sfn.control {quantreg} | R Documentation |
Set Control Parameters for Sparse Fitting
Description
Auxiliary function for setting storage dimensions and other parameters rq.fit.sfn[c]
Usage
sfn.control(nsubmax = NULL, tmpmax = NULL, nnzlmax = NULL, cachsz = 64,
small = 1e-06, maxiter = 100, warn.mesg = TRUE)
Arguments
nsubmax |
upper bound for dimension of lindx |
tmpmax |
upper bound for dimension of tmpvec |
nnzlmax |
upper bound for non-zero entries of L stored in lnz, including diagonal |
cachsz |
size of cache in kbytes on target machine |
small |
convergence tolerance for interior point algorithm |
maxiter |
maximal number of interior point iterations. |
warn.mesg |
logical flag controlling printing of warnings. |
Details
Sparse fitting requires a number of temporary storage arrays whose size depends on problem specific features in somewhat mysterious ways, parameters controlling these sizes and some other fitting aspects can be controlled by specifying elements of this control object.
Value
List with components named as the arguments given above.
Author(s)
Roger Koenker
See Also
See Also rq.fit.sfn