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Implement csminwel solver for maximum likelihood estimation #10

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jessegrabowski opened this issue Feb 3, 2023 · 0 comments
Open

Implement csminwel solver for maximum likelihood estimation #10

jessegrabowski opened this issue Feb 3, 2023 · 0 comments
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enhancement New feature or request good first issue Good for newcomers

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@jessegrabowski
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The gEcon package uses the csminwel solver (http://sims.princeton.edu/yftp/optimize/) to do maximum likelihood estimation. This is (evidently) more robust than ordinary BFGS, and should be ported over to Python.
@jessegrabowski jessegrabowski added enhancement New feature or request good first issue Good for newcomers labels Feb 3, 2023
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