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Merge branch 'cosmetics_header' of git.dynare.org:JohannesPfeifer/dynare 

Ref. !1979
pac-components
Sébastien Villemot 2021-12-15 10:26:52 +01:00
parent 488ab7a979 3dc398f590
commit 600e468448
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2 changed files with 6 additions and 3 deletions
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2
matlab/dsge_likelihood.m
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@ -132,7 +132,7 @@ function [fval,info,exit_flag,DLIK,Hess,SteadyState,trend_coeff,Model,DynareOpti
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
% AUTHOR(S) stephane DOT adjemian AT univ DASH lemans DOT FR
% Initial author: stephane DOT adjemian AT univ DASH lemans DOT FR
% Initialization of the returned variables and others...
fval = [];

7
matlab/dynare_estimation_1.m
View File

@ -228,7 +228,9 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,bounds,oo_);
options_.analytic_derivation = ana_deriv_old;
elseif ~isnumeric(options_.mode_compute) || ~(isequal(options_.mode_compute,5) && newratflag~=1 && strcmp(func2str(objective_function),'dsge_likelihood'))
% with flag==0 or 2, we force to use the hessian from outer product gradient of optimizer 5
% enter here if i) not mode_compute_5, ii) if mode_compute_5 and newratflag==1;
% with flag==0 or 2 and dsge_likelihood, we force to use
% the hessian from outer product gradient of optimizer 5 below
if options_.hessian.use_penalized_objective
penalized_objective_function = str2func('penalty_objective_function');
hh = hessian(penalized_objective_function, xparam1, options_.gstep, objective_function, fval, dataset_, dataset_info, options_, M_, estim_params_, bayestopt_, bounds,oo_);
@ -237,7 +239,8 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
end
hh = reshape(hh, nx, nx);
elseif isnumeric(options_.mode_compute) && isequal(options_.mode_compute,5)
% other numerical hessian options available with optimizer 5
% other numerical hessian options available with optimizer
% 5 and dsge_likelihood
%
% if newratflag == 0
% compute outer product gradient of optimizer 5