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v4, dynare_estimation.m: moved optimset instructions and set MH file size to 1e6 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@496 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
michel 2005-10-13 20:21:14 +00:00
parent 62438d7ed8
commit 0b1416872b
1 changed files with 13 additions and 7 deletions
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20
matlab/dynare_estimation.m
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@ -54,19 +54,13 @@ options_ = set_default_option(options_,'filtered_vars',0);
options_ = set_default_option(options_,'kalman_algo',1);
options_ = set_default_option(options_,'kalman_tol',10^(-12));
options_ = set_default_option(options_,'posterior_mode_estimation',1);
options_ = set_default_option(options_,'MaxNumberOfBytes',10000);
options_ = set_default_option(options_,'MaxNumberOfBytes',1e6);
%% Add something to the parser ++>
M_.dname = M_.fname; % The user should be able to choose another name
% for the directory...
optim_options = optimset('display','iter','LargeScale','off', ...
'MaxFunEvals',100000,'TolFun',1e-8,'TolX',1e-6);
if isfield(options_,'optim_opt')
eval(['optim_options = optimset(optim_options,' options_.optim_opt ');']);
end
pnames = [' ';'beta ';'gamm ';'norm ';'invg ';'unif ';'invg2'];
n_varobs = size(options_.varobs,1);
@ -226,6 +220,12 @@ initial_estimation_checks(xparam1,gend,data);
if options_.mode_compute > 0 & options_.posterior_mode_estimation
fh=str2func('DsgeLikelihood');
if options_.mode_compute == 1
optim_options = optimset('display','iter','LargeScale','off', ...
'MaxFunEvals',100000,'TolFun',1e-8,'TolX',1e-6);
if isfield(options_,'optim_opt')
eval(['optim_options = optimset(optim_options,' options_.optim_opt ');']);
end
[xparam1,fval,exitflag,output,lamdba,grad,hessian_fmincon] = ...
fmincon(fh,xparam1,[],[],[],[],lb,ub,[],optim_options,gend,data);
elseif options_.mode_compute == 2
@ -234,6 +234,12 @@ if options_.mode_compute > 0 & options_.posterior_mode_estimation
asamin('minimize','DsgeLikelihood',xparam1,lb,ub,- ...
ones(size(xparam1)),gend,data);
elseif options_.mode_compute == 3
optim_options = optimset('display','iter',...
'MaxFunEvals',100000,'TolFun',1e-8,'TolX',1e-6);
if isfield(options_,'optim_opt')
eval(['optim_options = optimset(optim_options,' options_.optim_opt ');']);
end
[xparam1,fval,exitflag] = fminunc(fh,xparam1,optim_options,gend, ...
data);
elseif options_.mode_compute == 4