R: Control function for rrvglm() calling optim()

rrvglm.optim.control {VGAM}

R Documentation

Control function for rrvglm() calling optim()

Description

Algorithmic constants and parameters for running optim within rrvglm are set using this function.

Usage

rrvglm.optim.control(Fnscale = 1, Maxit = 100,
                     Switch.optimizer = 3, Abstol = -Inf,
                     Reltol = sqrt(.Machine$double.eps), ...)

Arguments

`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.

Details

See optim for more details.

Value

A list with components equal to the arguments.

Note

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.

Author(s)

Thomas W. Yee