Current Limitations: loss function and submodel are hard-coded (need to accept arguments for these)
define_param(maxit, cvtmle, one_dimensional, constrain_step, delta_epsilon, verbose)
maxit
The maximum number of update iterations
cvtmle
If TRUE
, use CV-likelihood values when
calculating updates.
one_dimensional
If TRUE
, collapse clever covariates
into a one-dimensional clever covariate scaled by the mean of their
EIFs.
constrain_step
If TRUE
, step size is at most
delta_epsilon
(it can be smaller if a smaller step decreases
the loss more).
delta_epsilon
The maximum step size allowed if
constrain_step
is TRUE
.
convergence_type
The convergence criterion to use: (1)
"scaled_var"
corresponds to sqrt(Var(D)/n)/logn (the default)
while (2) "sample_size"
corresponds to 1/n.
fluctuation_type
Whether to include the auxiliary covariate
for the fluctuation model as a covariate or to treat it as a weight.
Note that the option "weighted"
is incompatible with a
multi-epsilon submodel (one_dimensional = FALSE
).
use_best
If TRUE
, the final updated likelihood is set to the
likelihood that minimizes the ED instead of the likelihood at the last update
step.
verbose
If TRUE
, diagnostic output is generated
about the updating procedure.