Rsolnp package of Ghalanos and Theussl (2016).This function is a wrapper to the solnp function of the Rsolnp package of Ghalanos and Theussl (2016).
fn.solnp(par0, data, GASSpec, FUN)numeric vector of named model coefficients.
numeric vector or matrix of data.
An object of the class uGASSpec or mGASSpec, created via the UniGASSpec and MultiGASSpec functions.
A function to optimize.
It returns a named list with four elements: i) pars: a numeric vector
where the estimated parameters are stored, ii) value: a numeric containing the value of the negative log likelihood
evaluated at its minumum, iii) hessian, a numeric matrix containing the Hessian matrix evaluated at
the minimum of the negative log likelihood, and iv) convergence a numeric element indicating the convergence results of
solnp.
The following control parameters are used: trace = 0, rho = 1, outer.iter = 400,
inner.iter = 1800, delta = 1e-08, tol = 1e-08. See the documentation of solnp.
Alexios Ghalanos and Stefan Theussl (2015). "Rsolnp: General Non-linear Optimization Using Augmented Lagrange Multiplier Method". R package version 1.16.
help(solnp)