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14 Commits (e36516f76699d9df18344df92f73d62ca681538a)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) cdc7e6b945 Changed logic in numgrad3 and numgrad5 (same as for numgrad2) + Cosmetic and efficiency changes. 2013-09-20 23:17:18 +02:00
Sébastien Villemot 1f9cea669a Update copyright notices 2012-06-08 18:22:34 +02:00
Marco Ratto da9ec0f187 Estimation with analytic scores and hessian; 
This includes re-setting the list of output arguments in objective functions
Added test function
 2012-04-29 21:18:33 +02:00
Sébastien Villemot 02652f6eb8 Updated copyright notices 2011-02-04 17:27:33 +01:00
Stéphane Adjemian (Scylla) ed03fe89c9 Bug fix. 2010-06-24 12:41:52 +02:00
stepan 2d8945939d Commit 3335 was incomplete. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3337 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-10 23:10:14 +00:00
stepan 696e8ee140 Added a new input argument (epsilon) in gradient routines and csminwel.m. This parameter defines the length of the steps considered 
by numgrad routines to compute the gradient. The default value (defined in global_initialization.m) for this parameter is 1e-6. The
value of epsilon is stored in options_.gradient_epsilon.




git-svn-id: https://www.dynare.org/svn/dynare/trunk@3335 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-10 16:51:33 +00:00
stepan 3c4d69ace2 * Efficiency change in numgrad (two, three and five points formulas) files. Do not evaluate the objective function at x, this is already 
done in csminwel.m or in csminit.m.
* Fixed bug in the calling sequence of numgrad5.m (five points formula) in csminwel.m.
* Cosmetic changes.




git-svn-id: https://www.dynare.org/svn/dynare/trunk@3334 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-10 14:36:45 +00:00
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
sebastien 0c23ac2b06 v4 matlab: 
* fixed various copyright headers
* added URL pointer to C. Sims' original files
* removed obsolete dgamma.m


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2018 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-02 15:18:05 +00:00
sebastien dbe05bd9c8 v4 matlab: added copyright notice to C. Sims' files 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1976 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-01 13:28:14 +00:00
sebastien db50368418 v4 matlab: fixed some existing copyright headers (and some other minor header issues) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1974 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-01 12:40:33 +00:00
adjemian 20fb13f7c2 * Added five points formula for gradient evaluation. 
* Cosmetic changes in numgrad3.m

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1939 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-07-08 08:18:54 +00:00
adjemian 27886047cf * Changed numgrad.m. If fcn(x+h) is not well defined (for instance cost_flag=0 because of BK conditions) we compute the gradient using (fcn(x)-fcn(x-h))/h instead of the original formula (fcn(x+h)-fcn(x))/h. 
* Added function numgrad3.m. This new function uses a three point formula to compute the gradient. By default Dynare uses the two point formula. By setting options_.gradient_method=3 Dynare switches to the three point formula. Note that an input argument has been added to csminwel.
* Added automatic detection of needed constant in dsge-var model (may be problematic is some cases)

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1935 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-07-07 12:58:13 +00:00