Grocer Function

NAME

frpr_min - Fletcher, Reeves, Polak, Ribiere minimization

CALLING SEQUENCE

[result]=frpr_min(func,pin[,arg1,...argn])

PARAMETERS

Input

Output

DESCRIPTION

DFP minimization routine to minimize func (Converted from Numerical Recipes book dfpmin routine). func must take the form func(b,varargin) where:
  • b = parameter vector (k x 1)
  • varargin = arguments passed to the function
  • EXAMPLE

    res = ols2(y,x);result4 = frpr_min('to_llike', [res('beta'); res('sige')],'maxit=1000',y,x);

    This example, taken from optim1_d, realises the estimation of a tobit model, with initial values taken from on ols estimation. Maximum # of iterations is set to 1000.

    AUTHOR

    Eric Dubois 2002