Specifies computational details of (constrained) empirical likelihood.
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
)
A single integer for the maximum number of iterations for
constrained minimization of empirical likelihood. Defaults to 200
.
A single integer for the maximum number of iterations for
evaluation of empirical likelihood. Defaults to 25
.
A single numeric for the convergence tolerance for the constrained
minimization. Defaults to 1e-06
.
A single numeric for the relative convergence tolerance for the
evaluation. Defaults to 1e-06
.
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.
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.
A single logical. If TRUE
, a message on the convergence
status is printed when fitting objects that inherit from class
EL.
Defaults to FALSE
.
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
.
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()
.
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.
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
.
A single integer for the number of bootstrap replicates. It only
applies to elt()
when calibrate
is set to "boot"
. Defaults to
10000
.
A single integer for the number of Monte Carlo samples. It only
applies to elmt()
. Defaults to 1e+06
.
An object of class of ControlEL.
optcfg <- el_control(maxit = 300, step = 0.01, th = 200, nthreads = 1)