There are three parameters in glmlab that are used when fitting models: the maximum number of iterations to use; the accuracy (tolerance) of the parameters; and the ill-conditioning tolerance which, in simple terms, refers to the sensitivity of glmlab to XTX being singular, where X is the covariate matrix. All of these can be changed from the Options menu by selecting Change Fitting Parameters. To change the parameters, the new values are entered into the input window shown in Figure 5.10. The default settings are: maximum number of iterations: 20; Parameter tolerance: 0.00001; ill-conditioning tolerance: 1e-10. The values of the parameters are stored in the file PARVALS.mat in the same directory as the file DETAILS.m.
The Fitting Parameters Window