3895da48a1
🐛 Enable analytic_derivation for csminwel
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Requires column vector output
2023-09-12 13:26:25 +02:00
e413696277
Octave compatibility fix: the 3rd output argument to fminsearch was added in Octave 4.4
2023-04-17 18:10:35 +02:00
10af04c6d8
Use Unicode copyright symbol (in UTF-8 encoding) in all source files
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It is now supported by the MATLAB editor (as of R2022a).
The old ASCII notation is left in some files that we copy as-is from other
sources (e.g. in the contrib/ and m4/ subdirectories).
The particles submodule is not updated at this point, because it is in an
inconsistent state.
[skip ci]
2022-04-13 14:54:25 +02:00
7f3bc60ce0
lsqnonlin only supported for method_of_moments
2022-01-04 14:33:05 +01:00
fdb14b3af8
IVF: turn off near-singularity warning in estimation
2021-12-14 11:21:16 +01:00
766fff88f6
Use secure URL for link to GNU licenses
2021-06-09 17:35:05 +02:00
5c3b0ebc95
better handle newrat options, avoiding to treat newratflag in two places
2021-02-13 16:44:50 +01:00
5fc29ace8f
Merge branch 'octave_typo' of git.dynare.org:JohannesPfeifer/dynare
2021-01-29 11:19:13 +01:00
585781bd4c
dynare_minimize_objective.m: use analytic gradient if specified
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Bug introduced in ce3e4412
2021-01-29 11:10:59 +01:00
20c00d5a02
dynare_minimize_objective: fix analytic derivatives in mode_compute=13 for Octave and MATLAB < R2016a
2021-01-29 11:02:23 +01:00
ce3e441205
dynare_minimize_objective.m: restore octave compatibility
2021-01-27 14:56:24 +01:00
1ee788e61b
dynare_minimize_objective.m: reorder 13 to come before 101
2021-01-24 17:41:17 +01:00
25803a6842
dynare_minimize_objective: fix use of analytic derivatives by employing wrapper function
2021-01-24 17:40:24 +01:00
ff4278070a
dynare_minimize_objective.m: replace optimset by optimoptions to allow for both Pre and post R2016a option names
2021-01-24 09:21:09 +01:00
03641585e4
✅ Fix lsqnonlin in Octave
2020-11-26 17:07:46 +01:00
3615962a61
First draft of method of moments toolbox with GMM and SMM
2020-07-16 11:38:38 +02:00
d10242fbab
dynare_minimize_objective.m: change parameter names to expected cell array
2020-07-08 11:44:47 +02:00
6b592cbb00
newrat: Further replacement of varargins by explicit options
2020-07-08 11:44:34 +02:00
4a9f9263df
Make newrat and gmhmaxlik independent of varargin inputs
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Makes the optimizers useable in other contexts where varargin is different
2020-06-23 15:04:11 +02:00
Stéphane Adjemian (Charybdis)
fb19cce284
Fixed online filter (wrong number of arguments).
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[skip ci]
2020-02-15 13:58:48 +01:00
49dc997073
Global reindentation of MATLAB code (excluding submodules)
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Also convert to Unix end-of-lines, and remove trailing whitespaces.
2019-12-20 16:30:27 +01:00
71996fd077
Error out if mode_compute=12 and under Octave, or MATLAB w/o global optim tbox
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[skip ci]
2019-10-09 12:30:41 +02:00
b3d1e8412b
Add support for mode_compute=1 under Octave
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Since version 1.6, the optim Forge package has an implementation of fmincon.
Hence we can now use mode_compute=1 under Octave.
This commit also adds tests/optimizers/fs2000_1.mod to the testsuite. It will
be skipped under MATLAB if the optimization toolbox is not there, or under
Octave if optim ≥ 1.6 is not there.
2019-10-08 18:38:15 +02:00
108854a484
Bug fix. verbosity option was not honoured in simplex algorithm (8).
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Thanks to Reuben for reporting.
