nltm.control {nltm}R Documentation

Package options for nltm

Description

Sets default values for parametes related to optimization and update of baseline hazard

Usage

nltm.control(fnscale=-1, maxit=1000, reltol, factr=1e7, pgtol=0,
s0.tol=1e-5) 

Arguments

fnscale An overall scaling to be applied to the value of 'fn' and 'gr' during optimization. If negative, turns the problem into a maximization problem. Optimization is performed on 'fn(par)/fnscale'.
maxit The maximum number of iterations. Defaults to 1000.
reltol Relative convergence tolerance. The algorithm stops if it is unable to reduce the value by a factor of 'reltol * (abs(val) + reltol)' at a step. Defaults to sqrt(.Machine$double.eps), typically about 1e-8.
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. Default is 1e7, that is a tolerance of about 1e-8.
pgtol Helps controls the convergence of the '"L-BFGS-B"' method. It is a tolerance on the projected gradient in the current search direction. This defaults to zero, when the check is suppressed.
s0.tol Convergence tolerance of hazard self-consistency equation. Default 1e-5.

Value

A list with the same elements as the input

See Also

optim

Examples



[Package nltm version 1.1 Index]