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mode_compute = 10 calls simpsa algorithm.

time-shift
Stéphane Adjemian (Charybdis) 2013-10-02 15:30:55 +02:00
parent 9428007bcb
commit 3f16129e49
1 changed files with 3 additions and 1 deletions
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4
matlab/dynare_estimation_1.m
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@ -407,7 +407,9 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
[x, fval, COUNTEVAL, STOPFLAG, OUT, BESTEVER] = cmaes(func2str(objective_function),xparam1,H0,options_.cmaes,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
xparam1=BESTEVER.x;
disp(sprintf('\n Objective function at mode: %f',fval))
case 10
case 10
[xparam1, fval, exitflag] = simpsa(func2str(objective_function),xparam1,-inf(size(xparam1)),inf(size(xparam1)),[],dataset_,options_,M_,estim_params_,bayestopt_,oo_);
case 11
options_.cova_compute = 0 ;
[xparam1,stdh,lb_95,ub_95,med_param] = online_auxiliary_filter(xparam1,dataset_,options_,M_,estim_params_,bayestopt_,oo_) ;
case 101