Define optimisers and their control parameters
mltoptim(auglag = list(maxtry = 5, kkt2.check = FALSE),
spg = list(maxit = 10000, quiet = TRUE, checkGrad = FALSE),
trace = FALSE)
A list with control parameters for the auglag
optimiser.
maxtry
is the number of times the algorithm is started on random starting
values in case it failed with the precomputed ones.
A logical switching trace reports by the optimisers off.
A list of functions with arguments theta
(starting values), f
(log-likelihood),
g
(scores), ui
and ci
(linear inequality constraints).
Adding further such functions is a way to add more optimisers to mlt
.
The first one in this list converging defines the resulting model.
This function sets-up functions to be called in mlt
internally.