Auxiliary function for controlling Qest fitting. Estimation proceeds in three steps: (i) evaluation of starting points; (iia) stochastic gradient-based optimization (iib) standard gradient-based optimization; and (iii) Newton-Raphson. Step (i) is initialized at the provided starting values (the start argument of Qest), and utilizes a preliminary flexible model, estimated with pchreg, to generate a cheap guess of the model parameters. If you have good starting points, you can skip step (i) by setting restart = FALSE. Steps (iia) and (iib) find an approximate solution, and make sure that the Jacobian matrix is well-defined. Finally, step (iii) finds a more precise solution.
Qest.control(tol = 1e-8, maxit, safeit, alpha0, display = FALSE, restart = FALSE)A list with named elements as in the argument list
tolerance for convergence of Newton-Raphson algorithm, default is 1e-8.
maximum number of iterations of Newton-Raphson algorithm. If not provided, a default is computed as 50 + 25*npar, where npar is the number of parameters.
maximum number of iterations of gradient-search algorithm. If not provided, a default is computed as 10 + 5*npar, where npar is the number of parameters.
step size for the preliminary gradient-based iterations. If estimation fails, you can try choosing a small value of alpha0. If alpha0 is missing, an adaptive choiche will be made internally.
Logical. If TRUE, tracing information on the progress of the optimization is printed on screen. Default is FALSE.
Logical. If FALSE (the default), step (i) is not performed, and the provided starting points are directly passed to step (ii). This may save you some time, but is not recommended unless you are confident about your choice of initial values. When restart = TRUE, the provided starting points are used to initialize step (i).
Gianluca Sottile <gianluca.sottile@unipa.it> Paolo Frumento <paolo.frumento@unipi.it>
If called with no arguments, Qest.control() returns a list with the current settings of these parameters. Any arguments included in the call sets those parameters to the new values, and then silently returns.
Qest and Qlm