BHHH_FUNC ()

double
(*BHHH_FUNC) (double *Param1,
              gretl_matrix *Param2,
              void *Param3,
              int Param4,
              int *Param5);

bhhh_max ()

int
bhhh_max (double *theta,
          int k,
          gretl_matrix *M,
          BHHH_FUNC callback,
          double toler,
          int *fncount,
          int *grcount,
          void *data,
          gretl_matrix *V,
          gretlopt opt,
          PRN *prn);

Maximize likelihood using the BHHH method, implemented via iteration of the Outer Product of the Gradient (OPG) regression with line search.

callback is called to calculate the loglikelihood for the model in question. The parameters passed to this function are: (1) the current array of estimated coefficients; (2) G ; (3) the data pointer; (4) an integer indicator that is 1 if the gradient should be calculated in G , 0 if only the loglikelihood is needed; and (5) an int pointer to receive an error code. The return value from callback should be the loglikelihood (or NADBL on error).

For an example of the use of such a function, see arma.c in the plugin directory of the gretl source.