rtestim (version 1.0.1)

configure_rt_admm: Rt estimation algorithm configuration

Description

Rt estimation algorithm configuration

Usage

configure_rt_admm(
  rho = -1,
  alpha = 0.5,
  gamma = 0.9,
  tolerance = 1e-04,
  maxiter_newton = 50L,
  maxiter_line = 20L,
  verbose = 0,
  ...
)

Value

a list of model parameters with class rt_admm_configuration

Arguments

rho

Double. An ADMM parameter; coefficient of augmented term in the Lagrangian function.

alpha

Double. A parameter adjusting upper bound in line search algorithm in prox_newton algorithm.

gamma

Double. A parameter adjusting step size in line search algorithm in prox_newton algorithm.

tolerance

Double. Tolerance of ADMM convergence.

maxiter_newton

Integer. Maximum number of iterations for the outer Newton iteration.

maxiter_line

Integer. Maximum number of iterations for the linesearch algorithm in the proximal Newton method.

verbose

Integer.

...

space for future extensions

Examples

configure_rt_admm()
configure_rt_admm(tolerance = 1e-6, verbose = 1L)