Description Usage Arguments Details Value
Definition of various kinds of options in the algorithm.
1 2 3 |
tol |
convergence tolerance |
trace |
integer. 1 prints no output, 2 prints warnings, 3 prints the current function values and warnings (not recommended) |
maxIter |
maximum number of (outer) iterations |
maxArmijo |
maximum number of steps to be chosen in the Armijo Rule. If the maximum is reached, the algorithm continues with optimizing the next coordinate. |
number |
integer. Determines the active set algorithm. The zero fixed-effects coefficients are only updated each number iteration. It may be that a smaller number increases the speed of the algorithm. Use 0 ≤ number ≤ 5. |
a_init |
α_{init} in the Armijo step. See Schelldorfer et. al. (2010). |
delta |
δ in the Armijo step. See Schelldorfer et. al. (2010) |
rho |
ρ in the Armijo step. See Schelldorfer et. al. (2010) |
gamma |
γ in the Armijo step. See Schelldorfer et. al. (2010) |
lower |
lower bound for the Hessian |
upper |
upper bound for the Hessian |
seed |
set.seed for calculating the starting value, which performs a 10-fold cross-validation. |
VarInt |
Only for opt="optimize". The interval for the variance parameters used in "optimize". See help("optimize") |
CovInt |
Only for opt="optimize". The interval for the covariance parameters used in "optimize". See help("optimize") |
thres |
If a variance or covariance parameter has smaller absolute value than thres, the parameter is set to exactly zero. |
For the Armijo step parameters, see Bertsekas (2003)
Exactly the same as arguments
.
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