mle.control: Control for fitting the MLE

In samorso/nfcm: Spline Based Nonlinear Factor Copula Model

Control for fitting the MLE

Description

Control for the optimization routine for the MLE (see nfcm_mle). Currently the optimization routine is a sequential quadratic programming (SQP) algorithm slsqp from the nloptr package, and thus the control are the same as nl.opts

Usage

mle.control(
  stopval = -Inf,
  xtol_rel = 1e-06,
  maxeval = 30000,
  ftol_rel = 0,
  ftol_abs = 0,
  check_derivatives = FALSE
)

Arguments

stopval	stop minimization at this value
xtol_rel	tolerance for step
maxeval	max number of function evaluations (default is 30000)
ftol_rel	relative tolerance
ftol_abs	absolute tolerance
check_derivatives	verification

See Also

nl.opts, slsqp

samorso/nfcm documentation built on Oct. 13, 2024, 9:35 p.m.