OptimizationSetup_ATSM function

Optimization routine for the entire selected ATSM

OptimizationSetup_ATSM(AuxVecSet, FFvec, EstType, tol = 1e-04)

Arguments

• AuxVecSet: List containing features for estimation of the risk-neutral parameters.
• FFvec: Log-likelihood function
• EstType: Estimation type
• tol: convergence tolerance (scalar). Default value is set as 1e-4.