hxlr.control

optimization method used in <code><a rd-options="" href="/link/optim?package=crch&version=1.0-4" data-mini-rdoc="crch::optim">optim</a></code>

method

maxit

logical. Should a numerically differentiated Hessian matrix be
 returned?

hessian

non-negative integer. If positive, tracing information on the
 progress of the optimization is produced.

trace

initial values for the parameters to be optimized over.

start

Additional parameters passed to <code><a rd-options="" href="/link/optim?package=crch&version=1.0-4" data-mini-rdoc="crch::optim">optim</a></code>.

&#8230;

Auxiliary function for <code>hxlr</code> fitting. Specifies a list of values passed
 to <code><a href="/link/optim?package=crch&version=1.0-4" data-mini-rdoc="crch::optim">optim</a></code>.

regression

Different approaches to censored or truncated regression with
conditional heteroscedasticity are provided. First, continuous
distributions can be used for the (right and/or left censored or truncated)
response with separate linear predictors for the mean and variance.
Second, cumulative link models for ordinal data
(obtained by interval-censoring continuous data) can be employed for
heteroscedastic extended logistic regression (HXLR). In the latter type of
models, the intercepts depend on the thresholds that define the intervals.

Jakob Messner

crch

Censored Regression with Conditional Heteroscedasticity

Achim Zeileis

Reto Stauffer

hxlr.control function

<dl> <dt>method</dt>
<dd>optimization method used in <code><a href="/link/optim?package=crch&version=1.0-4" data-mini-rdoc="crch::optim">optim</a></code></dd> <dt>maxit</dt>
<dd>the maximum number of iterations.</dd> <dt>hessian</dt>
<dd>logical. Should a numerically differentiated Hessian matrix be
 returned?</dd> <dt>trace</dt>
<dd>non-negative integer. If positive, tracing information on the
 progress of the optimization is produced.</dd> <dt>start</dt>
<dd>initial values for the parameters to be optimized over.</dd> <dt>...</dt>
<dd>Additional parameters passed to <code><a href="/link/optim?package=crch&version=1.0-4" data-mini-rdoc="crch::optim">optim</a></code>.</dd></dl>

Arguments

Auxiliary function for <code>hxlr</code> fitting. Specifies a list of values passed
 to <code><a href='https://rdrr.io/r/stats/optim.html'>optim</a></code>.

Auxiliary Function for Controlling HXLR Fitting — hxlr.control

<dl>

 <dt>method</dt>
<dd>optimization method used in <code><a href='https://rdrr.io/r/stats/optim.html'>optim</a></code></dd>

 <dt>maxit</dt>
<dd>the maximum number of iterations.</dd>

 <dt>hessian</dt>
<dd>logical. Should a numerically differentiated Hessian matrix be
 returned?</dd>

 <dt>trace</dt>
<dd>non-negative integer. If positive, tracing information on the
 progress of the optimization is produced.</dd>

 <dt>start</dt>
<dd>initial values for the parameters to be optimized over.</dd>

 <dt>...</dt>
<dd>Additional parameters passed to <code><a href='https://rdrr.io/r/stats/optim.html'>optim</a></code>.</dd>

</dl>

hxlr.control: Auxiliary Function for Controlling HXLR Fitting

Description

Usage

Value

Arguments

See Also