From 75fb6afa61ef2e94a917a27ed256b9b36ee418d7 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?= Date: Tue, 8 Oct 2013 15:15:58 +0200 Subject: [PATCH] Added documentation about the options of the simplex optimization routine (mode_compute=8). --- doc/dynare.texi | 24 ++++++++++++++++++++++++ 1 file changed, 24 insertions(+) diff --git a/doc/dynare.texi b/doc/dynare.texi index 2b4fbf05e..775f266bf 100644 --- a/doc/dynare.texi +++ b/doc/dynare.texi @@ -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