Grocer Function
NAME
stepz - Step size in maximisation programs
CALLING SEQUENCE
[alpha]=stepz(xarg,chf,infoz,stat,[arg1,...,argn])
PARAMETERS
Input
-
xarg = vector of model parameters
-
chf = a string that represents a call to a function with all useful arguments; the first one must be called xarg; the other ones if they exists must be called varargin(:)
-
infoz = tlist with settings for maxlik
-
stat = tlist with minimization status
-
argi = Variable list of arguments passed to func
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