[R] controlling number of iterations in avas

Vadim Ogranovich vograno at arbitrade.com
Thu Jan 16 23:53:03 CET 2003


Dear R-Users,

Is there a way to directly set a limit to the number of iterations in
avas()? I am aware of delrsq argument, but I've found it difficult to use
since its effect on computation time is hard to predict. For example with
the default delrsq=0.01 a single iteration took ~2min to complete. When I
used delrsq=0.001 it didn't complete in an hour.

Thanks, Vadim

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