I frequently use GAUSS and its
Maxlik library to estimate several statistical models, and one of the most common places where I end up with bugs in my code is the packing and unpacking the parameter vector.
Is there a way to use a similar approach as what is done here in the "Step 3" (where they define a structure called PV that can hold distinct groups of parameters) but using the
Maxlik library instead of the
In other words, is there a way to use
Maxlik with a well structured input parameter? Or am I forced to pack all parameters into one single long vector?
Maxlik can only take the parameters in the form of a vector.
Maxlikmt is a newer version of
Maxlik which can accept the input parameters in the form of a PV vector or a standard vector, like