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trunk: changed to GPL headers in Marco Ratto's files 

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2433 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
sebastien 2009-02-20 16:53:09 +00:00
parent 52458e94ff
commit e287be53ca
4 changed files with 70 additions and 21 deletions
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28
matlab/dynare_sensitivity.m
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@ -1,19 +1,25 @@
function x0=dynare_sensitivity(options_gsa)
% Part of the Sensitivity Analysis Toolbox for DYNARE
% Frontend to the Sensitivity Analysis Toolbox for DYNARE
%
% Written by Marco Ratto, 2006
% Joint Research Centre, The European Commission,
% (http://eemc.jrc.ec.europa.eu/),
% marco.ratto@jrc.it
%
% Disclaimer: This software is not subject to copyright protection and is in the public domain.
% It is an experimental system. The Joint Research Centre of European Commission
% assumes no responsibility whatsoever for its use by other parties
% and makes no guarantees, expressed or implied, about its quality, reliability, or any other
% characteristic. We would appreciate acknowledgement if the software is used.
% Reference:
% M. Ratto, Global Sensitivity Analysis for Macroeconomic models, MIMEO, 2006.
% Copyright (C) 2008 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global M_ options_ oo_ bayestopt_ estim_params_

19
matlab/mr_gstep.m
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@ -1,10 +1,25 @@
function [f0, x, ig] = mr_gstep(func0,x,htol0,varargin)
% Copyright (C) 2005 Marco Ratto
%
% function [f0, x] = mr_gstep(func0,x,htol0,varargin)
%
% Gibbs type step in optimisation
% Copyright (C) 2006 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global bayestopt_ options_
persistent h1

25
matlab/mr_hessian.m
View File

@ -1,11 +1,11 @@
% Copyright (C) 2004 Marco Ratto
% adapted from Michel Juillard original rutine hessian.m
%
function [hessian_mat, gg, htol1, ihh, hh_mat0] = mr_hessian(func,x,hflag,htol0,varargin)
% [hessian_mat, gg, htol1, ihh, hh_mat0] = mr_hessian(func,x,hflag,htol0,varargin)
%
% numerical gradient and Hessian, with 'automatic' check of numerical
% error
%
% adapted from Michel Juillard original rutine hessian.m
%
% func = name of the function: func must give two outputs:
% - the log-likelihood AND the single contributions at times t=1,...,T
% of the log-likelihood to compute outer product gradient
@ -23,9 +23,24 @@
% derivatives
%
% varargin: other parameters of func
%
function [hessian_mat, gg, htol1, ihh, hh_mat0] = mr_hessian(func,x,hflag,htol0,varargin)
% Copyright (C) 2004-2008 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global options_ bayestopt_
persistent h1 htol

19
matlab/newrat.m
View File

@ -1,7 +1,4 @@
function [xparam1, hh, gg, fval, igg] = newrat(func0, x, hh, gg, igg, ftol0, nit, flagg, varargin)
%
% Copyright (C) 2004 Marco Ratto
%
% [xparam1, hh, gg, fval, igg] = newrat(func0, x, hh, gg, igg, ftol0, nit, flagg, varargin)
%
% Optimiser with outer product gradient and with sequences of univariate steps
@ -27,7 +24,23 @@ function [xparam1, hh, gg, fval, igg] = newrat(func0, x, hh, gg, igg, ftol0, nit
% flagg = 2, full numerical Hessian
%
% varargin = list of parameters for func0
% Copyright (C) 2004-2008 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global bayestopt_
icount=0;