rqbinControl: Control parameters for rqbin estimation
In Qtools: Utilities for Quantiles

Description Usage Arguments Details Author(s) References See Also

A list of parameters for controlling the fitting process based on simulated annealing.

rqbinControl(theta = NULL, lower = NULL, upper = NULL,
maximise = TRUE, rt = 0.15, tol = 1e-06, ns = 10, nt = 20, neps = 4,
maxiter = 1e+05, sl = NULL, vm = NULL, seed1 = 1, seed2 = 2, temp = 10,
sgn = 1)

`theta`	starting values for the regression coefficients.
`lower`	lower bound for the regression coefficients.
`upper`	upper bound for the regression coefficients.
`maximise`	logical flag. If `TRUE` the algorithm maximises the objective function.
`rt`	parameter.
`tol`	tolerance expressed as absolute change of the log-likelihood.
`ns`	parameter.
`nt`	parameter.
`neps`	parameter.
`maxiter`	maximum number of iterations.
`sl`	parameter.
`vm`	parameter.
`seed1`	random numbers seed.
`seed2`	random numbers seed.
`temp`	temperature of the algorithm.
`sgn`	sign of the objective function.

For more details on specific parameters, see Goffe et al (1994).

Marco Geraci

Goffe WL, Ferrier GD, Rogers J. Global optimization of statistical functions with simulated annealing. Journal of Econometrics 1994;60(1):65-99. Code retrieved from http://EconPapers.repec.org/RePEc:wpa:wuwppr:9406001.

rq.bin

Qtools documentation built on May 2, 2019, 6:09 p.m.