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-bf33cf982152time-shift
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62438d7ed8
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0b1416872b
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@ -54,19 +54,13 @@ options_ = set_default_option(options_,'filtered_vars',0);
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options_ = set_default_option(options_,'kalman_algo',1);
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options_ = set_default_option(options_,'kalman_algo',1);
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options_ = set_default_option(options_,'kalman_tol',10^(-12));
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options_ = set_default_option(options_,'kalman_tol',10^(-12));
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options_ = set_default_option(options_,'posterior_mode_estimation',1);
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options_ = set_default_option(options_,'posterior_mode_estimation',1);
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options_ = set_default_option(options_,'MaxNumberOfBytes',10000);
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options_ = set_default_option(options_,'MaxNumberOfBytes',1e6);
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%% Add something to the parser ++>
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%% Add something to the parser ++>
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M_.dname = M_.fname; % The user should be able to choose another name
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M_.dname = M_.fname; % The user should be able to choose another name
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% for the directory...
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% for the directory...
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optim_options = optimset('display','iter','LargeScale','off', ...
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'MaxFunEvals',100000,'TolFun',1e-8,'TolX',1e-6);
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if isfield(options_,'optim_opt')
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eval(['optim_options = optimset(optim_options,' options_.optim_opt ');']);
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end
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pnames = [' ';'beta ';'gamm ';'norm ';'invg ';'unif ';'invg2'];
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pnames = [' ';'beta ';'gamm ';'norm ';'invg ';'unif ';'invg2'];
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n_varobs = size(options_.varobs,1);
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n_varobs = size(options_.varobs,1);
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@ -226,6 +220,12 @@ initial_estimation_checks(xparam1,gend,data);
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if options_.mode_compute > 0 & options_.posterior_mode_estimation
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if options_.mode_compute > 0 & options_.posterior_mode_estimation
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fh=str2func('DsgeLikelihood');
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fh=str2func('DsgeLikelihood');
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if options_.mode_compute == 1
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if options_.mode_compute == 1
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optim_options = optimset('display','iter','LargeScale','off', ...
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'MaxFunEvals',100000,'TolFun',1e-8,'TolX',1e-6);
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if isfield(options_,'optim_opt')
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eval(['optim_options = optimset(optim_options,' options_.optim_opt ');']);
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end
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[xparam1,fval,exitflag,output,lamdba,grad,hessian_fmincon] = ...
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[xparam1,fval,exitflag,output,lamdba,grad,hessian_fmincon] = ...
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fmincon(fh,xparam1,[],[],[],[],lb,ub,[],optim_options,gend,data);
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fmincon(fh,xparam1,[],[],[],[],lb,ub,[],optim_options,gend,data);
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elseif options_.mode_compute == 2
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elseif options_.mode_compute == 2
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@ -234,6 +234,12 @@ if options_.mode_compute > 0 & options_.posterior_mode_estimation
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asamin('minimize','DsgeLikelihood',xparam1,lb,ub,- ...
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asamin('minimize','DsgeLikelihood',xparam1,lb,ub,- ...
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ones(size(xparam1)),gend,data);
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ones(size(xparam1)),gend,data);
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elseif options_.mode_compute == 3
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elseif options_.mode_compute == 3
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optim_options = optimset('display','iter',...
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'MaxFunEvals',100000,'TolFun',1e-8,'TolX',1e-6);
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if isfield(options_,'optim_opt')
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eval(['optim_options = optimset(optim_options,' options_.optim_opt ');']);
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end
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[xparam1,fval,exitflag] = fminunc(fh,xparam1,optim_options,gend, ...
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[xparam1,fval,exitflag] = fminunc(fh,xparam1,optim_options,gend, ...
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data);
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data);
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elseif options_.mode_compute == 4
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elseif options_.mode_compute == 4
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