Re-initialize parts of preallocated containers for each point - Githubissues

ZoltanRacz / MomentMatching.jl

This is a package to estimate parameters of macroeconomic models by moment matching methods, such as GMM or SMM.

MIT License

1 stars 0 forks source link

Re-initialize parts of preallocated containers for each point #89

Open ZoltanRacz opened 5 months ago

ZoltanRacz commented 5 months ago

Fields of PreallocatedContainers can be of two kinds

(a) they can be pure containers, where content is irrelevant
(b) they can provide guesses for an iteration

There three possible approaches to type (b) containers.

re-initialize them with some default every time the objective function is evaluated
don't re-initialize them within a local iteration, but re-initialize for different global and local points
never re-initialize them Would be good to write a general enough code to allow for at least the first two approaches (or all three).