Skip to content

Method of Moments: use analytical Jacobian in gradient-based optimizers (GMM only)

Willi Mutschler requested to merge wmutschl/dynare:MoM_optim_gradient into master

For GMM there is a new option in preprocessor!30 (closed) which allows to pass the analytically computed derivative of moments to gradient-based optimizers (fmincon, fminunc, lsqnonlin).

Edited by Willi Mutschler

Merge request reports