VeccTMVN 1.3.1
- Change the optimization method used to optimize psi w.r.t. x, beta
to ‘BFGS’ from ‘L-BFGS-B’. ‘BFGS’ appears more suitable for convex
optimization.
- Add the optimization control of above optimization to use the
absolute tolerance of 1e-6.
- Increase the max iteration number of the above optimization to
1500.
- Remove the second stage optimization.
- Increase the limit for TMVN/TMVT sampling dimension from 1000 to
2000.