Description Usage Arguments Details Value Author(s) References See Also
A list of parameters for controlling the fitting process.
1 2 3 |
method |
character vector that specifies which code to use for carrying out the gradient search algorithm: "gs1" (default) based on C code and "gs2" based on R code. See details. |
loop_tol_ll |
tolerance expressed as relative change of the log-likelihood. |
loop_tol_theta |
tolerance expressed as relative change of the estimates. |
check_theta |
logical flag. If |
loop_step |
step size (default standard deviation of response). |
beta |
decreasing step factor for line search (0,1). |
gamma |
nondecreasing step factor for line search (>= 1). |
reset_step |
logical flag. If |
loop_max_iter |
maximum number of iterations. |
verbose |
logical flag. |
The methods "gs1" and "gs2" implement the same algorithm (Bottai et al, 2015). The former is based on C code, the latter on R code. While the C code is faster, the R code seems to be more efficient in handling large datasets.
a list of control parameters.
Marco Geraci
Bottai M, Orsini N, Geraci M (2015). A Gradient Search Maximization Algorithm for the Asymmetric Laplace Likelihood, Journal of Statistical Computation and Simulation, 85(10), 1919-1925.
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