crch.control
Auxiliary Function for Controlling crch Fitting
Auxiliary function for crch
fitting. Specifies a list of values passed
to optim
.
- Keywords
- regression
Usage
crch.control(method = "BFGS", maxit = NULL, hessian = NULL,
trace = FALSE, start = NULL, dot = "separate",
lower = -Inf, upper = Inf, …)
Arguments
- 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 fordist="gaussian"
,dist="logistic"
, anddist="student"
with predefineddf
. Fordist="student"
without prespecifieddf
, 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
.
Value
A list with components named as the arguments.