geeVerse (version 0.3.0)

qpgeeControl: Control Parameters for qpgee

Description

Provides control parameters for the Quantile Penalized Generalized Estimating Equations (QPGEE) fitting procedure. Similar in spirit to `geese.control()` in the geepack package.

Usage

qpgeeControl(
  epsilon = 1e-04,
  decay = 1,
  maxit = 100,
  trace = FALSE,
  standardize = FALSE,
  shrinkCutoff = 1e-04
)

Value

A list with the components epsilon, maxit,

trace, and shrinkCutoff.

Arguments

epsilon

Convergence tolerance for the parameter estimates. Iteration stops when the maximum change in coefficients is below this value.

decay

Decay rate of learning step.

maxit

Maximum number of iterations.

trace

Logical indicating if output should be produced for each iteration. (You can decide how much information to show inside the C++/R loop.)

standardize

Logical indicating whether to scale X.

shrinkCutoff

Threshold below which coefficients are shrunk to zero (removal of “small” coefficients).

Examples

ctrl <- qpgeeControl(epsilon = 1e-5, maxit = 200, trace = TRUE)