Hi,
very points, Sven. Thanks for the summary. At the moment, I don't have
to add anything.
Artur
Am 27.01.25 um 18:22 schrieb Sven Schreiber:
Hi,
this is the companion message to the iteration settings question raised
by Artur. I thought the following questions don't make too much sense on
the users list.
We have "set gmm_maxiter <whatever>" for GMM, we're talking of something
equivalent for 3SLS in the system context, and in section 26.1 of the
gretl user guide it says that for standard MLE the "set bfgs_maxiter
<n>" choice applies. Fine - but...
1) what about the choice of L-BFGS-B through the --lbfgs option to the
mle command block? Is bfgs_maxiter still relevant there?
2) And what if the optimizer is set to Newton-Raphson instead? I can't
see any user-level switch for that.
3)a) Actually, looking at the mle_calculate function in lib/src/nls.c
around line 2683 (--why does MLE live hidden in an "nls" file... ??--),
it looks as if for NL_NEWTON the parameter maxit is hardwired to 100,
and crittol and gradtol are also hardwired. Similarly, for BFGS there's
a maxit setting of 500. So is this stuff hardwired there, or what's the
right way to look at it?
3)b) Note that I'm acknowledging the function BFGS_defaults in lib/
src/gretl_bfgs.c, where the user setting BFGS_MAXITER plays a role.
However, it only seems to be called from specialized routines (arma,
poisson, etc...). Is it also relevant for a generic MLE block
specification at the hansl level? If so, where does this become apparent
in the code?
thanks
sven
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