From ripley at stats.ox.ac.uk  Fri May  9 13:08:10 2003
From: ripley at stats.ox.ac.uk (Prof Brian Ripley)
Date: Fri May  9 13:08:19 2003
Subject: [Rd] Tolerances in glm.control
Message-ID: <Pine.LNX.4.44.0305091202550.1818-100000@gannet.stats>

I have tightened the tolerances in glm.control in R-devel (aka 1.8.0 Under 
Development) from epsilon = 1e-4 to 1e-8, and increases maxit from 10 to 
25.

Normally the effect is to do one more iteration and get more accurate 
results.  However, in cases of partial separation several more iterations 
will be done and it will be clearer from the results which parameters are 
converging and which are diverging (to +/-Inf).

I have been meaning to do this for some time (the defaults seemed
appropriate to computer speeds at the 1991 origin of glm in S3), but have
only this time remembered at the beginning of a release cycle.

-- 
Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595


[Rd] Tolerances in glm.control
Prof Brian Ripley