 105-116.

See Also

nls.lm

Examples

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nls.lm.control(maxiter = 4)

Example output

$ftol
[1] 1.490116e-08

$ptol
[1] 1.490116e-08

$gtol
[1] 0

$diag
list()

$epsfcn
[1] 0

$factor
[1] 100

$maxfev
integer(0)

$maxiter
[1] 4

$nprint
[1] 0

minpack.lm documentation built on May 1, 2019, 8:50 p.m.