MVT (version 0.3-8)

MVT.control: Set control parameters

Description

Allows users to set control parameters for the estimation routine available in MVT.

Usage

MVT.control(maxiter = 2000, tolerance = 1e-6, fix.shape = FALSE)

Value

A list of control arguments to be used in a call to studentFit.

A call to MVT.control can be used directly in the control argument of the call to studentFit.

Arguments

maxiter

maximum number of iterations. The default is 2000.

tolerance

the relative tolerance in the iterative algorithm.

fix.shape

whether the shape parameter should be kept fixed in the fitting processes. The default is fix.shape = FALSE.

Examples

ctrl <- MVT.control(maxiter = 500, tol = 1e-04, fix.shape = TRUE)
data(PSG)
studentFit(~ manual + automated, data = PSG, family = Student(eta = 0.25), 
  control = ctrl)