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MC Optimizer settings
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This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.
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MC Optimizer settings
by Dr. En Ami » Sun Oct 20, 2013 2:50 am
In the MC optimizer (mode_compute=6), why are the tuning and hill climbing iteration counts an order of magnitude higher than the default number of iterations used in updating the covariance matrix?
- Dr. En Ami
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- Joined: Sat Jul 06, 2013 11:19 pm
Re: MC Optimizer settings
by jpfeifer » Tue Oct 22, 2013 9:30 am
I think there is not real justification except for our experience suggesting that it works. If you have new insights, please share them with us and we can improve the code.
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- Location: Cologne, Germany
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