Commit Graph

29 Commits (6adf1c26392d737dc31844aa3add0441e040f4a8)

Author SHA1 Message Date
Johannes Pfeifer 879d92fbf8 Move many functions towards consistent naming
Related to #1776
2023-10-24 22:21:15 +02:00
Johannes Pfeifer 2eb9475e0e
🐛 make sure output arguments are set before return 2023-10-11 09:26:03 -04:00
Johannes Pfeifer b8a1b63572 newrat.m: clean up files 2023-09-12 13:32:16 +02:00
Sébastien Villemot 10af04c6d8
Use Unicode copyright symbol (in UTF-8 encoding) in all source files
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
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
- 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"
This reverts commit 5ade8d7c6f.
2015-10-09 14:23:32 +02:00
Michel Juillard f464760c45 Revert "remove global objective_function_penalty_base"
This reverts commit cf858c7fcb.
2015-10-09 14:23:31 +02:00
Michel Juillard 035adeb89e Revert "More fixing related to objective_function_penalty_base"
This reverts commit 1ad8df4635.
2015-10-09 14:23:31 +02:00
Michel Juillard 7202c497de Revert "removed initialization of mr_hessian()"
This reverts commit f48a026d89.
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
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
Also moves additional optimizer-related files to corresponding subfolder
Closes #894
2015-06-08 16:44:44 +02:00