Auxiliary Function for Controlling crch Fitting
Auxiliary function for
crch fitting. Specifies a list of values passed
crch.control(method = "BFGS", maxit = NULL, hessian = NULL, trace = FALSE, start = NULL, dot = "separate", lower = -Inf, upper = Inf, …)
optimization method passed to
the maximum number of iterations. Default is 5000 except for
method="boosting"where the default is 100.
logical or NULL. If TRUE the numerical Hessian matrix from the
optimoutput 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
df, no analytical solution is available and a numerical Hessian matrix is forced.
non-negative integer. If positive, tracing information on the progress of the optimization is produced.
initial values for the parameters to be optimized over.
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
- lower, upper
bounds on the variables for the
"L-BFGS-B"method, or bounds in which to search for method
additional parameters passed to
A list with components named as the arguments.