fit.control {BTSR} | R Documentation |
Default control list
Description
Sets default values for constants used by the optimization functions in FORTRAN.
Usage
fit.control(control = list())
Arguments
control |
a list with configurations to be passed to the optimization subroutines. Missing arguments will receive default values. See ‘Details’. |
Details
The control
argument is a list that can supply any of the following
components
method
The optimization method. Current available options are
"L-BFGS-B"
and"Nelder-Mead"
. Default is"L-BFGS-B"
.maxit
The maximum number of iterations. Defaults is
1000
.iprint
The frequency of reports if
control$trace
is positive. Defaults is -1 (no report).For
"L-BFGS-B"
method:-
iprint < 0
no output is generated; -
iprint = 0
print only one line at the last iteration; -
0 < iprint < 99
print also f and |proj g| every iprint iterations; -
iprint = 99
print details of every iteration except n-vectors; -
iprint = 100
print also the changes of active set and final x; -
iprint > 100
print details of every iteration including x and g;
-
For
"Nelder-Mead"
method:-
iprint < 0
No printing -
iprint = 0
Printing of parameter values and the function value after initial evidence of convergence. -
iprint > 0
As foriprint = 0
plus progress reports after everyiprint
evaluations, plus printing for the initial simplex.
-
factr
controls the convergence of the
"L-BFGS-B"
method. Convergence occurs when the reduction in the objective is within this factor of the machine tolerance. The iteration will stop when\dfrac{(f^k - f^{k+1})}{\max\{|f^k|,|f^{k+1}|,1\}} \le factr \times epsmch
where
epsmch
is the machine precision, which is automatically generated by the code. Typical values forfactr
: 1.e+12 for low accuracy; 1.e+7 for moderate accuracy; 1.e+1 for extremely high accuracy. Default is1e7
, that is a tolerance of about1e-8
.pgtol
helps control the convergence of the
"L-BFGS-B"
method. It is a tolerance on the projected gradient in the current search direction. the iteration will stop when\max\{|\text{proj }g_i |, i = 1, ..., n\} \le pgtol
where
\text{proj }g_i
is the ith component of the projected gradient. Default is1e-12
.stopcr
The criterion applied to the standard deviation of the values of objective function at the points of the simplex, for
"Nelder-Mead"
method.
Value
Returns a list with all arguments in ‘Details’.
Examples
BTSR::fit.control()