rStats.js v1.3.0
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    Interface OptimControl

    Control parameters of optim (R's control, in camelCase)

    interface OptimControl {
        abstol?: number;
        alpha?: number;
        beta?: number;
        factr?: number;
        fnscale?: number;
        gamma?: number;
        lmm?: number;
        maxit?: number;
        ndeps?: number | readonly number[];
        parscale?: number | readonly number[];
        pgtol?: number;
        reltol?: number;
        temp?: number;
        tmax?: number;
        type?: number;
    }
    Index
    abstol?: number

    Absolute convergence tolerance (stop when the value falls to it). Default -Infinity.

    alpha?: number

    Nelder-Mead reflection factor. Default 1.

    beta?: number

    Nelder-Mead contraction factor. Default 0.5.

    factr?: number

    L-BFGS-B: relative reduction tolerance in units of the machine epsilon. Default 1e7.

    fnscale?: number

    Scaling of the objective: fn / fnscale is minimised (negative to maximise). Default 1.

    gamma?: number

    Nelder-Mead expansion factor. Default 2.

    lmm?: number

    L-BFGS-B: number of corrections kept. Default 5.

    maxit?: number

    Maximum number of iterations. Default 500 for Nelder-Mead, 10000 for SANN, 100 otherwise.

    ndeps?: number | readonly number[]

    Steps of the finite-difference gradient, in the scaled parameters. Default 1e-3.

    parscale?: number | readonly number[]

    Scaling of the parameters: the optimisation is on par / parscale. Default 1.

    pgtol?: number

    L-BFGS-B: tolerance on the projected gradient. Default 0.

    reltol?: number

    Relative convergence tolerance. Default sqrt(eps).

    temp?: number

    SANN: starting temperature. Default 10.

    tmax?: number

    SANN: evaluations per temperature. Default 10.

    type?: number

    CG update: 1 Fletcher-Reeves (default), 2 Polak-Ribière, 3 Beale-Sorenson.