commit
600e468448
|
@ -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 = [];
|
||||
|
|
|
@ -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
|
||||
|
|
Loading…
Reference in New Issue