Definition of various kinds of options in the algorithm.
splmmControl(tol=10^(-4),trace=1,maxIter=1000,maxArmijo=20,number=5,a_init=1,
delta=0.1,rho=0.001,gamma=0,lower=10^(-6),upper=10^8,seed=532,VarInt=c(0,10),
CovInt=c(-5,5),thres=10^(-4))
convergence tolerance
integer. 1 prints no output, 2 prints warnings, 3 prints the current function values and warnings (not recommended)
maximum number of (outer) iterations
maximum number of steps to be chosen in the Armijo Rule. If the maximum is reached, the algorithm continues with optimizing the next coordinate.
integer. Determines the active set algorithm. The zero fixed-effects coefficients are only updated each number iteration. It may be that a smaller number increases the speed of the algorithm. Use \(0 \le number \le 5\).
\(\alpha_{init}\) in the Armijo step. See Schelldorfer et. al. (2010).
\(\delta\) in the Armijo step. See Schelldorfer et. al. (2010)
\(\rho\) in the Armijo step. See Schelldorfer et. al. (2010)
\(\gamma\) in the Armijo step. See Schelldorfer et. al. (2010)
lower bound for the Hessian
upper bound for the Hessian
set.seed for calculating the starting value, which performs a 10-fold cross-validation.
Only for opt="optimize". The interval for the variance parameters used in "optimize". See help("optimize")
Only for opt="optimize". The interval for the covariance parameters used in "optimize". See help("optimize")
If a variance or covariance parameter has smaller absolute value than thres, the parameter is set to exactly zero.
For the Armijo step parameters, see Bertsekas (2003)