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INTSOLVER: Stata module providing functions and tools for finding solutions to nonlinear equation systems in Mata

Author

Listed:
  • Matthew Baker

    () (Hunter College)

Abstract

intsolver uses interval methods to solve nonlinear systems of equations. To guarantee that all solutions can be found, intsolver requires that the user program the function, the function's Jacobian, an interval version of the function, and an interval version of the Jacobian. All functions must be programmed in a certain way, as detailed in examples and in the help file. intsolver also provides a less rigorous means of finding solutions using just the function and its Jacobian based on parallel Newton iteration.

Suggested Citation

  • Matthew Baker, 2014. "INTSOLVER: Stata module providing functions and tools for finding solutions to nonlinear equation systems in Mata," Statistical Software Components S457895, Boston College Department of Economics, revised 29 Aug 2014.
  • Handle: RePEc:boc:bocode:s457895
    Note: This module should be installed from within Stata by typing "ssc install intsolver". Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/i/intsolver.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/l/lintsolver.mlib
    File Function: Mata object library
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/i/intsolver_examples.do
    File Function: Mata help file
    Download Restriction: no

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