ad0c29262b
Cosmetic. Renamed DsgeVarLikelihood as dsge_var_likelihood.
2013-11-16 23:33:37 +01:00
0cdfe4d6c7
Added new routines for computing gradients (options 13 and 15).
2013-09-20 23:17:18 +02:00
d116fea0d9
Removed useless routines for gradient evaluation (called by csminwell).
2013-09-20 23:17:17 +02:00
af7ac86996
Initialize returned variables.
2012-09-24 12:59:04 +02:00
d0d0b6ed52
Use new numgrad routines.
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options_.gradient method = {12,22} two points formula.
options_.gradient method = {13,23} three points formula.
options_.gradient method = {15,25} four points formula.
Still need to decide what to do with (local) option zgrad.
2012-09-21 17:05:36 +02:00
d60202616a
fixed problem with penalty in estimation. Created a new global scalar:
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objective_function_penalty_base. It is the only simple way that I
found to keep csminwel1.m to be able to handle general functions.
2012-08-28 12:17:07 +02:00
fda047e19c
updated penalty has to be properly passed to the objective function.
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This relates should fix behaviour after commit 6b3bd9dd0b
2012-08-24 16:39:04 +02:00
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
82e9336346
Fixed call to renamed bfgsi1.m
2012-05-31 14:41:41 +02:00
da9ec0f187
Estimation with analytic scores and hessian;
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This includes re-setting the list of output arguments in objective functions
Added test function
2012-04-29 21:18:33 +02:00
f4e3925860
Rename bfgsi.m to bfgsi1.m to avoid clash with the one provided by Tao Zha
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Closes : #215
2012-04-20 17:25:08 +02:00
929df4f070
Renamed some files related to csminwel
2011-06-23 15:57:06 +02:00
43479f6ef3
use short-circuit ops (|| and &&) as opposed to (| and &) to avoid warnings in Octave (and save time)
2011-02-10 15:54:23 +01:00
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
61aca0c915
renamed csminwel() to csminwel1() to avoid name clash with a different version used in SWZ
2010-07-28 15:26:56 +02:00
Stéphane Adjemian (Charybdis)
Michel Juillard
Marco Ratto
Sébastien Villemot
Houtan Bastani
Michel Juillard