crch.control

From crch v1.0-4 by Jakob Messner

Auxiliary function for crch fitting. Specifies a list of values passed to optim.

crch.control(method = "BFGS", maxit = NULL, hessian = NULL,
  trace = FALSE, start = NULL, dot = "separate",
  lower = -Inf, upper = Inf, …)

method: optimization method passed to optim
maxit: the maximum number of iterations. Default is 5000 except for method="boosting" where the default is 100.
hessian: logical or NULL. If TRUE the numerical Hessian matrix from the optim output is used for estimation of the covariance matrix. If FALSE no covariance matrix is computed. If NULL (the default) the Hessian matrix is computed analytically for dist="gaussian", dist="logistic", and dist="student" with predefined df. For dist="student" without prespecified df, no analytical solution is available and a numerical Hessian matrix is forced.
trace: non-negative integer. If positive, tracing information on the progress of the optimization is produced.
start: initial values for the parameters to be optimized over.
dot: character specifying how to process formula parts with a dot (.) on the right-hand side. This can either be "separate" so that each formula part is expanded separately or "sequential" so that the parts are expanded sequentially conditional on all prior parts. Default is "separate"
lower, upper: bounds on the variables for the "L-BFGS-B" method, or bounds in which to search for method "Brent".
…: additional parameters passed to optim.

A list with components named as the arguments.

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