From 40e1e60fd1171776ac426e371e6b6ae888386b70 Mon Sep 17 00:00:00 2001 From: Marco Ratto Date: Thu, 5 Jul 2012 10:22:36 +0200 Subject: [PATCH] 1) changed options of optimizer n. 1 with analytic derivs; 2) force no analytic derivative with mode_check; --- matlab/dynare_estimation_1.m | 5 ++++- 1 file changed, 4 insertions(+), 1 deletion(-) diff --git a/matlab/dynare_estimation_1.m b/matlab/dynare_estimation_1.m index bd7af8380..8ac7a072c 100644 --- a/matlab/dynare_estimation_1.m +++ b/matlab/dynare_estimation_1.m @@ -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;