nlrq.control {nlrq} | R Documentation |
Set control parameters for nlrq
Description
Set algorithmic parameters for nlrq (nonlinear quantile regression function)
Usage
nlrq.control(maxiter=100, k=2, big=1e+20, eps=1e-07, beta=0.97)
Arguments
maxiter |
maximum number of allowed iterations |
k |
the number of iterations of the Meketon algorithm to be calculated
in each step, usually 2 is reasonable, occasionally it may be helpful
to set k=1 |
big |
a large scalar |
eps |
tolerance for convergence of the algorithm |
beta |
a shrinkage parameter which controls the recentering process
in the interior point algorithm. |
See Also
nlrq