Grocer Function

NAME

stepz - Step size in maximisation programs

CALLING SEQUENCE

[alpha]=stepz(xarg,chf,infoz,stat,[arg1,...,argn])

PARAMETERS

Input

Output

DESCRIPTION

Determines step size in maximisation programs such as maxlik

EXAMPLE

grocer_infoz=tlist(['options';'func';'maxit';'hess';'optprt';'cond';'btol';'ftol';'gtol';'lambda';'H1';'delta';'call';'step';'grad';'dirtol'],grocer_func,100,'bfgs',1,1000,sqrt(%eps),sqrt(%eps),sqrt(%eps),.01,1,.000001,'other','stepz','numz0',1); grocer_stat=tlist(['options';'iter';'Hi';'df';'db';'dG';'f';'G';'star';'Hcond';'direc'],0,[],1000,ones(grocer_k,1)*1000,ones(grocer_k,1)*1000,grocer_f,grocer_G,' ',0,[]); grocer_chf=grocer_func+"(grocer_xarg,grocer_infoz,grocer_stat,varargin(:))' grocer_chs=grocer_infoz('step')+'(grocer_xarg,grocer_chf,grocer_infoz,grocer_stat,varargin(:))'; execstr(grocer_chs);

This example shows how stepz is called from maxlik. Grocer_xarg and varargin are arguments passed to maxlik.

AUTHOR

Eric Dubois 2002