Johannes Pfeifer
39ed3eb3f0
Fix bugs related to allowing mode_compute to be a string
...
Crashes otherwise
2015-04-06 11:24:42 +02:00
Johannes Pfeifer
a81c9da9a2
Add simulated_annealing.m to optimizers
...
Restores compatibility of mode_compute=102
2015-04-06 11:08:20 +02:00
Johannes Pfeifer
405b1f7368
Add solvopt.m to Dynare optimizers
...
Restores compatibility of mode_compute=101
2015-04-06 11:05:12 +02:00
Marco Ratto
214dc74723
- Fixed bugs around analytic derivation.
...
- Fixed test routine, eliminating diffuse filter.
- Trapped incompatibility of diffuse filter with analytic derivation.
2015-04-01 09:00:51 +02:00
Marco Ratto
c881cfff17
Fixed issues related to newratflag.
...
This options relates to alternative numerical hessian computations:
optim=('Hessian',1) is the default dynare numeric Hessian
optim=('Hessian',0) is the outer product gradient
optim=('Hessian',2) is the 'mixed' outer product gradient, where diagonal elements using second order derivation formula,
Both 0 and 2 cases require univariate filters, to ensure using maximum number of individual densities.
2015-03-12 17:24:21 +01:00
Stéphane Adjemian (Charybdis)
392486273e
Fixed bug (options_.optim_opt is now initialized as an empty array).
2015-02-26 08:43:30 +01:00
Stéphane Adjemian (Charybdis)
83981125c9
Added missing routine and fixed licence header.
2015-02-24 20:42:19 +01:00
Stéphane Adjemian (Charybdis)
5ef340b8cf
Rewrote gmhmaxlik routine (mode_compute==6).
2015-02-24 20:34:35 +01:00
Stéphane Adjemian (Charybdis)
fac1d206ab
Use new wrapper for optimization algorithms when maximizing the prior density.
2015-02-23 18:26:34 +01:00
Stéphane Adjemian (Charybdis)
0ffb9dd6e2
Changed order of the input arguments in dynare_mimimize_objective.
...
It is more standard to have the name of the routine (defining the
objective to be minimized) as a first argument.
2015-02-23 14:35:41 +01:00
Stéphane Adjemian (Charybdis)
beb7826376
Moved optimization related routines in a common subfolder.
2015-02-23 14:26:07 +01:00