glsControl: Control Values for gls Fit

Description

The values supplied in the function call replace the defaults and a list with all possible arguments is returned. The returned list is used as the control argument to the gls function.

Usage

glsControl(maxIter, msMaxIter, tolerance, msTol, msVerbose,
           singular.ok, returnObject = FALSE, apVar, .relStep,
           opt = c("nlminb", "optim"), optimMethod,
           minAbsParApVar, natural, sigma = NULL)

Value

a list with components for each of the possible arguments.

Arguments

maxIter: maximum number of iterations for the gls optimization algorithm. Default is 50.
msMaxIter: maximum number of iterations for the optimization step inside the gls optimization. Default is 50.
tolerance: tolerance for the convergence criterion in the gls algorithm. Default is 1e-6.
msTol: tolerance for the convergence criterion of the first outer iteration when optim is used. Default is 1e-7.
msVerbose: a logical value passed as the trace control value to the chosen optimizer (see documentation on that function). Default is FALSE.
singular.ok: a logical value indicating whether non-estimable coefficients (resulting from linear dependencies among the columns of the regression matrix) should be allowed. Default is FALSE.
returnObject: a logical value indicating whether the fitted object should be returned when the maximum number of iterations is reached without convergence of the algorithm. Default is FALSE.
apVar: a logical value indicating whether the approximate covariance matrix of the variance-covariance parameters should be calculated. Default is TRUE.
.relStep: relative step for numerical derivatives calculations. Default is .Machine$double.eps^(1/3).
opt: the optimizer to be used, either "nlminb" (the current default) or "optim" (the previous default).
optimMethod: character - the optimization method to be used with the optim optimizer. The default is "BFGS". An alternative is "L-BFGS-B".
minAbsParApVar: numeric value - minimum absolute parameter value in the approximate variance calculation. The default is 0.05.
natural: logical. Should the natural parameterization be used for the approximate variance calculations? Default is TRUE.
sigma: optionally a positive number to fix the residual error at. If NULL, as by default, or 0, sigma is estimated.

Author

José Pinheiro and Douglas Bates bates@stat.wisc.edu; the sigma option: Siem Heisterkamp and Bert van Willigen.

Examples

Run this code

# decrease the maximum number of iterations and request tracing
glsControl(msMaxIter = 20, msVerbose = TRUE)