Marco Ratto
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fda047e19c
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updated penalty has to be properly passed to the objective function.
This relates should fix behaviour after commit 6b3bd9dd0b.
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2012-08-24 16:39:04 +02:00 |
Sébastien Villemot
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129553579a
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Merge remote-tracking branch 'ratto/master'
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2012-06-08 18:24:18 +02:00 |
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Sébastien Villemot
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1f9cea669a
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Update copyright notices
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2012-06-08 18:22:34 +02:00 |
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Marco Ratto
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2fecf9946b
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1) Extended optimizer = 5 for analytic derivatives;
2) Start adapting identification routines to allow computation of analytic asymptotic Hessian with KF routines
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2012-06-08 14:23:18 +02:00 |
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Marco Ratto
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32c6c50d9c
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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).
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2012-05-31 14:42:52 +02:00 |
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Marco Ratto
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3332a7f794
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Get rid of dsge_likelihood_hh.m in mode_compute=5
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2012-04-29 21:18:33 +02:00 |
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Marco Ratto
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9d5953403e
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allow tighter tolerance in htol if requested by the user.
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2011-11-07 09:21:36 +01:00 |
Stéphane Adjemian (Scylla)
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1dabbd8806
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Fixed Marco's optimization routines (mode_compute==5).
Added fs2000d.mod in the testsuite (test of Marco's optimization routines).
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2011-10-03 12:19:41 +02:00 |
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Marco Ratto
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aac282d371
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clean-up of commented lines in optimizer number 5;
eliminated globals and persistent from mr_gstep;
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2011-03-15 15:27:41 +01:00 |
Houtan Bastani
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8a0dabd07d
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use || and && as opposed to | and & where appropriate
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2011-02-16 15:14:38 +01:00 |
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Marco Ratto
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7fb471e9cc
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Slightly simplified checks in computing gradient and Hessian for optimizer = 5.
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2011-02-14 11:51:15 +01:00 |
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Sébastien Villemot
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02652f6eb8
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Updated copyright notices
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2011-02-04 17:27:33 +01:00 |
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Marco Ratto
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f83d7db907
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Fix of .mat extension with save for octave.
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2011-01-21 11:28:28 +01:00 |
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Marco Ratto
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47037687d5
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fixed persistent variable initialization
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2010-04-19 16:40:28 +02:00 |
sebastien
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502e3e1df8
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Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
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2009-12-16 17:17:34 +00:00 |
ratto
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38ba90e004
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Traps for bad x values in optimizer.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2611 ac1d8469-bf42-47a9-8791-bf33cf982152
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2009-04-20 12:09:44 +00:00 |
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sebastien
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e287be53ca
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trunk: changed to GPL headers in Marco Ratto's files
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2433 ac1d8469-bf42-47a9-8791-bf33cf982152
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2009-02-20 16:53:09 +00:00 |
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ratto
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0118791757
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Modified help and messages concerning the sequence of univariate steps.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2308 ac1d8469-bf42-47a9-8791-bf33cf982152
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2008-12-12 07:44:05 +00:00 |
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ratto
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b1a1ae0ada
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added restricted Newton steps
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@939 ac1d8469-bf42-47a9-8791-bf33cf982152
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2006-09-28 10:47:17 +00:00 |
michel
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71cf74483f
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v4: sensitivity code reshaped and optimizer updated [Marco]
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@679 ac1d8469-bf42-47a9-8791-bf33cf982152
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2006-03-13 11:46:43 +00:00 |
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michel
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742df69762
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v4 added M.Ratto's change to diffuse filter/smoother and optmizer
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@641 ac1d8469-bf42-47a9-8791-bf33cf982152
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2006-03-03 13:13:00 +00:00 |
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michel
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c449f14021
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adding M. Ratto's optimizer
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@449 ac1d8469-bf42-47a9-8791-bf33cf982152
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2005-09-11 09:48:39 +00:00 |