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Control parameters for computation

Source: R/el_control.R
el_control.Rd

Specifies computational details of (constrained) empirical likelihood.

Usage

el_control(
  maxit = 200L,
  maxit_l = 25L,
  tol = 1e-06,
  tol_l = 1e-06,
  step = NULL,
  th = NULL,
  verbose = FALSE,
  keep_data = TRUE,
  nthreads,
  seed = NULL,
  an = NULL,
  b = 10000L,
  m = 1000000L
)

Arguments

maxit

A single integer for the maximum number of iterations for constrained minimization of empirical likelihood. Defaults to 200.

maxit_l

A single integer for the maximum number of iterations for evaluation of empirical likelihood. Defaults to 25.

tol

A single numeric for the convergence tolerance for the constrained minimization. Defaults to 1e-06.

tol_l

A single numeric for the relative convergence tolerance for the evaluation. Defaults to 1e-06.

step

A single numeric for the step size for projected gradient descent method. Defaults to NULL and sets the step size to the reciprocal of the sample size.

th

A single numeric for the threshold for the negative empirical log-likelihood ratio. The iteration stops if the value exceeds the threshold. Defaults to NULL and sets the threshold to 200 * d, where d corresponds to the degrees of freedom of the limiting chi-squared distribution of the statistic.

verbose

A single logical. If TRUE, a message on the convergence status is printed when fitting objects that inherit from class EL. Defaults to FALSE.

keep_data

A single logical. If TRUE, the data used for fitting objects that inherit from class EL are stored for later use with other methods. Defaults to TRUE.

nthreads

A single integer for the number of threads for parallel computation via OpenMP (if available). Defaults to half the available threads. For better performance, it is generally recommended in most platforms to limit the number of threads to the number of physical cores. Note that it applies to the following functions that involve multiple evaluations or optimizations: confint(), confreg(), el_lm(), el_glm(), eld(), and elt().

seed

A single integer for the seed for random number generation. It only applies to elt() when calibrate is set to "boot". Defaults to NULL. In this case, a seed is set to a random integer generated from 1 to the maximum integer supported by R on the machine, which is determined by set.seed(). Only one seed is needed even when multiple threads are used with nthreads. Each thread is given a separate seed to produce a non-overlapping but reproducible sequence of random numbers. The Xoshiro256+ pseudo-random number generator is used internally to work with OpenMP.

an

A single numeric representing the scaling factor for adjusted empirical likelihood calibration. It only applies to elt() when calibrate is set to "ael". Defaults to NULL.

b

A single integer for the number of bootstrap replicates. It only applies to elt() when calibrate is set to "boot". Defaults to 10000.

m

A single integer for the number of Monte Carlo samples. It only applies to elmt(). Defaults to 1e+06.

Value

An object of class of ControlEL.

See also

el_eval(), elt()

Examples

optcfg <- el_control(maxit = 300, step = 0.01, th = 200, nthreads = 1)