Functions and Types

MSM.MSMOptionsType
MSMOptions

MSMOptions is a mutable struct that contains options related to the optimization.

Examples

julia> options = MSMOptions(maxFuncEvals=1000, globalOptimizer = :dxnes, localOptimizer = :LBFGS)
source

For example, let's say we want to estimate a model with a maximum of 1000 function evaluations (only the global optimizer will take into consideration this constraint). We want to use :dxnes as our global optimizer algorithm and :LBFGS for our local minimization algorithm. Global optimizers can be chosen from BlackBoxOptim.jl, while local optimizer are to be chosen from Optim.jl:

options = MSMOptions(maxFuncEvals=1000, globalOptimizer = :dxnes, localOptimizer = :LBFGS);