View source: R/newton_raphson.R

Control settings for Newton and quasi-Newton algorithms

1 2 3 4 5 6 7 8 9 10 | ```
NewtonRaphsonControl(
maxit = 100,
ctol = sqrt(.Machine$double.eps),
ftol = sqrt(.Machine$double.eps),
etol = 10 * .Machine$double.eps,
verbose = FALSE,
eps = 1e-08,
del = 1,
ls.control = HagerZhangControl()
)
``` |

`maxit` |
Maximum number of Newton steps |

`ctol` |
Convergence tolerance in the gradient (max(abs(grad)) < ctol) |

`ftol` |
Convergence tolerance in the objective (f - fold < ftol) |

`etol` |
Maximum spectral gap for a eigenvalue to be considered too close to singular |

`verbose` |
Print progress to stdout |

`eps` |
For box-constrained optimization, how close to a boundary can be considered "on the boundary" |

`del` |
For quasi-Newton methods, a typical step size used to initialize the approximate Hessian |

`ls.control` |
Control settings for the line search |

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.