Added documentation about the options of the simplex optimization routine (mode_compute=8).
parent
60e1d1b75e
commit
75fb6afa61
|
@ -4560,6 +4560,30 @@ A real number between zero and one. The scale parameter of the jumping distribut
|
||||||
|
|
||||||
@end table
|
@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
|
@end table
|
||||||
|
|
Loading…
Reference in New Issue