Controls iterative fitting of generalized linear, generalized additive and nonlinear models, and specifies parameters, bounds etc for nonlinear models.

Options

Maximum number of iterations for Fisher-scoring algorithm (used in generalized linear models), back-fitting algorithm (used in additive models) and nonlinear algorithms; single setting implies the same limit for all; default 15, 15, 30

Convergence criterion; default 0.0001

Initial fitted values for generalized linear model; default *

Algorithm for fitting nonlinear model (GaussNewton, NewtonRaphson, FletcherPowell); default Gaus, but Newt for scalar minimization

Scalars to hold current values of linear parameters used in nonlinear model, for reference within model calculations

Parameters

Nonlinear parameters in the model

Lower bound for each parameter

Upper bound for each parameter

Initial step length for each parameter

Initial value for each parameter

Description

RCYCLE allows you to control the optimization process used by the FIT, FITCURVE and FITNONLINEAR directives.

The MAXCYCLE option can be set to a list of three scalars to specify respectively the maximum number of iterations to be used in the Fisher-scoring algorithm used to fit a generalized linear model, the back-fitting algorithm used in generalized additive models, and the algorithms for nonlinear models. These have the defaults 15, 15 and 30. If a single value is supplied, it is taken to apply to all three situations.

The TOLERANCE option controls the criterion for convergence in generalized linear and generalized additive models. The iteration stops when the absolute change in deviance in successive cycles is less than the tolerance times the current value of the deviance.

The algorithm for generalized linear models has to start by estimating an initial set of fitted values. GenStat usually obtains these by a simple transformation of the observed responses. It may be that better estimates are available, for example from a previously fitted model; if so, you can supply them by the FITTEDVALUES option.

The PARAMETER and INITIAL parameters can be used to supply initial values for the nonlinear parameters in the standard curves fitted by FITCURVE, although this will usually not be necessary; FITCURVE has effective ways of its own to ascertain good starting value for each parameter, for example by a short grid search or by some manipulation of the data values. The parameters must be listed in the same order as GenStat uses to print them. RCYCLE defines the identifiers as scalars holding the initial values that you have supplied; after the model has been fitted they contain the estimated values of the parameters.

The other parameters are relevant only to general nonlinear models fitted by FITNONLINEAR or FIT. The PARAMETER parameter then merely lists the scalars that are used to represent the nonlinear parameters in the model calculations, the LOWER and UPPER parameters specify bounds, the STEPLENGTH parameter specifies initial steplengths, and the INITIAL parameter specifies initial values. The METHOD option is also relevant only for general nonlinear models, when it specifies the optimization method to be used. (Bounds and step lengths are determined automatically for standard curves, and GenStat then always uses a modified Newton method.)

RCYCLE directive

Options

Parameters

Description