Hi,
to estimate PSTR models:
http://ideas.repec.org/p/uts/rpaper/165.html
a concentrated SSR must be minimized and the authors suggest to choose
the starting values by means of simulated annealing.
Reading the manual, I discovered that gretl is already able to use
simulated annealing to adjust the initialization in case of ML estimates
in the restrict command via the option --jitter (btw: such option is not
reported in the description of the command in the command reference).
Is there a way to use such method in gretl for initializing a generic
function to be minimized/maximized?
Thanks
Giuseppe