2018-10-06 17:50:37 +02:00
7cbac0c989
Fix user_has_octave_forge_package
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Packages are no longer autoloaded, so testing whether they are "Loaded" does
not work in all cases.
The function now ensures that the package is loaded.
2018-06-05 19:53:02 +02:00
5417b27ac7
Fixed indentation of matlab files.
2017-05-16 15:10:20 +02:00
a53636e24e
Fixed copyright notices.
2017-05-16 14:11:15 +02:00
88e1701289
Removed useless commas and semicolons.
2017-05-16 13:24:46 +02:00
f1123200e5
mode_compute=9: Make sure initial search volume (SIGMA) is not badly conditioned
2017-04-12 13:39:34 +02:00
5b73d7d59c
Added new optimization routine (particleswarm).
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Only available under Matlab if the Global Optimization Toolbox is installed.
2017-02-08 13:07:25 +00:00
46cdaf8e0a
fiminsearch only has two output args under Octave
2016-10-21 17:40:27 +02:00
744b52d362
fix bug introduced in 1c892bb3e9
2016-09-27 15:28:43 +02:00
1c892bb3e9
octave: try to load the needed package before ending with an error
2016-09-27 15:26:59 +02:00
2446ab02ba
Transform persistent variables of newrat.m into function arguments
2016-06-15 00:30:28 +02:00
676182f550
Cosmetic fix to dynare_minimize_objective.m
2016-05-22 11:41:54 +02:00
2d59920a70
- systematically check bounds for each parameter during optimization
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- make htol adaptive to each parameter to speed up computations
2015-10-13 11:07:01 +02:00
fd9f2db79d
Allow resuming previous run of CMAES
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Also enables saving of intermediate results, consistent with the manual.
2015-10-11 19:13:48 +02:00
df47be4076
Properly set bounds and H0 for CMAES
2015-10-11 18:21:25 +02:00
f7f158f078
Revert "removed global objective_function_penalty_base"
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This reverts commit 5ade8d7c6f
2015-10-09 14:23:32 +02:00
a7a3bbef89
Revert "reset newratflag = 0 in dynare_minimize_objective"
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This reverts commit d4cf3576e4
2015-10-09 14:23:31 +02:00
d4cf3576e4
reset newratflag = 0 in dynare_minimize_objective
2015-10-08 20:57:00 +02:00
5ade8d7c6f
removed global objective_function_penalty_base
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added penalty_objective_function.m and penalty_hessian.m
2015-10-08 20:57:00 +02:00
3bf13dd53b
Add functionality for TaRB
2015-06-08 16:44:44 +02:00
0769fd1cce
Add verbosity and SaveFile options to some optimizers
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Also moves additional optimizer-related files to corresponding subfolder
Closes #894
2015-06-08 16:44:44 +02:00
b53578dc80
Completed description of minimizer_algorithm input argument.
2015-06-01 16:42:02 +02:00
05635a4546
Change dynare_minimize_objective.m to use the correct field when selecting user-defined optimizer.
2015-06-01 16:42:02 +02:00
cb1fc3ec3c
Lift unnecessary restriction of not allowing simpsa with infinite bounds
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Introduction of options_.huge_number makes this redundant
2015-05-13 20:33:14 +02:00
f960e7bb68
Merged branch simpsa-inf-fix.
2015-05-07 16:01:43 +02:00
6d0dfc2d3f
Do not use hard coded value for the finite interval replacing unbounded intervals in simpsa and simulated annealing algorithms.
2015-05-07 15:59:46 +02:00
8eaa645800
Fix compatibility of mode_compute=7
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Uses wrapper as for mode_compute=3 to restore to conform to Octave syntax
2015-04-22 11:08:32 +02:00
Johannes Pfeifer
Sébastien Villemot
Willi Mutschler
Marco Ratto
Stéphane Adjemian (Charybdis)
Stéphane Adjemia (Scylla)
Stéphane Adjemian (Charybdis)
Houtan Bastani
Marco Ratto
Michel Juillard