Scilab and Grocer supplementary material

Home Grocer

This page contains variuous material used for testing Grocer, the econometric toolbox for Scilab, properties and that has not been included directly into the software.

  • Tests of optimization procedures
  • In zip file nist.zip, you will find all materials needed to reproduce the tests presented in chapter 6 of Grocer manual: tests of Scilab functions optim and Neldermeade and Grocer function optimg on the NIST collection of tests. The tests show that only optimg (a combination of optim and Grocer nelmead function) succeeds at all tests. The readme.txt file explains how to perform these tests.

  • Tests of the block search algorithm
  • In zip file blockk_search.zip, you will find all materials needed to reproduce the tests of the block search algorithm presented in chapter 15 of Grocer manual: these tests show that automatic compares favourably to Autometrics, the software running on OX that also performs a block seach algorithm. The tests show that only optimg (a combination of optim and Grocer nelmead function) succeeds at all tests. The readme.txt file explains how to perform these tests.

    Last updated: 2015/10/03