ddhazard_control | R Documentation |
Auxiliary for additional settings with ddhazard
.
ddhazard_control( kappa = NULL, alpha = 1, beta = 0, NR_eps = NULL, LR = 1, n_max = 10^2, eps = 0.001, est_Q_0 = FALSE, method = "EKF", save_risk_set = TRUE, save_data = TRUE, eps_fixed_parems = 1e-04, fixed_parems_start = NULL, n_threads = getOption("ddhazard_max_threads"), denom_term = 1e-05, fixed_terms_method = "E_step", Q_0_term_for_fixed_E_step = NULL, permu = if (!is.null(method)) method == "SMA" else FALSE, posterior_version = "cholesky", GMA_max_rep = 25, GMA_NR_eps = 1e-04, est_a_0 = TRUE, ... )
kappa |
hyper parameter κ in the unscented Kalman Filter. |
alpha |
hyper parameter α in the unscented Kalman Filter. |
beta |
hyper parameter β in the unscented Kalman Filter. |
NR_eps |
tolerance for the Extended Kalman filter. Default is
|
LR |
learning rate. |
n_max |
maximum number of iteration in the EM-algorithm. |
eps |
tolerance parameter for the EM-algorithm |
est_Q_0 |
|
method |
set to the method to use in the E-step. Either |
save_risk_set |
|
save_data |
|
eps_fixed_parems |
tolerance used in the M-step of the Fisher's scoring algorithm for the fixed effects |
fixed_parems_start |
starting value for fixed terms. |
n_threads |
maximum number of threads to use. |
denom_term |
term added to denominators in either the EKF or UKF. |
fixed_terms_method |
the method used to estimate the fixed effects.
Either |
Q_0_term_for_fixed_E_step |
the diagonal value of the initial
covariance matrix, |
permu |
|
posterior_version |
the implementation version of the posterior
approximation method. Either |
GMA_max_rep |
maximum number of iterations in the correction step if
|
GMA_NR_eps |
tolerance for the convergence criteria for the relative
change in the norm of the coefficients in the correction step if
|
est_a_0 |
|
... |
additional undocumented arguments. |
A list with components named as the arguments.
ddhazard
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