fn.solnp {GAS}

A wrapper to the solnp function of the Rsolnp package of Ghalanos and Theussl (2016).

Description

This function is a wrapper to the solnp function of the Rsolnp package of Ghalanos and Theussl (2016).

Usage

 fn.solnp(par0, data, GASSpec, FUN)

Arguments

par0

numeric vector of named model coefficients.

data

numeric vector or matrix of data.

GASSpec

An object of the class uGASSpec or mGASSpec, created via the UniGASSpec and MultiGASSpec functions.

FUN

A function to optimize.

Details

The following control parameters are used: trace = 0, rho = 1, outer.iter = 400, inner.iter = 1800, delta = 1e-08, tol = 1e-08. See the documentation of solnp.

Value

It returns a named list with four elements: i) pars: a numeric vector where the estimated parameters are stored, ii) value: a numeric containing the value of the negative log likelihood evaluated at its minumum, iii) hessian, a numeric matrix containing the Hessian matrix evaluated at the minimum of the negative log likelihood, and iv) convergence a numeric element indicating the convergence results of solnp.

Author(s)

Leopoldo Catania

References

Alexios Ghalanos and Stefan Theussl (2015). "Rsolnp: General Non-linear Optimization Using Augmented Lagrange Multiplier Method". R package version 1.16.

See Also

help(solnp)