[Gretl-users] Fwd: Norm of gradient in mle command

On 27/10/2023 01:16, Alecos Papadopoulos wrote: Call b is the parameter vector ad g the gradient vector, both with n elements. Then the norm is computed as gradnorm = sqrt(abs(b'g)/n) I don't remember where this formula came from, Allin and I worked on this piece of code long ago. If you're curious to see the rest of the code, see https://sourceforge.net/p/gretl/git/ci/master/tree/lib/src/gretl_bfgs.c from line 1147 onwards. ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti ------------------------------------------------------- -- ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti -------------------------------------------------------