Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: simulated annealing

From   <>
Subject   st: simulated annealing
Date   Thu, 3 Oct 2013 15:14:28 -0400 (GMT-04:00)

     I have a user defined simulated likelihood function that fails to converge under the standard optimization algorithms (e.g., nr, bfgs, etc.). I have also read that simulated annealing can be used to obtain convergences in instances where traditional methods break down. 

     Does anyone know if Stas Kolenikov’s Mata function -simann- has been integrated with any of Stata’s likelihood evaluators? Or, is there a publicly available/shareable likelihood function that relies on simulated annealing?


*   For searches and help try:

© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index