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depmixS4 (version 1.0-2)

em.control: Control parameters for the EM algorithm

Description

Set control parameters for the EM algorithm.

Usage

em.control(maxit = 100, tol = 1e-08, crit = "relative", random.start = TRUE)

Arguments

maxit
The maximum number of iterations.
tol
The tolerance level for convergence. See Details.
crit
Sets the convergence criterion to "relative" or "absolute" change of the log-likelihood. See Details.
random.start
This is used for a (limited) random initialization of the parameters. See Details.

Value

  • em.control returns a list of the control parameters.

Details

The argument crit sets the convergence criterion to either the relative change in the log-likelihood or the absolute change in the log-likelihood. The relative likelihood criterion (the default) assumes convergence on iteration $i$ when $\frac{\log L(i) - \log L(i-1)}{\log L(i-1)} < tol$. The absolute likelihood criterion assumes convergence on iteration $i$ when $\log L(i) - \log L(i-1) < tol$. Use crit="absolute" to invoke the latter convergence criterion. Note that in that case, optimal values of the tolerance parameter tol scale with the value of the log-likelihood.

Argument random.start This is used for a (limited) random initialization of the parameters. In particular, if random.start=TRUE, the (posterior) state probabilities are randomized at iteration 0 (using a uniform distribution). Random initialization is useful when no initial parameters can be given to distinguish between the states. It is also useful for repeated estimation from different starting values.