crch.control

Control Options for crch Models

Auxiliary function for crch fitting. Specifies a list of values passed to optim.

crch.control(method = "BFGS", maxit = NULL, hessian = NULL,
  trace = FALSE, start = NULL, dot = "separate",
  lower = -Inf, upper = Inf, ...)

`method`	optimization method passed to `optim`
`maxit`	the maximum number of iterations. Default is 5000 except for `method=“boosting”` where the default is 100.
`hessian`	logical or NULL. If TRUE the numerical Hessian matrix from the `optim` output is used for estimation of the covariance matrix. If FALSE no covariance matrix is computed. If NULL (the default) the Hessian matrix is computed analytically for `dist=“gaussian”`, `dist=“logistic”`, and `dist=“student”` with predefined `df`. For `dist=“student”` without prespecified `df`, no analytical solution is available and a numerical Hessian matrix is forced.
`trace`	non-negative integer. If positive, tracing information on the progress of the optimization is produced.
`start`	initial values for the parameters to be optimized over.
`dot`	character specifying how to process formula parts with a dot (`.`) on the right-hand side. This can either be `“separate”` so that each formula part is expanded separately or `“sequential”` so that the parts are expanded sequentially conditional on all prior parts. Default is `“separate”`
`lower`, `upper`	bounds on the variables for the `“L-BFGS-B”` method, or bounds in which to search for method `“Brent”`.
`…`	additional parameters passed to `optim`.

A list with components named as the arguments.