| 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 optim as fnscale. |
Maxit |
Passed into optim as maxit. |
Switch.optimizer |
Iteration number when the "Nelder-Mead" method
of optim is switched to the quasi-Newton "BFGS" method.
Assigning Switch.optimizer a negative number
means always BFGS, while assigning Switch.optimizer a value
greater than maxits means always use Nelder-Mead.
|
Abstol |
Passed into optim as abstol. |
Reltol |
Passed into optim as reltol. |
... |
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