diagnostic-class: A Reference Class for diagnosing convergence.

Description Fields Methods

Description

A Reference Class for diagnosing convergence.

Fields

par_prev

A numeric vector, previous checked parameter value.

fn_prev

Double, previous checked function value.

grad_prev

A numeric vector, previous checked gradient value.

tol_rel

Double, relative tolerance for signaling convergence.

Methods

check_converge(par, fn, grad)

Check if the difference in parameters, function value, or gradient values reached below tolerances.

initialize(tol)

Initializes previous checked values at 0.

@param tol Tolerance threshold used for all tolerance checks.


stan-dev/gmo documentation built on May 30, 2019, 8:45 a.m.