nlrq.control {quantreg}R Documentation

Set control parameters for nlrq

Description

Set algorithmic parameters for nlrq (nonlinear quantile regression function)

Usage

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

Arguments

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
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.

See Also

nlrq


[Package quantreg version 3.82 Index]