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Fix bugs related to allowing mode_compute to be a string 

Crashes otherwise
time-shift
Johannes Pfeifer 2015-04-06 11:24:42 +02:00
parent a81c9da9a2
commit 39ed3eb3f0
3 changed files with 8 additions and 8 deletions
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2
matlab/dynare_estimation.m
View File

@ -91,7 +91,7 @@ else
dynare_estimation_1(var_list,dname);
end
if options_.mode_compute && options_.analytic_derivation,
if isnumeric(options_.mode_compute) && options_.mode_compute && options_.analytic_derivation,
options_.analytic_derivation=analytic_derivation0;
end

10
matlab/dynare_estimation_1.m
View File

@ -261,14 +261,14 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
[xparam1, fval, exitflag, hh, options_, Scale] = dynare_minimize_objective(objective_function,xparam1,options_.mode_compute,options_,[bounds.lb bounds.ub],bayestopt_.name,bayestopt_,hh,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,bounds,oo_);
fprintf('\nFinal value of minus the log posterior (or likelihood):%f \n', fval);
if options_.mode_compute==5 && options_.analytic_derivation==-1 %reset options changed by newrat
if isnumeric(options_.mode_compute) && options_.mode_compute==5 && options_.analytic_derivation==-1 %reset options changed by newrat
options_.analytic_derivation = options_analytic_derivation_old; %reset
elseif options_.mode_compute==6 %save scaling factor
elseif isnumeric(options_.mode_compute) && options_.mode_compute==6 %save scaling factor
save([M_.fname '_optimal_mh_scale_parameter.mat'],'Scale');
options_.mh_jscale = Scale;
bayestopt_.jscale = ones(length(xparam1),1)*Scale;
end
if ~isequal(options_.mode_compute,6) %always already computes covariance matrix
if ~isnumeric(options_.mode_compute) || ~isequal(options_.mode_compute,6) %always already computes covariance matrix
if options_.cova_compute == 1 %user did not request covariance not to be computed
if options_.analytic_derivation && strcmp(func2str(objective_function),'dsge_likelihood'),
ana_deriv_old = options_.analytic_derivation;
@ -276,12 +276,12 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
[junk1, junk2, hh] = feval(objective_function,xparam1, ...
dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,bounds,oo_);
options_.analytic_derivation = ana_deriv_old;
elseif ~(isequal(options_.mode_compute,5) && newratflag~=1),
elseif ~isnumeric(options_.mode_compute) || ~(isequal(options_.mode_compute,5) && newratflag~=1),
% with flag==0, we force to use the hessian from outer
% product gradient of optimizer 5
hh = reshape(hessian(objective_function,xparam1, ...
options_.gstep,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,bounds,oo_),nx,nx);
elseif isequal(options_.mode_compute,5)
elseif isnumeric(options_.mode_compute) && isequal(options_.mode_compute,5)
% other numerical hessian options available with optimizer 5
%
% if newratflag == 0

4
matlab/optimization/dynare_minimize_objective.m
View File

@ -46,14 +46,14 @@ function [opt_par_values,fval,exitflag,hessian_mat,options_,Scale]=dynare_minimi
%% set bounds and parameter names if not already set
n_params=size(start_par_value,1);
if isempty(bounds)
if minimizer_algorithm==10
if isnumeric(minimizer_algorithm) && minimizer_algorithm==10
error('Algorithm 10 (simpsa) requires upper and lower bounds')
else
bounds=[-Inf(n_params,1) Inf(n_params,1)];
end
end
if minimizer_algorithm==10 && any(any(isinf(bounds)))
if isnumeric(minimizer_algorithm) && minimizer_algorithm==10 && any(any(isinf(bounds)))
error('Algorithm 10 (simpsa) requires finite upper and lower bounds')
end