traceQIconstr {qle} | R Documentation |
The function maximizes the total prediction variance of the quasi-score vector in the vicinity of
the center point 'x0
' (usually the current parameter estimate). More specifically,
a distance weighted version of the trace of the quasi-information matrix is maximized over a local region defined
by a level set of hight 'b
' w.r.t. the criterion function (either quasi-deviance or Mahalanobis distance)
based on the observed statistics. The function can be used to find a suitable next evaluation point. As one of the
global selection criteria the function can be called by qle
to find a new evaluation point if testing
approximate roots is enabled.
traceQIconstr(x0, qsd, b, method = c("nloptr"), opts = list(), ..., optInfo = FALSE, check = TRUE, pl = 0L, verbose = FALSE)
x0 |
(named) numeric vector, the starting and center point of the feasible region |
qsd |
object of class |
b |
upper bound on either quasi-deviance or mahalanobis distance criterion function values as an upper bound constraint (as a level set function) which defines the feasible region |
method |
names of possible minimization routines, currently only " |
opts |
list of control arguments passed to |
... |
further arguments passed to |
optInfo |
logical, |
check |
logical, |
pl |
numeric value (>=0), the print level |
verbose |
if |
list which contains the new evaluation point as the maximizer and the corresponding value of the criterion function
M. Baaske