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Changed the description of the available optimization routines for 

estimation.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2559 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
stepan 2009-04-06 15:49:12 +00:00
parent 2083b59072
commit adc1e77514
1 changed files with 6 additions and 3 deletions
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9
doc/manual.xml
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@ -7,7 +7,7 @@
<author>
<firstname>Stéphane</firstname><surname>Adjemian</surname>
<affiliation><orgname>Université du Mans et CEPREMAP</orgname></affiliation>
<email>stephane.adjemian@gmail.com</email>
<email>stephane.adjemian@ens.fr</email>
<address><street>142 rue du Chevaleret</street><postcode>75013</postcode><city>Paris</city><country>France</country></address>
</author>
<author>
@ -2184,9 +2184,12 @@ Each line corresponds to an estimated parameter and follows this syntax:
<itemizedlist spacing='compact'>
<listitem><para>0: the mode isn't computed. mode_file must be specified</para></listitem>
<listitem><para>1: uses <trademark class="registered">Matlab</trademark> <command>fmincon</command>.</para></listitem>
<listitem><para>2: uses Lester Ingber's Adaptive Simulated Annealing.</para></listitem>
<listitem><para>2: [not available anymore] uses Lester Ingber's Adaptive Simulated Annealing.</para></listitem>
<listitem><para>3: uses <trademark class="registered">Matlab</trademark> <command>fminunc</command>.</para></listitem>
<listitem><para>4 (default): uses Chris Sim's <command>csminwel</command>.</para></listitem>
<listitem><para>4: (default): uses Chris Sim's <command>csminwel</command>.</para></listitem>
<listitem><para>5: uses a routine by Marco Ratto.</para></listitem>
<listitem><para>6: uses a simulated annealing - like algorithm.</para></listitem>
<listitem><para>7: uses <trademark class="registered">Matlab</trademark> <command>fminsearch</command> (a simplex based routine).</para></listitem>
</itemizedlist></para></listitem>
<listitem><para><command>mode_check</command>: when <command>mode_check</command> is set, Dynare plots the posterior density for values around the computed mode for each estimated parameter in turn. This is helpful to diagnose problems with the optimizer.</para></listitem>
<listitem><para><command>prior_trunc</command>=<replaceable>DOUBLE</replaceable>: probability of extreme values of the prior density that is ignored when computing bounds for the parameters (default=1e-32).</para></listitem>