init_bounds_optim | R Documentation |
Sets bounds and initial values for optim
by
extracting potentially given values from SVC_mle_control
and
checking them, or calculating them from given data. See Details.
init_bounds_optim(control, p, q, id_obj, med_dist, y_var, OLS_mu)
control |
( |
p |
( |
q |
( |
id_obj |
( |
med_dist |
( |
y_var |
( |
OLS_mu |
( |
If values are not provided, then they are set in the following way.
Let d be the median distance med_dist
, let s^2_y be
the variance of the response y_var
, and let b_j be the OLS
coefficients of the linear model. The computed values are given in the
table below.
Parameter | Lower bound | Initial Value | Upper Bound |
Range | d/1000 | d/4 | 10 d |
Variance | 0 | s^2_y/(q+1) | 10s^2_y |
Nugget | 10^{-6} | s^2_y/(q+1) | 10s^2_y |
Mean j | -Inf | b_j | Inf |
A list
with three entries: lower
, init
,
and upper
.
Jakob Dambon
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