This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

SIMANN: FORTRAN module to perform Global Optimization of Statistical Functions with Simulated Annealing

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
William L. Goffe () (SUNY-Oswego)
Gary D. Ferrier
John Rogers

Additional information is available for the following registered author(s):

Abstract

This module accompanies the Computer Science in Economics & Management article "Simulated Annealing: An Initial Application in Econometrics," 1992, 5, 133-146. This implementation of simulated annealing was used in "Global Optimization of Statistical Functions with Simulated Annealing," Goffe, Ferrier and Rogers, Journal of Econometrics, vol. 60, no. 1/2, Jan./Feb. 1994, pp. 65-100. Other versions of this algorithm exist for GAUSS and Ox.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: ftp://all.repec.org/RePEc/cod/html/Fortran/SimAnnealing.f
File Format: text/plain
File Function: FORTRAN source code
Download Restriction: no
File URL: ftp://all.repec.org/RePEc/cod/html/Fortran/SimAnnealing.si
File Format: text/plain
File Function: documentation
Download Restriction: no

Publisher Info
Software component provided by Kluwer Academic Publishers in its series Computational Economics Software Archive with number CS05.133.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Size:
Programming language: FORTRAN
Requires: FORTRAN
Date of creation: 01 Jan 1992
Date of revision:
Handle: RePEc:sce:cesofw:cs05.133

Contact details of provider:
Postal: P.O. Box 17, 3300 AA Dordrecht, the Netherlands
Web page: http://www.wkap.nl/journals/computational_econ
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).

Related research
Keywords:

Statistics
Access and download statistics

Did you know? There is a FAQ (frequently asked questions).

This page was last updated on 2009-11-25.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.