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Dóra Kocsis
dynare
Commits
75fb6afa
Commit
75fb6afa
authored
Oct 08, 2013
by
Stéphane Adjemian
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Added documentation about the options of the simplex optimization routine (mode_compute=8).
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@@ -4560,6 +4560,30 @@ A real number between zero and one. The scale parameter of the jumping distribut
@end table
@item 8
Available options are:
@table @code
@item '
MaxIter
'
Maximum number of iterations. Default: @code{5000}
@item '
MaxFunvEvals
'
Maximum number of objective function evaluations. No default.
@item '
MaxFunvEvalFactor
'
Set @code{MaxFunvEvals} equal to @code{MaxFunvEvalFactor} times the number of estimated parameters. Default: @code{500}.
@item '
TolFun
'
Tolerance parameter (w.r.t the objective function). Default: @code{1e-4}
@item '
TolX
'
Tolerance parameter (w.r.t the instruments). Default: @code{1e-4}
@item '
InitialSimplexSize
'
Initial size of the simplex, expressed as percentage deviation from the provided initial guess in each direction. Default: @code{.05}
@end table
@end table
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