Added mode options.optimization_routine==0 (no optimization, just read the optimization_path.mat file).
parent
daf97deb04
commit
77570f40c7
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@ -66,9 +66,11 @@ if nargin>3
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end
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if ~master_is_running_a_job
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error('Master has to run one job!');
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end
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estimated_parameters_optimization_path = [NaN;xparam];
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save('optimization_path.mat','estimated_parameters_optimization_path');
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end
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if options.optimization_routine>0
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estimated_parameters_optimization_path = [NaN;xparam];
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save('optimization_path.mat','estimated_parameters_optimization_path');
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end
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disp(' ')
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disp('Master talks to its slaves...')
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disp(' ')
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@ -183,6 +185,11 @@ elseif options.optimization_routine==2
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else
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[param,fval,exitflag] = fminsearch('smm_objective',xparam,optim_options,sample_moments,weighting_matrix,options,parallel);
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end
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elseif options.optimization_routine==0% Compute the variance of the SMM estimator
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load('optimization_path.mat');
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tmp = sortrows(estimated_parameters_optimization_path',1);
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param = tmp(1,2:end);
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param
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end
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@ -147,7 +147,7 @@ end
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r = transpose(simulated_moments-sample_moments)*weighting_matrix*(simulated_moments-sample_moments);
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priorObjectiveValue = r;
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if exist('optimization_path.mat')
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if (options.optimization_routine>0) && exist('optimization_path.mat')
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load('optimization_path.mat');
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new_state = [ r; xparams];
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estimated_parameters_optimization_path = [ estimated_parameters_optimization_path , new_state ];
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