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
Browse package contents
Package details |
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| Author | Ran Gu [ctb], Thibaut Lamadon [ctb,cre], Florian Oswald [ctb] |
| Maintainer | Thibaut Lamadon <thibaut.lamadon@gmail.com>, Florian Oswald <florian.oswald@gmail.com> |
| License | MIT |
| Version | 1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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