From 0157127d0508d0dd894066042392b325d208719a Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?= Date: Tue, 8 Oct 2013 16:26:49 +0200 Subject: [PATCH] Document some of the options for cmaes. --- doc/dynare.texi | 20 ++++++++++++++++++++ 1 file changed, 20 insertions(+) diff --git a/doc/dynare.texi b/doc/dynare.texi index 761118d16..d3275cab3 100644 --- a/doc/dynare.texi +++ b/doc/dynare.texi @@ -4581,10 +4581,30 @@ Tolerance parameter (w.r.t the objective function). Default: @code{1e-4} 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 +@item 9 +Available options are: + +@table @code + +@item 'MaxIter' +Maximum number of iterations. + +@item 'MaxFunEvals' +Maximum number of objective function evaluations. Default: @code{Inf}. + +@item 'TolFun' +Tolerance parameter (w.r.t the objective function). Default: @code{1e-7} + +@item 'TolX' +Tolerance parameter (w.r.t the instruments). Default: @code{1e-7} + +@end table + @item 10 Available options are: