Sébastien Villemot
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
Sébastien Villemot
766fff88f6
Use secure URL for link to GNU licenses
2021-06-09 17:35:05 +02:00
Johannes Pfeifer
7df35bca35
newrat.m: only compute eig(hh) if output is actually required
2021-01-27 22:02:45 +01:00
Johannes Pfeifer
96b1ca3bee
mr_hessian.m: honor Save_files option
2021-01-27 21:38:03 +01:00
Johannes Pfeifer
1fc33a4c63
newrat.m: check for valid initial parameter
2021-01-27 21:38:03 +01:00
Johannes Pfeifer
6b592cbb00
newrat: Further replacement of varargins by explicit options
2020-07-08 11:44:34 +02:00
Johannes Pfeifer
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 (Scylla)
ce7cfccddb
Cosmetic changes.
2017-10-10 10:14:59 +02:00
Marco Ratto
da063b2e18
bug fix in optimizer 5 [newrat] for dsge_var_likelihood objective function. Fixes #1494
2017-10-09 17:53:19 +02:00
Stéphane Adjemian (Charybdis)
5417b27ac7
Fixed indentation of matlab files.
2017-05-16 15:10:20 +02:00
Stéphane Adjemian (Charybdis)
a53636e24e
Fixed copyright notices.
2017-05-16 14:11:15 +02:00
Stéphane Adjemian (Charybdis)
88e1701289
Removed useless commas and semicolons.
2017-05-16 13:24:46 +02:00
Johannes Pfeifer
2446ab02ba
Transform persistent variables of newrat.m into function arguments
2016-06-15 00:30:28 +02:00
Johannes Pfeifer
0c00e28799
Remove objective_function_penalty_base
2016-06-15 00:30:28 +02:00
Johannes Pfeifer
0eba93dd71
Add missing input argument in newrat.m to prevent crashes
2015-11-28 14:06:10 +01:00
Marco Ratto
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
Michel Juillard
6502c311a0
replaced global timer by local timer
2015-10-10 14:33:30 +02:00
Michel Juillard
f7f158f078
Revert "removed global objective_function_penalty_base"
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This reverts commit 5ade8d7c6f
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2015-10-09 14:23:32 +02:00
Michel Juillard
f464760c45
Revert "remove global objective_function_penalty_base"
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This reverts commit cf858c7fcb
.
2015-10-09 14:23:31 +02:00
Michel Juillard
035adeb89e
Revert "More fixing related to objective_function_penalty_base"
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This reverts commit 1ad8df4635
.
2015-10-09 14:23:31 +02:00
Michel Juillard
7202c497de
Revert "removed initialization of mr_hessian()"
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This reverts commit f48a026d89
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2015-10-09 14:23:31 +02:00
Michel Juillard
f48a026d89
removed initialization of mr_hessian()
2015-10-08 20:57:00 +02:00
Michel Juillard
1ad8df4635
More fixing related to objective_function_penalty_base
2015-10-08 20:57:00 +02:00
Michel Juillard
cf858c7fcb
remove global objective_function_penalty_base
2015-10-08 20:57:00 +02:00
Michel Juillard
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
Johannes Pfeifer
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