optimization algorithms
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kenjudd
- Posts: 1
- Joined: Tue May 31, 2022 4:37 pm
optimization algorithms
What optimization algorithms are used to compute maximum likelihood? Is automatic differentiation done by RATS or is the default finite difference derivatives?
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TomDoan
- Posts: 7825
- Joined: Wed Nov 01, 2006 4:36 pm
Re: optimization algorithms
The variational methods listed in https://estima.com/ratshelp/optimizationmethods.html do numerical derivatives only, though you can choose several different levels of accuracy (with a corresponding increase in calculation time for greater accuracy).