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Provide more sensible lower and upper bounds for simpsa algorithm.

time-shift
Stéphane Adjemian (Charybdis) 2013-10-02 16:45:16 +02:00
parent 3f16129e49
commit fb0ccdd5d2
1 changed files with 1 additions and 1 deletions
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2
matlab/dynare_estimation_1.m
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@ -408,7 +408,7 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
xparam1=BESTEVER.x;
disp(sprintf('\n Objective function at mode: %f',fval))
case 10
[xparam1, fval, exitflag] = simpsa(func2str(objective_function),xparam1,-inf(size(xparam1)),inf(size(xparam1)),[],dataset_,options_,M_,estim_params_,bayestopt_,oo_);
[xparam1, fval, exitflag] = simpsa(func2str(objective_function),xparam1,lb,ub,[],dataset_,options_,M_,estim_params_,bayestopt_,oo_);
case 11
options_.cova_compute = 0 ;
[xparam1,stdh,lb_95,ub_95,med_param] = online_auxiliary_filter(xparam1,dataset_,options_,M_,estim_params_,bayestopt_,oo_) ;