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  • Implementing BFGS optimisation using stata / mata

    How to implement an BFGS optimisation in stata using mata for an equivalent R based optim function ?


    The below is the equivalent R code

    Code:
      
     optFunction <- function(param){       #Functions Logic Here  }  
     results = optim(start,optFunction,hessian=T,method="BFGS")

  • #2
    Code:
    help mf_optimize
    Then scroll down to the section on evaluation techniques that are specified with optimize_init_technique().

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