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.
|Author||Ran Gu [ctb], Thibaut Lamadon [ctb,cre], Florian Oswald [ctb]|
|Maintainer||Thibaut Lamadon <[email protected]>, Florian Oswald <[email protected]>|
|Package repository||View on GitHub|
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