Stéphane Adjemian (Charybdis)
|
4052d4ccaf
|
Cosmetic changes. Use skipline() instead of disp(' ').
|
2013-07-10 17:12:34 +02:00 |
Sébastien Villemot
|
61485ab809
|
Fix copyright notices
|
2013-06-12 17:04:46 +02:00 |
Marco Ratto
|
afc2454913
|
Bug fix: when no analytic derivation and change in x very small.
|
2013-04-30 11:38:18 +02:00 |
|
Marco Ratto
|
892df90629
|
1) Make the occurrence of sequences of univariate steps more likely;
2) also impose a sequence of univariate steps in the first iteration;
|
2012-11-26 08:25:12 +01:00 |
Michel Juillard
|
d60202616a
|
fixed problem with penalty in estimation. Created a new global scalar:
objective_function_penalty_base. It is the only simple way that I
found to keep csminwel1.m to be able to handle general functions.
|
2012-08-28 12:17:07 +02:00 |
|
Marco Ratto
|
fda047e19c
|
updated penalty has to be properly passed to the objective function.
This relates should fix behaviour after commit 6b3bd9dd0b.
|
2012-08-24 16:39:04 +02:00 |
Sébastien Villemot
|
129553579a
|
Merge remote-tracking branch 'ratto/master'
|
2012-06-08 18:24:18 +02:00 |
|
Sébastien Villemot
|
1f9cea669a
|
Update copyright notices
|
2012-06-08 18:22:34 +02:00 |
|
Marco Ratto
|
2fecf9946b
|
1) Extended optimizer = 5 for analytic derivatives;
2) Start adapting identification routines to allow computation of analytic asymptotic Hessian with KF routines
|
2012-06-08 14:23:18 +02:00 |
|
Marco Ratto
|
32c6c50d9c
|
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).
|
2012-05-31 14:42:52 +02:00 |
|
Marco Ratto
|
3332a7f794
|
Get rid of dsge_likelihood_hh.m in mode_compute=5
|
2012-04-29 21:18:33 +02:00 |
|
Marco Ratto
|
9d5953403e
|
allow tighter tolerance in htol if requested by the user.
|
2011-11-07 09:21:36 +01:00 |
|
Stéphane Adjemian (Scylla)
|
1dabbd8806
|
Fixed Marco's optimization routines (mode_compute==5).
Added fs2000d.mod in the testsuite (test of Marco's optimization routines).
|
2011-10-03 12:19:41 +02:00 |
|
Marco Ratto
|
aac282d371
|
clean-up of commented lines in optimizer number 5;
eliminated globals and persistent from mr_gstep;
|
2011-03-15 15:27:41 +01:00 |
Houtan Bastani
|
8a0dabd07d
|
use || and && as opposed to | and & where appropriate
|
2011-02-16 15:14:38 +01:00 |
|
Marco Ratto
|
7fb471e9cc
|
Slightly simplified checks in computing gradient and Hessian for optimizer = 5.
|
2011-02-14 11:51:15 +01:00 |
|
Sébastien Villemot
|
02652f6eb8
|
Updated copyright notices
|
2011-02-04 17:27:33 +01:00 |
|
Marco Ratto
|
f83d7db907
|
Fix of .mat extension with save for octave.
|
2011-01-21 11:28:28 +01:00 |
|
Marco Ratto
|
47037687d5
|
fixed persistent variable initialization
|
2010-04-19 16:40:28 +02:00 |
sebastien
|
502e3e1df8
|
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
|
2009-12-16 17:17:34 +00:00 |
ratto
|
38ba90e004
|
Traps for bad x values in optimizer.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2611 ac1d8469-bf42-47a9-8791-bf33cf982152
|
2009-04-20 12:09:44 +00:00 |
|
sebastien
|
e287be53ca
|
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
|
2009-02-20 16:53:09 +00:00 |
|
ratto
|
0118791757
|
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
|
2008-12-12 07:44:05 +00:00 |
|
ratto
|
b1a1ae0ada
|
added restricted Newton steps
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@939 ac1d8469-bf42-47a9-8791-bf33cf982152
|
2006-09-28 10:47:17 +00:00 |
michel
|
71cf74483f
|
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
|
2006-03-13 11:46:43 +00:00 |
|
michel
|
742df69762
|
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
|
2006-03-03 13:13:00 +00:00 |
|
michel
|
c449f14021
|
adding M. Ratto's optimizer
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@449 ac1d8469-bf42-47a9-8791-bf33cf982152
|
2005-09-11 09:48:39 +00:00 |