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EchoRLiu / robustGarch

robGarch package - GSoC 2020 Project - The R Project for Statistical Computing
https://summerofcode.withgoogle.com/projects/#5730856687108096
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user control of optimizer output #11

Closed martinrd3D closed 3 years ago

martinrd3D commented 3 years ago

The user should be able to control showing or not showing the iterations below:

fitBM <- robGarch(ret, methods = "BM", optimizer_x0 = optInit)

Iter: 1 fn: 1.9972 Pars: 0.01786 0.20747 0.79030 0.02717

Iter: 2 fn: 1.9972 Pars: 0.01786 0.20747 0.79030 0.02717

solnp--> Completed in 2 iterations

Also, what is the fourth parameter above? Is this optimizer specific, to the user has to be told to see the optimizer manual

EchoRLiu commented 3 years ago

To silent the Rsolnp, you can use fitBM <- robGarch(ret, methods = "BM", optimizer_x0 = optInit, optimizer_control = list(trace=0))