rrvglm.optim.control {VGAM} | R Documentation |
Algorithmic constants and parameters for running optim
within
rrvglm
are set using this function.
rrvglm.optim.control(Fnscale = 1, Maxit = 100, Switch.optimizer = 3, Abstol = -Inf, Reltol = sqrt(.Machine$double.eps), ...)
Fnscale |
Passed into optim as fnscale . |
Maxit |
Passed into optim as maxit . |
Switch.optimizer |
Iteration number when the "Nelder-Mead" method
of optim is switched to the quasi-Newton "BFGS" method.
Assigning Switch.optimizer a negative number
means always BFGS, while assigning Switch.optimizer a value
greater than maxits means always use Nelder-Mead.
|
Abstol |
Passed into optim as abstol . |
Reltol |
Passed into optim as reltol . |
... |
Ignored. |
See optim
for more details.
A list with components equal to the arguments.
The transition between optimization methods may be unstable, so users
may have to vary the value of Switch.optimizer
.
Practical experience with Switch.optimizer
shows that setting
it to too large a value may lead to a local solution, whereas setting
it to a low value will obtain the global solution. It appears that,
if BFGS kicks in too late when the Nelder-Mead algorithm is starting to
converge to a local solution, then switching to BFGS will not be sufficient
to bypass convergence to that local solution.
Thomas W. Yee