Marco Ratto
560771bedc
Trap the case when second output of objective function is empty.
2012-10-01 08:50:47 +02:00
Sébastien Villemot
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
Marco Ratto
32c6c50d9c
Fixed optimizer = 5 for dsge-vars and all other cases that do not allow computing the outer product of gradient (non-linear optimizers as well).
2012-05-31 14:42:52 +02:00
Marco Ratto
8612c7258b
Re-introduced a small selection of variables to save.
2011-11-04 09:23:10 +01:00
Sébastien Villemot
6bdb220e0d
mr_gstep, mr_hessian: fix Octave compatibility issue
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These functions were saving the whole workspace (with a "save" command). This
workspace includes a function handle which Octave does not know how to save.
The quick fix was to remove these "save", since they also harm performance and
are only useful for debugging purposes.
2011-10-21 16:56:19 +02:00
Stéphane Adjemian (Scylla)
1dabbd8806
Fixed Marco's optimization routines (mode_compute==5).
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Added fs2000d.mod in the testsuite (test of Marco's optimization routines).
2011-10-03 12:19:41 +02:00
Marco Ratto
aac282d371
clean-up of commented lines in optimizer number 5;
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eliminated globals and persistent from mr_gstep;
2011-03-15 15:27:41 +01:00
Houtan Bastani
8a0dabd07d
use || and && as opposed to | and & where appropriate
2011-02-16 15:14:38 +01:00
Marco Ratto
7fb471e9cc
Slightly simplified checks in computing gradient and Hessian for optimizer = 5.
2011-02-14 11:51:15 +01:00
Sébastien Villemot
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
Sébastien Villemot
757a9067c0
Global reindentation of MATLAB files
2011-02-04 17:17:48 +01:00
Marco Ratto
f83d7db907
Fix of .mat extension with save for octave.
2011-01-21 11:28:28 +01:00
Marco Ratto
47037687d5
fixed persistent variable initialization
2010-04-19 16:40:28 +02:00
sebastien
502e3e1df8
Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:17:34 +00:00
ratto
d2b3beb3e7
Fixed bugs highlighted by Junior, occurring when some constraint is violated when computing gradients.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2857 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-13 06:59:36 +00:00
ratto
5856731338
Updated version using p2 in place of pstdev
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2774 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-19 09:02:32 +00:00
ratto
38ba90e004
Traps for bad x values in optimizer.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2611 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-20 12:09:44 +00:00
sebastien
e287be53ca
trunk: changed to GPL headers in Marco Ratto's files
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2433 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-20 16:53:09 +00:00
ratto
ee21ad44b8
refined the search of x increments for gradients when the parameters are near to boundaries.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2307 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-12 07:40:28 +00:00
ratto
49b00b976d
Fixed bug when actual parameter value is NULL.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1857 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-29 15:15:32 +00:00
michel
742df69762
v4 added M.Ratto's change to diffuse filter/smoother and optmizer
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@641 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-03 13:13:00 +00:00
michel
e62b80c658
v3+4: mr_hessian.m corrected by M. Ratto
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@592 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-09 15:53:39 +00:00
michel
c449f14021
adding M. Ratto's optimizer
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@449 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-09-11 09:48:39 +00:00