globalSearch: Find new global evaluatino point

In qle: Simulation-Based Quasi-Likelihood Estimation

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

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.