ControlEL-class {melt}

ControlEL class

Description

S4 class for computational details of empirical likelihood.

Slots

maxit

A single integer for the maximum number of iterations for the optimization with respect to \theta.

maxit_l

A single integer for the maximum number of iterations for the optimization with respect to \lambda.

tol

A single numeric for the convergence tolerance denoted by \epsilon. The iteration stops when

\|P \nabla l(\theta^{(k)})\| < \epsilon.

tol_l

A single numeric for the relative convergence tolerance denoted by \delta. The iteration stops when

\|\lambda^{(k)} - \lambda^{(k - 1)}\| < \delta\|\lambda^{(k - 1)}\| + \delta^2.

step

A single numeric for the step size \gamma for the projected gradient descent method.

th

A single numeric for the threshold for the negative empirical log-likelihood ratio.

verbose

A single logical for whether to print a message on the convergence status.

keep_data

A single logical for whether to keep the data used for fitting model objects.

nthreads

A single integer for the number of threads for parallel computation via OpenMP (if available).

seed

A single integer for the seed for random number generation.

an

A single numeric representing the scaling factor for adjusted empirical likelihood calibration.

b

A single integer for the number of bootstrap replicates.

m

A single integer for the number of Monte Carlo samples.

Examples

showClass("ControlEL")