quantreg: sfn.control – R documentation

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quantreg

sfn.control

Set Control Parameters for Sparse Fitting

Description

Auxiliary function for setting storage dimensions and other parameters rq.fit.sfn[c]

Usage

sfn.control(nsubmax = NULL, tmpmax = NULL, nnzlmax = NULL, cachsz = 64, 
	small = 1e-06, maxiter = 100, warn.mesg = TRUE)

Arguments

`nsubmax`	upper bound for dimension of lindx
`tmpmax`	upper bound for dimension of tmpvec
`nnzlmax`	upper bound for non-zero entries of L stored in lnz, including diagonal
`cachsz`	size of cache in kbytes on target machine
`small`	convergence tolerance for interior point algorithm
`maxiter`	maximal number of interior point iterations.
`warn.mesg`	logical flag controlling printing of warnings.

Details

Sparse fitting requires a number of temporary storage arrays whose size depends on problem specific features in somewhat mysterious ways, parameters controlling these sizes and some other fitting aspects can be controlled by specifying elements of this control object.

Value

List with components named as the arguments given above.

Author(s)

Roger Koenker

Roger Koenker [cre, aut], Stephen Portnoy [ctb] (Contributions to Censored QR code), Pin Tian Ng [ctb] (Contributions to Sparse QR code), Blaise Melly [ctb] (Contributions to preprocessing code), Achim Zeileis [ctb] (Contributions to dynrq code essentially identical to his dynlm code), Philip Grosjean [ctb] (Contributions to nlrq code), Cleve Moler [ctb] (author of several linpack routines), Yousef Saad [ctb] (author of sparskit2), Victor Chernozhukov [ctb] (contributions to extreme value inference code), Ivan Fernandez-Val [ctb] (contributions to extreme value inference code), Brian D Ripley [trl, ctb] (Initial (2001) R port from S (to my everlasting shame -- how could I have been so slow to adopt R!) and for numerous other suggestions and useful advice)

Initial release