MultiKink (version 0.2.0)

fit.control: Auxiliary parameters to control the model fitting

Description

This function defines auxiliary parameters that control the model fitting process.

Usage

fit.control(
  toll = 1e-04,
  h = 1,
  it.max = 50,
  K.max = 6,
  stop.if.error = TRUE,
  dev0 = NULL,
  visual = FALSE,
  visualBoot = FALSE,
  pow = c(1, 1),
  digits = NULL,
  grid = NULL,
  n.boot = 20
)

Value

A list with the arguments as components to be used by mkqr.fit and mkqr.bea.

Arguments

toll

Positive convergence tolerance.

h

Positive factor (from zero to one) modifying the increments in kink parameter updates during the iterative process.

it.max

Positive integer for the maximal number of iterations.

K.max

Positive integer for the maximal given number of kink points.

stop.if.error

Logical indicating if the estimation algorithm should be stopped if some kink point estimators belong to the non-admissible set. Default is FALSE which suggests removing the non-admissible change points automatically.

dev0

Initial objective value or deviance. Default is NULL which implies that the initial value is unknown.

visual

Logical indicating if the results of the estimation process should be printed at each iteration.

visualBoot

Logical indicating if the results of estimation should be printed at each iteration in the bootstrap restarting process.

pow

The powers of the pseudo covariates employed by the algorithm.

digits

If specified, it means the desired number of decimal points of the kink estimators to be used during the iterative algorithm.

grid

It measures how close between the two adjacent change points should be merged, default is NULL.

n.boot

Positive integer indicating the times of bootstrap re-sampling in the bootstrap restarting algorithm, default is 20.

Examples

# Example usage
fit.control(K.max=8)