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Save the names of the estimated parameters in <MODEL_NAME>_mode.mat when mode_compute is equal to six (stochastic optimization).

time-shift
Stéphane Adjemian (Charybdis) 2012-09-27 14:55:57 +02:00
parent dd0190bba9
commit 3744061112
1 changed files with 2 additions and 0 deletions
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matlab/dynare_estimation_1.m
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@ -315,6 +315,8 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
save([M_.fname '_optimal_mh_scale_parameter.mat'],'Scale');
bayestopt_.jscale = ones(length(xparam1),1)*Scale;
end
parameter_names = bayestopt_.name;
save([M_.fname '_mode.mat'],'xparam1','hh','parameter_names');
case 7
% Matlab's simplex (Optimization toolbox needed).
optim_options = optimset('display','iter','MaxFunEvals',1000000,'MaxIter',6000,'TolFun',1e-8,'TolX',1e-6);