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authorSuraj Yerramilli2015-12-29 19:06:37 +0530
committerSuraj Yerramilli2015-12-29 19:06:37 +0530
commitd856b59f3cd30abcc7c173119f306d3c6432f3de (patch)
treebb0b5a8cdbf96619fe293adf13825b39a67853aa /R
parent91409cf96d904ae47d347496014266af1875cc3f (diff)
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documentation for optimOptions
Diffstat (limited to 'R')
-rw-r--r--R/estUtil.R13
1 files changed, 13 insertions, 0 deletions
diff --git a/R/estUtil.R b/R/estUtil.R
index 1451326..bde025c 100644
--- a/R/estUtil.R
+++ b/R/estUtil.R
@@ -100,6 +100,19 @@ levbmqdt <- function(...,obj,theta0,N,opt){
termination=list(WhyStop=WhyStop,iter=i,FcnCount = countObj))
}
+#' Create optimization options
+#'
+#' Specify optimization options that are to be passed to the
+#' numerical estimation routines
+#'
+#' @param tol Minimum ratio of the improvement to the current loss
+#' function. Iterations stop if this ratio goes below the tolerance
+#' limit (Default: \code{1e-5})
+#' @param maxIter Maximum number of iterations to be performed
+#' @param LMinit Starting value of search-direction length
+#' in the Levenberg-Marquardt method.
+#' @param LMstep Size of the Levenberg-Marquardt step
+#'
#' @export
optimOptions <- function(tol=1e-5,maxIter=20,LMinit=2,LMstep=2){
return(list(tol=tol,maxIter= maxIter, adv= list(LMinit=LMinit,