Rt estimation algorithm configuration

Usage

configure_rt_admm(
  rho = -1,
  alpha = 0.5,
  gamma = 0.9,
  tolerance = 1e-04,
  maxiter_newton = 50L,
  maxiter_line = 20L,
  verbose = 0,
  ...
)

Arguments

rho: Double. An ADMM parameter; coefficient of augmented term in the Lagrangian function.
alpha: Double. A parameter adjusting upper bound in line search algorithm in prox_newton algorithm.
gamma: Double. A parameter adjusting step size in line search algorithm in prox_newton algorithm.
tolerance: Double. Tolerance of ADMM convergence.
maxiter_newton: Integer. Maximum number of iterations for the outer Newton iteration.
maxiter_line: Integer. Maximum number of iterations for the linesearch algorithm in the proximal Newton method.
verbose: Integer.
...: space for future extensions

Value

a list of model parameters with class rt_admm_configuration

Examples

configure_rt_admm()
#> 
#> ── An Rt ADMM configuration ──
#> 
#> rho: -1
#> alpha: 0.5
#> gamma: 0.9
#> tolerance: 1e-04
#> maxiter_newton: 50
#> maxiter_line: 20
#> verbose: 0
configure_rt_admm(tolerance = 1e-6, verbose = 1L)
#> 
#> ── An Rt ADMM configuration ──
#> 
#> rho: -1
#> alpha: 0.5
#> gamma: 0.9
#> tolerance: 1e-06
#> maxiter_newton: 50
#> maxiter_line: 20
#> verbose: 1