gam.control {mgcv} | R Documentation |
This is an internal function of package mgcv
. It is a modification
of the function glm.control
. It enables the user to set defaults for convergence
tolerance and maximum number of iterations when using
gam
. Argument mgcv.tol
controls the tolerence used to judge
multiple smoothing parameter convergence (default 1e-6). mgcv.max.half
is the
maximum number of times to halve the step length in an iterative update of the
smoothing parameters if the step is failing to decrease the GCV/UBRE
score (default 15). See glm.control
for more information on other arguments.
Simon N. Wood snw@st-and.ac.uk
Gu and Wahba (1991) Minimizing GCV/GML scores with multiple smoothing parameters via the Newton method. SIAM J. Sci. Statist. Comput. 12:383-398
Wood (2000) Modelling and Smoothing Parameter Estimation with Multiple Quadratic Penalties. JRSSB 62(2):413-428
http://www.ruwpa.st-and.ac.uk/simon.html