gamlss.control: Auxiliary for Controlling GAMLSS Fitting

In mstasinopoulos/GAMLSS-original: Generalized Additive Models for Location Scale and Shape

Auxiliary for Controlling GAMLSS Fitting

Description

Auxiliary function as user interface for gamlss fitting. Typically only used when calling gamlss function with the option control.

Usage

gamlss.control(c.crit = 0.001, n.cyc = 20, mu.step = 1, sigma.step = 1, nu.step = 1, 
               tau.step = 1, gd.tol = Inf, iter = 0, trace = TRUE, autostep = TRUE, 
               save = TRUE, ...)

Arguments

c.crit	the convergence criterion for the algorithm
n.cyc	the number of cycles of the algorithm
mu.step	the step length for the parameter mu
sigma.step	the step length for the parameter sigma
nu.step	the step length for the parameter nu
tau.step	the step length for the parameter tau
gd.tol	global deviance tolerance level (set more recently to Inf to allow the algorithm to conversed even if the global deviance change dramatically during the iterations)
iter	starting value for the number of iterations, typically set to 0 unless the function refit is used
trace	whether to print at each iteration (TRUE) or not (FALSE)
autostep	whether the steps should be halved automatically if the new global deviance is greater that the old one, the default is autostep=TRUE
save	save=TRUE, (the default), saves all the information on exit. save=FALSE saves only limited information as the global deviance and AIC. For example fitted values, design matrices and additive terms are not saved. The latest is useful when gamlss() is called several times within a procedure.
...	for extra arguments

Details

The step length for each of the parameters mu, sigma, nu or tau is very useful to aid convergence if the parameter has a fully parametric model. However using a step length is not theoretically justified if the model for the parameter includes one or more smoothing terms, (even thought it may give a very approximate result).

The c.crit can be increased to speed up the convergence especially for a large set of data which takes longer to fit. When ‘trace’ is TRUE, calls to the function cat produce the output for each outer iteration.

Value

A list with the arguments as components.

Author(s)

Mikis Stasinopoulos, Bob Rigby

References

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.

Rigby, R. A., Stasinopoulos, D. M., Heller, G. Z., and De Bastiani, F. (2019) Distributions for modeling location, scale, and shape: Using GAMLSS in R, Chapman and Hall/CRC. An older version can be found in https://www.gamlss.com/.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, https://www.jstatsoft.org/v23/i07/.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.

(see also https://www.gamlss.com/).

See Also

gamlss

Examples

data(aids)
h<-gamlss(y~poly(x,3)+qrt, family=PO, data=aids) # 
con<-gamlss.control(mu.step=0.1)
h<-gamlss(y~poly(x,3)+qrt, family=PO, data=aids, control=con) # 
rm(h,con)

mstasinopoulos/GAMLSS-original documentation built on March 27, 2024, 7:11 a.m.