solveGel-methods {momentfit} | R Documentation |
solveGel
in Package momentfit ~~It fits a moment-based model using GEL methods.
## S4 method for signature 'momentModel' solveGel(object, gelType="EL", theta0=NULL, lambda0=NULL, lamSlv=NULL, coefSlv=c("optim","nlminb","constrOptim"), rhoFct=NULL, lControl=list(), tControl=list())
object |
An object of class |
gelType |
The type of GEL. It is either |
theta0 |
The vector of coefficients for the starting values used
in minimization algorithm. If NULL, the starting values in the object is
used. For linear models, it must be provided because
|
lambda0 |
The q \times 1 vector of starting values for the Lagrange multipliers. By default a zero vector is used. |
lamSlv |
An alternative solver for the Lagrange multiplier. By
default, either |
coefSlv |
Minimization solver for the coefficient vector. |
rhoFct |
An alternative objective function for GEL. This argument
is only used if we want to fit the model with a different GEL
method. see |
lControl |
A list of controls for the Lagrange multiplier algorithm. |
tControl |
A list of controls for the coefficient algorithm. |
A list with the following:
theta |
The vector of solution |
lambda |
The vector of Lagrange multiplier |
lconvergence |
convergence code for the Lagrange multiplier. 0 means normal convergence. |
convergence |
convergence code for the coefficients. 0 means
normal convergence. For higher numbers, see |
signature(object = "momentModel")
The method applies to all GEL classes.
data(simData) model1 <- momentModel(y~x1, ~z1+z2, data=simData) ## Get a good starting value theta0 <- gmmFit(model1)@theta ## EL by default, with Wu algorithm res2 <- solveGel(model1, theta0=theta0) ## Change solver parameters res3 <- solveGel(model1, theta0=theta0, tControl=list(method="Nelder", control=list(maxit=2000)))