diff options
Diffstat (limited to 'R')
| -rw-r--r-- | R/estUtil.R | 13 |
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, |