From 5e63aa10da614176a5318add204455ea802c3169 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?= Date: Tue, 8 Oct 2013 15:28:26 +0200 Subject: [PATCH] Added documentation about the options of the simpsa algorithm. --- doc/dynare.texi | 21 +++++++++++++++++++++ 1 file changed, 21 insertions(+) diff --git a/doc/dynare.texi b/doc/dynare.texi index 775f266bf..761118d16 100644 --- a/doc/dynare.texi +++ b/doc/dynare.texi @@ -4585,6 +4585,27 @@ Initial size of the simplex, expressed as percentage deviation from the provided @end table +@item 10 +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 '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 'EndTemperature' +Terminal condition w.r.t the temperature. When the temperature reaches @code{EndTemperature}, the temperature is set to zero and the algorithm falls back into a standard simplex algorithm. Default: @code{.1} + +@end table @end table