[Return to Master Index]

 
-------- Optimization functions -------- 
 
banana     : Banana function for testing optimization
banana_d   : Demonstrate optimization functions 
dfp_min    : DFP minimization routine to minimize func 
dfp_mind   : Demonstrate dfp_min optimization function 
frpr_min   : Fletcher,Reeves,Polak,Ribiere minimization routine to minimize func
frpr_mind  : Demonstrate frpr_min optimization function 
hessian    : Computes finite difference Hessian
maxlik     : minimize a log likelihood function
optim1_d   : An example using dfp_min, frpr_min, pow_min, maxlik
optim2_d   : An example using fmin function
optim3_d   : An example of optimization
pow_min    : Powell minimization routine to minimize func
pow_mind   : Demonstrate pow_min optimization function 
to_like1   : evaluate tobit log-likelihood
to_like2   : evaluate tobit log-likelihood
to_liked   : evaluate tobit log-likelihood
tvp_beta   : generate tvp model betas and forecast error variance
tvp_like1  : returns -log likelihood function for tvp model
tvp_like2  : returns log likelihood function for tvp model