configure_rt_admm: Rt estimation algorithm configuration

In rtestim: Estimate the Effective Reproductive Number with Trend Filtering

Rt estimation algorithm configuration

Description

Rt estimation algorithm configuration

Usage

configure_rt_admm(
  rho = -1,
  alpha = 0.5,
  gamma = 0.9,
  tolerance = 1e-04,
  maxiter_newton = 50L,
  maxiter_line = 20L,
  verbose = 0,
  ...
)

Arguments

rho	Double. An ADMM parameter; coefficient of augmented term in the Lagrangian function.
alpha	Double. A parameter adjusting upper bound in line search algorithm in prox_newton algorithm.
gamma	Double. A parameter adjusting step size in line search algorithm in prox_newton algorithm.
tolerance	Double. Tolerance of ADMM convergence.
maxiter_newton	Integer. Maximum number of iterations for the outer Newton iteration.
maxiter_line	Integer. Maximum number of iterations for the linesearch algorithm in the proximal Newton method.
verbose	Integer.
...	space for future extensions

Value

a list of model parameters with class rt_admm_configuration

Examples

configure_rt_admm()
configure_rt_admm(tolerance = 1e-6, verbose = 1L)

rtestim documentation built on Aug. 8, 2025, 6:21 p.m.