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#
# Description of this R script:
# R routine for creating a sgl algorithm configuration
#
# Intended for use with R.
# Copyright (C) 2014 Martin Vincent
#
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program. If not, see <http://www.gnu.org/licenses/>
#
#' Create a new algorithm configuration
#'
#' With the exception of \code{verbose} it is not recommended to change any of the default values.
#'
#' @param tolerance_penalized_main_equation_loop tolerance threshold.
#' @param tolerance_penalized_inner_loop_alpha tolerance threshold.
#' @param tolerance_penalized_inner_loop_beta tolerance threshold.
#' @param tolerance_penalized_middel_loop_alpha tolerance threshold.
#' @param tolerance_penalized_outer_loop_alpha tolerance threshold.
#' @param tolerance_penalized_outer_loop_beta tolerance threshold.
#' @param tolerance_penalized_outer_loop_gamma tolerance threshold.
#' @param use_bound_optimization if \code{TRUE} hessian bound check will be used.
#' @param use_stepsize_optimization_in_penalizeed_loop if \code{TRUE} step-size optimization will be used.
#' @param stepsize_opt_penalized_initial_t initial step-size.
#' @param stepsize_opt_penalized_a step-size optimization parameter.
#' @param stepsize_opt_penalized_b step-size optimization parameter.
#' @param inner_loop_convergence_limit inner loop convergence limit.
#' @param verbose If \code{TRUE} some information, regarding the status of the algorithm, will be printed in the R terminal.
#' @return A configuration.
#' @examples
#' config.no_progressbar <- sgl.algorithm.config(verbose = FALSE)
#' @author Martin Vincent
#' @export
sgl.algorithm.config <- function(tolerance_penalized_main_equation_loop = 1e-10,
tolerance_penalized_inner_loop_alpha = 1e-4,
tolerance_penalized_inner_loop_beta = 1,
tolerance_penalized_middel_loop_alpha = 0.01,
tolerance_penalized_outer_loop_alpha = 0.01,
tolerance_penalized_outer_loop_beta = 0,
tolerance_penalized_outer_loop_gamma = 1e-5,
use_bound_optimization = TRUE,
use_stepsize_optimization_in_penalizeed_loop = TRUE,
stepsize_opt_penalized_initial_t = 1,
stepsize_opt_penalized_a = 0.1,
stepsize_opt_penalized_b = 0.1,
inner_loop_convergence_limit = 1e4,
verbose = TRUE) {
config <- list()
config$tolerance_penalized_main_equation_loop <- tolerance_penalized_main_equation_loop
config$tolerance_penalized_inner_loop_alpha <- tolerance_penalized_inner_loop_alpha
config$tolerance_penalized_inner_loop_beta <- tolerance_penalized_inner_loop_beta
config$tolerance_penalized_middel_loop_alpha <- tolerance_penalized_middel_loop_alpha
config$tolerance_penalized_outer_loop_alpha <- tolerance_penalized_outer_loop_alpha
config$tolerance_penalized_outer_loop_beta <- tolerance_penalized_outer_loop_beta
config$tolerance_penalized_outer_loop_gamma <- tolerance_penalized_outer_loop_gamma
config$use_bound_optimization <- use_bound_optimization
config$use_stepsize_optimization_in_penalizeed_loop <- use_stepsize_optimization_in_penalizeed_loop
config$stepsize_opt_penalized_initial_t <- stepsize_opt_penalized_initial_t
config$stepsize_opt_penalized_a <- stepsize_opt_penalized_a
config$stepsize_opt_penalized_b <- stepsize_opt_penalized_b
config$inner_loop_convergence_limit <- as.integer(inner_loop_convergence_limit)
config$verbose <- verbose
return(config)
}
#' Standard algorithm configuration
#'
#' \code{sgl.standard.config <- sgl.algorithm.config()}
#'
#' @author Martin Vicnet
#' @export
sgl.standard.config <- sgl.algorithm.config();
#' Simulated data set
#'
#' This data set is for testing only.
#'
#' @name test.data
#' @docType data
#' @keywords data
NULL
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