| % File src/library/stats/man/glm.control.Rd |
| % Part of the R package, https://www.R-project.org |
| % Copyright 1995-2009 R Core Team |
| % Distributed under GPL 2 or later |
| |
| \name{glm.control} |
| \alias{glm.control} |
| \title{Auxiliary for Controlling GLM Fitting} |
| \description{ |
| Auxiliary function for \code{\link{glm}} fitting. |
| Typically only used internally by \code{\link{glm.fit}}, but may be |
| used to construct a \code{control} argument to either function. |
| } |
| \usage{ |
| glm.control(epsilon = 1e-8, maxit = 25, trace = FALSE) |
| } |
| \arguments{ |
| \item{epsilon}{positive convergence tolerance \eqn{\epsilon}; |
| the iterations converge when |
| \eqn{|dev - dev_{old}|/(|dev| + 0.1) < \epsilon}.} |
| \item{maxit}{integer giving the maximal number of IWLS iterations.} |
| \item{trace}{logical indicating if output should be produced for each |
| iteration.} |
| } |
| \details{ |
| The \code{control} argument of \code{\link{glm}} is by default passed |
| to the \code{control} argument of \code{\link{glm.fit}}, which uses |
| its elements as arguments to \code{glm.control}: the latter provides |
| defaults and sanity checking. |
| |
| If \code{epsilon} is small (less than \eqn{10^{-10}}{1e-10}) it is |
| also used as the tolerance for the detection of collinearity in the |
| least squares solution. |
| |
| When \code{trace} is true, calls to \code{\link{cat}} produce the |
| output for each IWLS iteration. Hence, \code{\link{options}(digits = *)} |
| can be used to increase the precision, see the example. |
| } |
| \value{ |
| A list with components named as the arguments. |
| } |
| \references{ |
| Hastie, T. J. and Pregibon, D. (1992) |
| \emph{Generalized linear models.} |
| Chapter 6 of \emph{Statistical Models in S} |
| eds J. M. Chambers and T. J. Hastie, Wadsworth & Brooks/Cole. |
| } |
| \seealso{ |
| \code{\link{glm.fit}}, the fitting procedure used by \code{\link{glm}}. |
| } |
| \examples{\donttest{ |
| ### A variation on example(glm) : |
| |
| ## Annette Dobson's example ... |
| counts <- c(18,17,15,20,10,20,25,13,12) |
| outcome <- gl(3,1,9) |
| treatment <- gl(3,3) |
| oo <- options(digits = 12) # to see more when tracing : |
| glm.D93X <- glm(counts ~ outcome + treatment, family = poisson(), |
| trace = TRUE, epsilon = 1e-14) |
| options(oo) |
| coef(glm.D93X) # the last two are closer to 0 than in ?glm's glm.D93 |
| }} |
| \keyword{optimize} |
| \keyword{models} |
| |