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@ -39,7 +39,7 @@ License: public-domain
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Journal of Economic Dynamics and Control, 2010, vol. 34, issue 3,
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pages 472-489
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Files: matlab/bfgsi.m matlab/csolve.m matlab/csminit1.m matlab/numgrad2.m
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Files: matlab/bfgsi1.m matlab/csolve.m matlab/csminit1.m matlab/numgrad2.m
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matlab/numgrad3.m matlab/numgrad5.m matlab/csminwel.m matlab/bvar_density.m
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matlab/bvar_toolbox.m matlab/partial_information/PI_gensys.m matlab/qzswitch.m
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matlab/qzdiv.m
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@ -1,5 +1,5 @@
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function H = bfgsi(H0,dg,dx)
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% H = bfgsi(H0,dg,dx)
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function H = bfgsi1(H0,dg,dx)
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% H = bfgsi1(H0,dg,dx)
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% dg is previous change in gradient; dx is previous change in x;
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% 6/8/93 version that updates inverse hessian instead of hessian
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% itself.
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@ -273,7 +273,7 @@ while ~done
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%badgh
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stuck = (abs(fh-f) < crit);
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if (~badg) && (~badgh) && (~stuck)
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H = bfgsi(H,gh-g,xh-x);
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H = bfgsi1(H,gh-g,xh-x);
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end
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if Verbose
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disp('----')
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