stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Do not print the message "The most negative..." if the hessian of 

minus the posterior kernel is positive definite.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2557 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
stepan 2009-04-06 14:48:30 +00:00
parent aa31417a05
commit 2b0f2d5fd1
1 changed files with 10 additions and 7 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

17
matlab/mode_check.m
View File

@ -18,7 +18,7 @@ function mode_check(x,fval,hessian,gend,data,lb,ub,data_index,number_of_observat
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2003-2008 Dynare Team
% Copyright (C) 2003-2009 Dynare Team
%
% This file is part of Dynare.
%
@ -38,13 +38,16 @@ function mode_check(x,fval,hessian,gend,data,lb,ub,data_index,number_of_observat
global bayestopt_ M_ options_
TeX = options_.TeX;
[s_min,k] = min(diag(hessian))
[ s_min, k ] = min(diag(hessian)) ;
disp('\nMODE CHECK\n')
disp(sprintf('Fval obtained by fmincon: %f', fval))
disp(bayestopt_.name)
cname = bayestopt_.name{k};
disp(sprintf('Most negative variance %f for parameter %d (%s = %f)',s_min,k,cname,x(k)))
disp(' ')
disp('MODE CHECK')
disp(' ')
disp(sprintf('Fval obtained by the minimization routine: %f', fval))
disp(' ')
if s_min<eps
disp(sprintf('Most negative variance %f for parameter %d (%s = %f)', s_min, k , bayestopt_.name{k}, x(k)))
end
[nbplt,nr,nc,lr,lc,nstar] = pltorg(length(x));