Commit 75fb6afa authored by Stéphane Adjemian's avatar Stéphane Adjemian
Browse files

Added documentation about the options of the simplex optimization routine (mode_compute=8).

parent 60e1d1b7
......@@ -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
Supports Markdown
0% or .
You are about to add 0 people to the discussion. Proceed with caution.
Finish editing this message first!
Please register or to comment