gamlss (version 5.1-4)

gamlss.control: Auxiliary for Controlling GAMLSS Fitting

Description

Auxiliary function as user interface for gamlss fitting. Typically only used when calling gamlss function with the option control.

Usage

gamlss.control(c.crit = 0.001, n.cyc = 20, mu.step = 1, sigma.step = 1, nu.step = 1, 
               tau.step = 1, gd.tol = Inf, iter = 0, trace = TRUE, autostep = TRUE, 
               save = TRUE, ...)

Arguments

c.crit

the convergence criterion for the algorithm

n.cyc

the number of cycles of the algorithm

mu.step

the step length for the parameter mu

sigma.step

the step length for the parameter sigma

nu.step

the step length for the parameter nu

tau.step

the step length for the parameter tau

gd.tol

global deviance tolerance level (set more recently to Inf to allow the algorithm to conversed even if the global deviance change dramatically during the iterations)

iter

starting value for the number of iterations, typically set to 0 unless the function refit is used

trace

whether to print at each iteration (TRUE) or not (FALSE)

autostep

whether the steps should be halved automatically if the new global deviance is greater that the old one, the default is autostep=TRUE

save

save=TRUE, (the default), saves all the information on exit. save=FALSE saves only limited information as the global deviance and AIC. For example fitted values, design matrices and additive terms are not saved. The latest is useful when gamlss() is called several times within a procedure.

…

for extra arguments

Value

A list with the arguments as components.

Details

The step length for each of the parameters mu, sigma, nu or tau is very useful to aid convergence if the parameter has a fully parametric model. However using a step length is not theoretically justified if the model for the parameter includes one or more smoothing terms, (even thought it may give a very approximate result).

The c.crit can be increased to speed up the convergence especially for a large set of data which takes longer to fit. When `trace' is TRUE, calls to the function cat produce the output for each outer iteration.

References

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.org/v23/i07.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.

(see also http://www.gamlss.org/).

See Also

gamlss

Examples

# NOT RUN {
data(aids)
h<-gamlss(y~poly(x,3)+qrt, family=PO, data=aids) # 
con<-gamlss.control(mu.step=0.1)
h<-gamlss(y~poly(x,3)+qrt, family=PO, data=aids, control=con) # 
rm(h,con)
# }