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

1) changed options of optimizer n. 1 with analytic derivs; 

2) force no analytic derivative with mode_check;
time-shift
Marco Ratto 2012-07-05 10:22:36 +02:00
parent ed4d37341c
commit 40e1e60fd1
1 changed files with 4 additions and 1 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

5
matlab/dynare_estimation_1.m
View File

@ -186,7 +186,7 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
eval(['optim_options = optimset(optim_options,' options_.optim_opt ');']);
end
if options_.analytic_derivation,
optim_options = optimset(optim_options,'GradObj','on');
optim_options = optimset(optim_options,'GradObj','on','TolX',1e-7);
end
[xparam1,fval,exitflag,output,lamdba,grad,hessian_fmincon] = ...
fmincon(objective_function,xparam1,[],[],[],[],lb,ub,[],optim_options,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
@ -426,7 +426,10 @@ if ~options_.mh_posterior_mode_estimation && options_.cova_compute
end
if options_.mode_check == 1 && ~options_.mh_posterior_mode_estimation
ana_deriv = options_.analytic_derivation;
options_.analytic_derivation = 0;
mode_check(objective_function,xparam1,hh,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
options_.analytic_derivation = ana_deriv;
end
oo_.posterior.optimization.mode = xparam1;