Optimization_PE: Perform the minimization of ML function

In MultiATSM: Multicountry Term Structure of Interest Rates Models

Perform the minimization of ML function

Description

Perform the minimization of ML function

Usage

Optimization_PE(
  ML_fun,
  ListInputSet,
  FactorLabels,
  Economies,
  ModelType,
  JLLinputs = NULL,
  GVARinputs = NULL,
  tol = 1e-04,
  EstType,
  TimeCount = TRUE,
  verbose
)

Arguments

ML_fun	vector-valued objective ML function
ListInputSet	list containing : a starting value for K1XQ and/or SSZ a variable label among the following: 'Jordan' or 'Jordan; stationary' for single countries setups or 'Jordan MultiCountry' or 'Jordan MultiCountry; stationary'. All cases related to the computation of a K1XQ parameter; 'psd': PSD matrix, used for JPS-based models. It relates to the SSZ parameter; 'BlockDiag': block diagonal matrix, used for JPS-based models. It relates to the SSZ parameter. 'JLLstructure': to impose the zero-restrictions on the SSZ term along the lines of the JLL models
FactorLabels	list. Labels for all variables present in the model, as returned by LabFac.
Economies	character vector. Names of the C economies included in the system.
ModelType	character. Model type to be estimated. Permissible choices: "JPS original", "JPS global", "GVAR single", "JPS multi", "GVAR multi", "JLL original", "JLL No DomUnit", "JLL joint Sigma".
JLLinputs	List. Inputs for JLL model estimation (see JLL). Default is NULL.
GVARinputs	List. Inputs for GVAR model estimation (see GVAR). Default is NULL.
tol	convergence tolerance (scalar). Default value is 1e-4.
EstType	Available options are"BFGS" and/or "Nelder-Mead".
TimeCount	computes the required time for estimation of the model. Default is TRUE.
verbose	Logical flag controlling function messaging.

MultiATSM documentation built on Nov. 5, 2025, 7:01 p.m.