R: Set control parameters for nlrq

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, InitialStepSize = 1, 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
`InitialStepSize` | Starting value in `optim` to determine the step length of iterations. The default value of 1 is sometimes too optimistic. In such cases, the value 0 forces optim to just barely stick its toe in the water.
`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 5.70 Index]