init_bounds_optim function

Setting of Optimization Bounds and Initial Values

Sets bounds and initial values for optim by extracting potentially given values from SVC_mle_control and checking them, or calculating them from given data. See Details.

init_bounds_optim(control, p, q, id_obj, med_dist, y_var, OLS_mu)

Arguments

• control: (SVC_mle_control output, i.e. list)

• p: (numeric(1))

  Number of fixed effects

• q: (numeric(1))

  Number of SVCs

• id_obj: (numeric(2*q+1+q))

  Index vector to identify the arguments of objective function.

• med_dist: (numeric(1))

  Median distance between observations

• y_var: (numeric(1))

  Variance of response y

• OLS_mu: (numeric(p))

  Coefficient estimates of ordinary least squares (OLS).

Returns

A list with three entries: lower, init, and upper.

Details

If values are not provided, then they are set in the following way. Let $d$ be the median distance med_dist, let $s^2_y$ be the variance of the response y_var, and let $b_j$ be the OLS coefficients of the linear model. The computed values are given in the table below.

Parameter	Lower bound	Initial Value	Upper Bound
Range	$d/1000$	$d/4$	$10 d$
Variance	$0$	$s^2_y/(q+1)$	$10s^2_y$
Nugget	$10^{-6}$	$s^2_y/(q+1)$	$10s^2_y$
Mean $j$	-Inf	$b_j$	Inf

Author(s)

Jakob Dambon