rrvglm.optim.control {VGAM} | R Documentation |
Algorithmic constants and parameters for running optim
within
rrvglm
are set using this function.
rrvglm.optim.control(Fnscale = 1, Maxit = 100, Switch.optimizer = 3, Abstol = -Inf, Reltol = sqrt(.Machine$double.eps), ...)
Fnscale |
Passed into |
Maxit |
Passed into |
Switch.optimizer |
Iteration number when the "Nelder-Mead" method
of |
Abstol |
Passed into |
Reltol |
Passed into |
... |
Ignored. |
See optim
for more details.
A list with components equal to the arguments.
The transition between optimization methods may be
unstable, so users may have to vary the value of
Switch.optimizer
.
Practical experience with Switch.optimizer
shows
that setting it to too large a value may lead to a local
solution, whereas setting it to a low value will obtain
the global solution. It appears that, if BFGS kicks in too
late when the Nelder-Mead algorithm is starting to converge
to a local solution, then switching to BFGS will not be
sufficient to bypass convergence to that local solution.
Thomas W. Yee