fit.control {BTSR} | R Documentation |
Default control list
Description
Sets default values for constants used by the optimization functions in FORTRAN
Usage
fit.control(control = list())
Arguments
control |
a list with configurations to be passed to the optimization subroutines. Missing arguments will receive default values. See ‘Details’. |
Details
The control
argument is a list that can supply any of the
following components:
method
The optimization method. Current available options are
"L-BFGS-B"
and"Nelder-Mead"
. Default is"L-BFGS-B"
.maxit
The maximum number of iterations. Defaults to
1000
.iprint
The frequency of reports if
control$trace
is positive. Defaults is -1 (no report).For
"L-BFGS-B"
method:iprint<0 no output is generated;
iprint=0 print only one line at the last iteration;
0<iprint<99 print also f and |proj g| every iprint iterations;
iprint=99 print details of every iteration except n-vectors;
iprint=100 print also the changes of active set and final x;
iprint>100 print details of every iteration including x and g;
For
"Nelder-Mead"
method:iprint<0 No printing
iprint=0 Printing of parameter values and the function Value after initial evidence of convergence.
iprint>0 As for iprint = 0 plus progress reports after every Iprint evaluations, plus printing for the initial simplex.
factr
controls the convergence of the
"L-BFGS-B"
method. Convergence occurs when the reduction in the objective is within this factor of the machine tolerance. The iteration will stop when(f^k - f^{k+1})/max\{|f^k|,|f^{k+1}|,1\} \le factr*epsmch
where epsmch is the machine precision, which is automatically generated by the code. Typical values for
factr
: 1.e+12 for low accuracy; 1.e+7 for moderate accuracy; 1.e+1 for extremely high accuracy. Default is1e7
, that is a tolerance of about1e-8
.pgtol
helps control the convergence of the
"L-BFGS-B"
method. It is a tolerance on the projected gradient in the current search direction. the iteration will stop whenmax\{|proj g_i |, i = 1, ..., n\} \le pgtol
where
pg_i
is the ith component of the projected gradient. Default is1e-12
.stopcr
The criterion applied to the standard deviation of the values of objective function at the points of the simplex, for "Nelder-Mead" method.
Value
a list with all arguments in ‘Details’.
Examples
BTSR::fit.control()