Control Parameters for the Fitting Process

mclogit.control returns a list of default parameters that control the fitting process of mclogit.

Usage

mclogit.control(epsilon = 1e-08,
                maxit = 25, trace=TRUE)
mmclogit.control(epsilon = 1e-08,
                 maxit = 25, trace=TRUE,
                 trace.inner=FALSE,
                 avoid.increase = FALSE,
                 break.on.increase = FALSE,
                 break.on.infinite = FALSE,
                 break.on.negative = FALSE,
                 inner.optimizer = "nlminb",
                 maxit.inner = switch(inner.optimizer,
                                      SANN          = 10000,
                                      `Nelder-Mead` = 500,
                                      100),
                 CG.type = 1,
                 NM.alpha = 1,
                 NM.beta = 0.5,
                 NM.gamma = 2.0,
                 SANN.temp = 10,
                 SANN.tmax = 10,
                 grtol = 1e-6,
                 xtol = 1e-8,
                 maxeval = 100,
                 gradstep = c(1e-6, 1e-8),
                 use.gradient = c("analytic","numeric"))

Arguments

epsilon

positive convergence tolerance \(\epsilon\); the iterations converge when \(|dev - dev_{old}|/(|dev| + 0.1) < \epsilon\).

maxit

integer giving the maximal number of IWLS or PQL iterations.

trace

logical indicating if output should be produced for each iteration.

trace.inner

logical; indicating if output should be produced for each inner iteration of the PQL method.

avoid.increase

logical; should an increase of the deviance be avoided by step truncation?

break.on.increase

logical; should an increase of the deviance be avoided by stopping the algorithm?

break.on.infinite

logical; should an infinite deviance stop the algorithm instead of leading to step truncation?

break.on.negative

logical; should a negative deviance stop the algorithm?

inner.optimizer

a character string, one of "nlminb", "nlm", "ucminf", "Nelder-Mead", "BFGS", "CG", "L-BFGS-B", "SANN". See nlminb, nlm, ucminf, or optim.

maxit.inner

integer; the maximum number of inner iterations

CG.type

integer; the type argument passed to optim if "CG" is selected as inner optimizer.

NM.alpha

integer; the alpha argument passed to optim if "Nelder-Mead" is selected as inner optimizer.

NM.beta

integer; the beta argument passed to optim if "Nelder-Mead" is selected as inner optimizer.

NM.gamma

integer; the gamma argument passed to optim if "Nelder-Mead" is selected as inner optimizer.

SANN.temp

integer; the temp argument passed to optim if "SANN" is selected as inner optimizer.

SANN.tmax

integer; the tmax argument passed to optim if "SANN" is selected as inner optimizer.

grtol

numeric; the grtol control parameter for ucminf if "ucminf" is selected as inner optimizer.

xtol

numeric; the xtol control parameter for ucminf if "ucminf" is selected as inner optimizer.

maxeval

integer; the maxeval control parameter for ucminf if "ucminf" is selected as inner optimizer.

gradstep

a numeric vector of length; the gradstep control parameter for ucminf if "ucminf" is selected as inner optimizer.

use.gradient

a character string; whether the gradient should be computed analytically or whether a finite-difference approximation should be used.

Value

A list.