tlamadon/mopt: Parallel Derivative-free Moment Estimation

mopt is a suite of derivative-free MCMC optimization algorithms that can be used to find the maximum of an objective function. The package is designed with a particular focus on cases where this objective function is composed of moment conditions. This includes standard GMM as well as simulated method of moments or indeed any other moment-like estimation.

Getting started

Package details

AuthorRan Gu [ctb], Thibaut Lamadon [ctb,cre], Florian Oswald [ctb]
MaintainerThibaut Lamadon <[email protected]>, Florian Oswald <[email protected]>
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
tlamadon/mopt documentation built on Oct. 2, 2017, 12:08 a.m.