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<TITLE> Optimization functions </TITLE><BODY> <A HREF = "../html/view.html" target="FRP">[Return to Master Index]</A></BR> </BR> <pre> -------- Optimization functions -------- </pre> <pre> <A HREF = "banana.m   ">banana     </A>: Banana function for testing optimization<A HREF = "banana_d.m ">banana_d   </A>: Demonstrate optimization functions <A HREF = "dfp_min.m  ">dfp_min    </A>: DFP minimization routine to minimize func <A HREF = "dfp_mind.m ">dfp_mind   </A>: Demonstrate dfp_min optimization function <A HREF = "frpr_min.m ">frpr_min   </A>: Fletcher,Reeves,Polak,Ribiere minimization routine to minimize func<A HREF = "frpr_mind.m">frpr_mind  </A>: Demonstrate frpr_min optimization function <A HREF = "hessian.m  ">hessian    </A>: Computes finite difference Hessian<A HREF = "maxlik.m   ">maxlik     </A>: minimize a log likelihood function<A HREF = "optim1_d.m ">optim1_d   </A>: An example using dfp_min, frpr_min, pow_min, maxlik<A HREF = "optim2_d.m ">optim2_d   </A>: An example using fmin function<A HREF = "optim3_d.m ">optim3_d   </A>: An example of optimization<A HREF = "pow_min.m  ">pow_min    </A>: Powell minimization routine to minimize func<A HREF = "pow_mind.m ">pow_mind   </A>: Demonstrate pow_min optimization function <A HREF = "to_like1.m ">to_like1   </A>: evaluate tobit log-likelihood<A HREF = "to_like2.m ">to_like2   </A>: evaluate tobit log-likelihood<A HREF = "to_liked.m ">to_liked   </A>: evaluate tobit log-likelihood<A HREF = "tvp_beta.m ">tvp_beta   </A>: generate tvp model betas and forecast error variance<A HREF = "tvp_like1.m">tvp_like1  </A>: returns -log likelihood function for tvp model<A HREF = "tvp_like2.m">tvp_like2  </A>: returns log likelihood function for tvp model</pre> </BODY>

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