feglmControl {alpaca} | R Documentation |
feglm
Control ParametersSet and change parameters used for fitting feglm
.
Note: feglm.control
is deprecated and will be removed soon.
feglmControl(dev.tol = 1e-08, center.tol = 1e-05, rho.tol = 1e-04, conv.tol = 1e-06, iter.max = 100L, limit = 10L, trace = FALSE, drop.pc = TRUE, pseudo.tol = NULL, step.tol = NULL) feglm.control(...)
dev.tol |
tolerance level for the first stopping condition of the maximization routine. The
stopping condition is based on the relative change of the deviance in iteration r
and can be expressed as follows: Δ dev / (0.1 + dev) < tol. Default is |
center.tol |
tolerance level for the stopping condition of the centering algorithm.
The stopping condition is based on the relative change of euclidean norm in iteration i and
can be expressed as follows: ||Δ v|| / ||v_old|| < tol. Default is
|
rho.tol |
tolerance level for the stephalving in the maximization routine. Stephalving only takes
place if the deviance in iteration r is larger than the one of the previous iteration. If
this is the case,
||Δ β|| is
halfed until the deviance is less or numerically equal compared to the deviance of the previous
iteration. Stephalving fails if the the following condition holds: ρ < tol,
where ρ is the stepcorrection factor. If stephalving fails the maximization
routine is canceled. Default is |
conv.tol |
tolerance level that accounts for rounding errors inside the stephalving routine when
comparing the deviance with the one of the previous iteration. Default is |
iter.max |
unsigned integer indicating the maximum number of iterations in the maximization
routine. Default is |
limit |
unsigned integer indicating the maximum number of iterations of
|
trace |
logical indicating if output should be produced in each iteration. Default is |
drop.pc |
logical indicating to drop observations that are perfectly classified
(perfectly seperated) and hence do not contribute to the log-likelihood. This option is useful to
reduce the computational costs of the maximization problem, since it reduces the number of
observations and does not affect the estimates. Default is |
pseudo.tol |
deprecated; use |
step.tol |
depreacted; termination conditions is now similar to |
... |
arguments passed to the deprecated function |
The function feglmControl
returns a named list of control
parameters.