globalSearch: Find new global evaluatino point

Description Usage Arguments Value See Also

Description

The function finds the maximum value of the global selection criterion, which basically is a distance weighted version of the quasi-deviance over the whole parameter domain.

Usage

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globalSearch(x0, qsd, w, method = c("nloptr", "direct"), opts = list(),
  control = list(), ..., obs = NULL, optInfo = FALSE, check = TRUE,
  pl = 0L, verbose = FALSE)

Arguments

x0

(named) numeric vector, the starting point

qsd

object of class QLmodel

w

scalar value, cycling weight

method

names of possible minimization routines (see details)

opts

list of control arguments passed to nloptr routines defined in method for global search of maximum and minimum value of quasi-deviance

control

list of control arguments passed to nloptr for maximization of selection criterion

...

further arguments passed to covarTx

obs

numeric vector of observed statistics, overwrites 'qsd$obs'

optInfo

logical, FALSE (default), not yet used argument (ignored)

check

logical, TRUE (default), whether to check input arguments

pl

numeric value (>=0), the print level

verbose

if TRUE (default), print intermediate output

Value

list which contains the new evaluation point and the value of the criterion function

See Also

searchMinimizer


qle documentation built on May 2, 2019, 5:26 p.m.