129553579a
Merge remote-tracking branch 'ratto/master'
2012-06-08 18:24:18 +02:00
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
2fecf9946b
1) Extended optimizer = 5 for analytic derivatives;
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2) Start adapting identification routines to allow computation of analytic asymptotic Hessian with KF routines
2012-06-08 14:23:18 +02:00
bef3377a81
Rename line search function as csminwel1
2012-04-29 21:18:33 +02:00
ec022385c0
added info about each parameter for the sequence of univariate iterations.
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manually cherry picked from 4.2. branch:
1a5a294c5f93d5368052095e138f852aab1d3177
2012-02-10 17:37:02 +01:00
8612c7258b
Re-introduced a small selection of variables to save.
2011-11-04 09:23:10 +01:00
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
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
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
8a0dabd07d
use || and && as opposed to | and & where appropriate
2011-02-16 15:14:38 +01:00
7fb471e9cc
Slightly simplified checks in computing gradient and Hessian for optimizer = 5.
2011-02-14 11:51:15 +01:00
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
f83d7db907
Fix of .mat extension with save for octave.
2011-01-21 11:28:28 +01:00
47037687d5
fixed persistent variable initialization
2010-04-19 16:40:28 +02:00
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
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
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
f61a7c75db
glue for restricted Newton steps
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@940 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-28 10:47:53 +00:00
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
Sébastien Villemot
Marco Ratto
Stéphane Adjemian (Scylla)
Houtan Bastani
sebastien
ratto
michel