splmmControl {splmm}

Options for the 'splmm' Algorithm

Description

Definition of various kinds of options in the algorithm.

Usage

splmmControl(tol=10^(-4),trace=1,maxIter=100,maxArmijo=20,number=5,a_init=1,
           delta=0.1,rho=0.001,gamma=0,lower=10^(-6),upper=10^8,seed=532,VarInt=c(0,10),
           CovInt=c(-5,5),thres=10^(-4))

Arguments

tol

convergence tolerance

trace

integer. 1 prints no output, 2 prints warnings, 3 prints the current function values and warnings (not recommended)

maxIter

maximum number of (outer) iterations

maxArmijo

maximum number of steps to be chosen in the Armijo Rule. If the maximum is reached, the algorithm continues with optimizing the next coordinate.

number

integer. Determines the active set algorithm. The zero fixed-effects coefficients are only updated each number iteration. It may be that a smaller number increases the speed of the algorithm. Use 0 \le number \le 5.

a_init

\alpha_{init} in the Armijo step. See Schelldorfer et. al. (2010).

delta

\delta in the Armijo step. See Schelldorfer et. al. (2010)

rho

\rho in the Armijo step. See Schelldorfer et. al. (2010)

gamma

\gamma in the Armijo step. See Schelldorfer et. al. (2010)

lower

lower bound for the Hessian

upper

upper bound for the Hessian

seed

set.seed for calculating the starting value, which performs a 10-fold cross-validation.

VarInt

Only for opt="optimize". The interval for the variance parameters used in "optimize". See help("optimize")

CovInt

Only for opt="optimize". The interval for the covariance parameters used in "optimize". See help("optimize")

thres

If a variance or covariance parameter has smaller absolute value than thres, the parameter is set to exactly zero.

Details

For the Armijo step parameters, see Bertsekas (2003)

Value

Exactly the same as arguments.