A hyperplanes intersection simulated annealing algorithm for maximum score estimation

By FLorios Kostas
Working Paper SSRN (2017)

  • Kostas Florios

    Athens University of Economics and Business

    Greece

  • Joel Horowitz

    Department of Economics, Northwestern University

    USA

Created

March 6, 2017

Last update

March 13, 2017

Software

Fortran

Ranking

160

Visits

75

Downloads

7

Description

This runs the Horowitz example with the HISA or DSA_MWS algorithm using the INTEL FORTRAN COMPILER COMPILATION. PLease recompile the .f90 files or remember to give "chmod +x dsa_mws" and "chmod +x dsa_mws2" to use either executable. The recompilation is done with: ifort *.f90 -o dsa_mws2 -traceback EXECUTION During the first command prompt give 842 5 (enter) During the second command prompt give 1 (enter) Enjoy. KJF, March 6, 2017

Tests for Periodicity in Short Time Series and Their Approximate Distributions

Working Paper (2016)

McLeod Angus Ian

A Quadratic Kalman Filter

Working Paper (2013)

Renne Jean-Paul, Monfort Alain, and Roussellet Guillaume

An Exact Approach to Bayesian Sequential Change Point Detection

Working Paper (2015)

Ruggieri Eric and Antonellis Marcus

Sensitivity and specificity of information criteria

Working Paper (2012)

Dziak John J., Coffman Donna, Lanza Stephanie, and Li Runze

2015-05-19

Zip Archive

1K

107

20

On Selection of Statistics for Approximate Bayesian Computing (or the Method of Simulated Moments)

Computational Statistics and Data Analysis (2015)

Creel Michael and Kristensen Dennis

A note on implementing the Durbin and Koopman simulation smoother

Computational Statistics and Data Analysis (2015)

Jarocinski Marek

A note on Bayesian logistic regression for spatial exponential family Gibbs point processes

Working Paper (2014)

Rajala Tuomas

An external field prior for the hidden Potts model, with application to cone-beam computed tomography

Working Paper (2014)

Hargrave Catriona, Harden Fiona, and Mengersen Kerrie

2014-03-24

Zip Archive

1K

59

42

A SAS Macro to Detect and Estimate a Chang-Point in a Constant Piecewise Hazard Curve

Working Paper (2014)

Sadat-Hashemi Mahdi

0 comment

Add comment

You need to log in to post a comment.