R: Set control parameters for nlrq

nlrq.control {quantreg}

R Documentation

Set control parameters for nlrq

Set algorithmic parameters for nlrq (nonlinear quantile regression function)

nlrq.control(maxiter=100, k=2, InitialStepSize = 1, big=1e+20, eps=1e-07, beta=0.97)

`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
`InitialStepSize`	Starting value in `optim` to determine the step length of iterations. The default value of 1 is sometimes too optimistic. In such cases, the value 0 forces optim to just barely stick its toe in the water.
`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.