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

Cosmetic changes.

time-shift
Stéphane Adjemian (Charybdis) 2013-10-03 11:01:11 +02:00
parent 51e4e490d6
commit 62cad6ff44
1 changed files with 5 additions and 7 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

12
matlab/dynare_estimation_1.m
View File

@ -214,8 +214,7 @@ if isequal(options_.mode_compute,0) && isempty(options_.mode_file) && options_.m
return
end
%% Estimation of the posterior mode or likelihood mode
% Estimation of the posterior mode or likelihood mode
if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
switch options_.mode_compute
case 1
@ -224,17 +223,16 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
elseif ~user_has_matlab_license('optimization_toolbox')
error('Option mode_compute=1 requires the Optimization Toolbox')
end
optim_options = optimset('display','iter','LargeScale','off', ...
'MaxFunEvals',100000,'TolFun',1e-8,'TolX',1e-6);
% Set default optimization options for fmincon.
optim_options = optimset('display','iter', 'LargeScale','off', 'MaxFunEvals',100000, 'TolFun',1e-8, 'TolX',1e-6);
if isfield(options_,'optim_opt')
eval(['optim_options = optimset(optim_options,' options_.optim_opt ');']);
end
if options_.analytic_derivation,
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_);
[xparam1,fval,exitflag,output,lamdba,grad,hessian_fmincon] = ...
fmincon(objective_function,xparam1,[],[],[],[],lb,ub,[],optim_options,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
case 2
error('ESTIMATION: mode_compute=2 option (Lester Ingber''s Adaptive Simulated Annealing) is no longer available')
case 3