DoubleRobGamControl: Setting the DoubleRobGam fitting defaults

Description Usage Arguments Value

View source: R/DoubleRobGam.R

Description

This function is used internally in the DoubleRobGam fitting procedure. The function's parameters control the numerical properties of the Double Robust fitting procedure. Care should be taken when changing the parameters default values, things can go wrong (but sometimes fitting doesn't work well with the initial parameters, so you'll need to fiddle around with this)

Usage

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DoubleRobGamControl(maxitM = 35, maxitG = 35, tol = 10^-7, acc = 5 *
  10^-3, maxitOUT = 60, tccM = 1.345, tccG = 1.345, lambdaM = c(1e-04,
  3500), lambdaG = c(1e-04, 3500))

Arguments

maxitM

the maximum number of iterations allowed for each inner mean estimation procedures

maxitG

the maximum number of iterations allowed for each inner dispersion estimation procedures

tol

the level of accuracy required for each inner mean and dispersion estimation procedure to converge

acc

the level of accuracy required for the outer iteration to converge

maxitOUT

the maximum number of outer iteration allowed in the Double estimation procedure

tccM

the tuning constant c used in the robust estimation of the mean function

tccG

the tuning constant c used in the robust estimation of the dispersion function

lambdaM

range of acceptable smoothing parameter values for the mean estimation procedure

lambdaG

range of acceptable smoothing parameter values for the dispersion estimation procedure

Value

a list of control parameters


ilapros/DoubleRobGam documentation built on Aug. 29, 2021, 12:19 a.m.