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ernm (version 1.0.4)

ernmFit: Fit an ernm

Description

This is a lower level MCMC-MLE fitting function for ERNM. Users should generally use the ernm() function instead.

Usage

ernmFit(
  sampler,
  theta0,
  mcmcBurnIn = 10000,
  mcmcInterval = 100,
  mcmcSampleSize = 10000,
  minIter = 3,
  maxIter = 40,
  objectiveTolerance = 0.5,
  gradTolerance = 0.25,
  meanStats,
  verbose = 1,
  method = c("bounded", "newton")
)

Value

an ernm object

Arguments

sampler

the ErnmModel

theta0

initial starting values

mcmcBurnIn

MCMC burn in

mcmcInterval

MCMC interval

mcmcSampleSize

MCMC sample size

minIter

minimum number of MCMC-MLE iterations

maxIter

maximum number of MCMC-MLE iterations

objectiveTolerance

convergence criteria on change in log likelihood ratio

gradTolerance

convergence criteria on scaled gradient

meanStats

optional target statistics for the mean value parameters

verbose

level of verbosity 0, 1, or 2

method

the optimization method to use. "bounded" uses trust regions around the MCMC sample and is generally preferable. See Fellows (2012) for details.

References

Fellows, Ian Edward. Exponential family random network models. University of California, Los Angeles, 2012.