# 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 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`

.

##### Value

A list with components named as the arguments.

##### See Also

*Documentation reproduced from package crch, version 1.0-4, License: GPL-2 | GPL-3*