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st: simulated annealing
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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?
David
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