COMPoissonReg (version 0.8.1)

get.control: Construct a control object to pass additional arguments to a number of functions in the package.

Description

Construct a control object to pass additional arguments to a number of functions in the package.

Usage

get.control(
  ymax = 1e+06,
  optim.method = "L-BFGS-B",
  optim.control = list(maxit = 150),
  hybrid.tol = 0.01,
  truncate.tol = 1e-06
)

Value

List of controls.

Arguments

ymax

Truncate counts to maximum value of y.

optim.method

Optimization method for maximum likelihood. See the method argument in optim.

optim.control

control argument for optim.

hybrid.tol

Tolerance to decide when to use truncation method versus approximation method to compute quantities based on the normalizing constant. See details.

truncate.tol

Tolerance for truncation method. See details.

Details

A hybrid method is used throughout the package to compute the CMP normalizing constant and related quantities. When \(\lambda^{-1/\nu}\) is smaller than hybrid.tol, an asymptotic approximation is used; otherwise, infinite series are truncated to finite summations. More information is given in the COMPoissonReg vignette.

The element ymax protects against very long computations. Users should beware when increasing this significantly beyond the default, as it may result in a session which needs to be terminated.