nlgamlss
fitting. Typically
only used when calling nlgamlss
function with the option control
.
Since the nlgamlss
uses nlm
for fitting all of the NL.control
argument are passed to
nlm
.
NL.control(fscale = 1, typsize = NULL, stepmax = NULL, iterlim = 100, ndigit = 10, steptol = 1e-05, gradtol = 1e-05, print.level = 0, check.analyticals = TRUE, hessian = TRUE)
nlm
and it is an estimate of the size of each
parameter at the minimum. If its value is NULL (the default value)
the typsize
is set within the nlgamlss
function to typsize=abs(p0)
where p0
is the vector containing the starting values
of all the parameters to be maximized. p0
is defined within nlgamlss
nlm
and it is a positive scalar which
gives the maximum allowable scaled step length.
stepmax
is used to prevent steps which would cause the optimization
function to overflow, to prevent the algorithm from leaving the area of interest in parameter
space, or to detect divergence in the algorithm. stepmax
would be chosen small enough
to prevent the first two of these occurrences, but should be larger than any anticipated
reasonable step. If its value is NULL (the default value) it is defined within nlgamlss
as
stepmax=sqrt(p0 %*% p0)
TRUE
, the hessian of the log likelihood at the maximum is returned ,the default is hessian=TRUE
nlm
and the fist two refernces below for details of the algotithm. Schnabel, R. B., Koontz, J. E. and Weiss, B. E. (1985) A modular system of algorithms for unconstrained minimization. ACM Trans. Math. Software, 11, 419-440.
Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.
Stasinopoulos D. M., Rigby R.A. and Akantziliotou C. (2003) Instructions on how to use the GAMLSS package in R. Accompanying documentation in the current GAMLSS help files, (see also http://www.gamlss.com/).
nlgamlss
, nlm