wrappers_optim: Wrappers for Optimization Functions

In gasmodel: Generalized Autoregressive Score Models

Wrappers for Optimization Functions

Description

Wrappers of common R optimization functions. Their purpose is to be passed as the optim_function argument in the gas() function.

Usage

wrapper_optim_stats(obj_fun, theta_start, theta_bound_lower, theta_bound_upper,
  est_details, ...)

wrapper_optim_nloptr(obj_fun, theta_start, theta_bound_lower,
  theta_bound_upper, est_details, ...)

Arguments

obj_fun	An objective function.
theta_start	A numeric vector of starting values of the variables.
theta_bound_lower	A numeric vector of lower bounds on the variables.
theta_bound_upper	A numeric vector of upper bounds on the variables.
est_details	A list of variables used for estimation.
...	Additional arguments to be passed to the optimization function.

Value

A list with components:

status_optim	The status of the optimization computation.
theta_optim	The optimal solution.

Functions

• wrapper_optim_stats(): Wrapper for optimization function stats::optim().

• wrapper_optim_nloptr(): Wrapper for optimization function nloptr::nloptr().

See Also

gas() wrappers_hessian wrappers_parallel

gasmodel documentation built on Aug. 30, 2023, 1:09 a.m.