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Document osr option

time-shift
Johannes Pfeifer 2015-02-28 20:43:30 +01:00
parent 49c32da83b
commit f89108568c
1 changed files with 7 additions and 7 deletions
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doc/dynare.texi
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@ -4944,6 +4944,7 @@ Metropolis-Hastings simulations instead of starting from
scratch. Shouldn't be used together with @code{mh_recover}
@item optim = (@var{NAME}, @var{VALUE}, ...)
@anchor{optim}
A list of @var{NAME} and @var{VALUE} pairs. Can be used to set options for the optimization routines. The set of available options depends on the selected optimization routine (ie on the value of option @ref{mode_compute}):
@table @code
@ -6498,9 +6499,8 @@ is specified in the @code{optim_weights}-block. By attaching weights to
endogenous variables, the subset of endogenous variables entering the
objective function, @math{y}, is implicitly specified.
The linear quadratic problem is solved using the numerical optimizer
@code{csminwel} of Chris Sims.
The linear quadratic problem is solved using the numerical optimizer specified with @ref{opt_algo}.
@optionshead
@ -6511,12 +6511,12 @@ by listing them after the command, as @code{stoch_simul}
@table @code
@item maxit = @var{INTEGER} Determines the maximum number of iterations
used in the non-linear solver. Default: @code{1000}
@item opt_algo = @var{INTEGER}
@anchor{opt_algo}
Specifies the optimizer for minimizing the objective function. The same solvers as for @code{mode_compute} (@pxref{mode_compute}) are available, except for 5,6, and 10.
@item tolf = @var{DOUBLE} Convergence criterion for termination based on
the function value. Iteration will cease when it proves impossible to
improve the function value by more than tolf. Default: @code{1e-7}
@item optim = (@var{NAME}, @var{VALUE}, ...)
A list of @var{NAME} and @var{VALUE} pairs. Can be used to set options for the optimization routines. The set of available options depends on the selected optimization routine (i.e. on the value of option @ref{opt_algo}). @xref{optim}.
@end table