wrappers_optim {gasmodel}

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