pfdaControl: Control Setting for pfda

Description Usage Arguments Details Value Author(s) See Also Examples

Description

This gives the settings and defaults for fitting the EM algorithms in the pfda function

Usage

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pfdaControl(..., penalty.method = c("AIC", "CV"), minimum.variance = 1e-04, convergence.tolerance = 0.01, max.iterations = 10000, nfolds = 10,  binary.k0 = 100, binary.kr = 10, binary.burnin = 100, nknots=11)

Arguments

...

any extra arguments to be passed in.

penalty.method

the method for optimizing penalties. Either CV for cross validation or AIC for Akaike's an information criteria.

minimum.variance

The minimum allowable as a variance.

convergence.tolerance

The tolerance for determining convergence of the EM algorithm.

max.iterations

The maximum number of Iterations before determining the algorithm failed.

nfolds

Number of folds in cross validation.

binary.k0

The number of simulated runs for the initial steps in the stocastic approximation involved with the binary drivers.

binary.kr

the ongoing number of simulation runs for the stocastic approximation for binary drivers.

binary.burnin

The length of the burn in period for stochasitc approximation.

nknots

the number of internal knots for the splines. Ignored if knots are specified.

Details

This is a convenience function for specifying a list of control parameters that control the fit of the EM aglorithm. With the ... argument there are several arguments that can be additionally specified. optim.method controls the method used in optim to optimize the penalties. The optim.start can be specified to give a starting value for the optimization of the penalties.

Value

a list with the class set to pfdaControl. Named elements are the same as the named arguments, plus any additional named arguments given in ...

Author(s)

Andrew Redd

See Also

pfda

Examples

1

pfda documentation built on May 2, 2019, 5 p.m.