mfasiolo / qgam

Additive quantile regression R package
http://mfasiolo.github.io/qgam/
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Bracket size in tuneLearnFast() #7

Open mfasiolo opened 8 years ago

mfasiolo commented 8 years ago

At the moment the function detects when the solution is close to the margins of the bracket, but it cannot be trusted 100%. It is not clear how close to the margins the brent() method can get, hence it is difficult to define a clear margin of safety (not the margin of safety is represented by aTol = 0.05).

Problems might arise if the bracket size brac gets small, so that its size is comparable to tol.