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lqmm (version 1.01)

lqmmControl: Control parameters for lqmm estimation

Description

A list of parameters for controlling the fitting process.

Usage

lqmmControl(method = "df", LP_tol_ll = 1e-6, LP_tol_theta = 1e-6,
	check_theta = FALSE, LP_step = NULL, beta = 0.5, gamma = 1,
	reset_step = FALSE, LP_max_iter = 500, UP_tol = 1e-5,
	UP_max_iter = 10, startQR = FALSE, verbose = FALSE)

Arguments

method
character vector that specifies the estimation method: "gs" for gradient search and "df" for Nelder-Mead (default).
LP_tol_ll
tolerance expressed as absolute change of the log-likelihood.
LP_tol_theta
tolerance expressed as absolute change of theta
check_theta
logical flag. If TRUE the algorithm performs an additional check on the change in the estimates.
LP_step
step size (default standard deviation of response).
beta
decreasing step factor for line search (0,1).
gamma
nondecreasing step factor for line search (>= 1).
reset_step
logical flag. If TRUE the step size is reset to the initial value at each iteration.
LP_max_iter
maximum number of iterations
UP_tol
tolerance expressed as absolute change of the scale parameter.
UP_max_iter
maximum number of iterations.
startQR
logical flag. If FALSE (default) the least squares estimate of the fixed effects is used as starting value of theta_x and scale. If TRUE the lqm estimate is u
verbose
logical flag.

Value

  • a list of control parameters.

Details

LP (lower loop) refers to the estimation of regression coefficients and variance-covariance parameters. UP (upper loop) refers to the estimation of the scale parameter.

See Also

lqmm