10af04c6d8
Use Unicode copyright symbol (in UTF-8 encoding) in all source files
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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
440a0e460b
Storage of results: use subfolder
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Ref. #1758
2021-07-23 14:12:17 +02:00
766fff88f6
Use secure URL for link to GNU licenses
2021-06-09 17:35:05 +02:00
6e0f104d7e
Bump minimal MATLAB version to R2014a
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Ref. #1713
2020-04-07 16:32:32 +02:00
bde2f1977c
MATLAB compatibility fix: skip mode_compute=3 test under R2009b
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In this version, fminunc fails due to Inf value.
2020-01-13 18:30:28 +01:00
b3d1e8412b
Add support for mode_compute=1 under Octave
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Since version 1.6, the optim Forge package has an implementation of fmincon.
Hence we can now use mode_compute=1 under Octave.
This commit also adds tests/optimizers/fs2000_1.mod to the testsuite. It will
be skipped under MATLAB if the optimization toolbox is not there, or under
Octave if optim ≥ 1.6 is not there.
2019-10-08 18:38:15 +02:00
052655e353
Changed some integration tests for lowering the execution time of the testsuite.
2017-03-17 18:24:56 +01:00
b14cf33c8f
Changed priors in tests/optimizers/fs2000_* integration tests.
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To avoid asymptote at zero on the autoregressive parameter rho.
2017-02-08 13:07:25 +00:00
5b73d7d59c
Added new optimization routine (particleswarm).
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Only available under Matlab if the Global Optimization Toolbox is installed.
2017-02-08 13:07:25 +00:00
df8ad833fb
Transform automatic loading of optimal_mh_scale_parameter.mat into option scale_file
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Closes #503
2016-08-22 16:27:32 +02:00
1f433f0c97
Expand fs2000_5.mod unit test to second Hessian computation method
2016-06-15 00:30:28 +02:00
450dd465fd
Reduce time intensity of unit tests by reducing number of iterations
2016-04-09 09:45:21 +02:00
f215e77a3e
Reduced execution time of tests/optimizers/fs2000_6.
2015-10-06 11:34:56 +02:00
71700dff76
Merge pull request #942 from JohannesPfeifer/TaRB_integration
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Integrate the TaRB-algorithm into Dynare
2015-06-19 14:30:56 +02:00
0769fd1cce
Add verbosity and SaveFile options to some optimizers
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Also moves additional optimizer-related files to corresponding subfolder
Closes #894
2015-06-08 16:44:44 +02:00
2479a4fa66
Delete redundant initval-block from fs2000.common.inc
2015-06-07 18:11:28 +02:00
1614805c17
Added missing dependency (testsuite).
2015-06-01 18:21:30 +02:00
5b0be85ba8
Removed integration tests estimation/{fs2000_mc6.mod, fs2000_mc6_mf.mod}.
2015-06-01 16:42:02 +02:00
f6c29d9eb4
Deletes redundant mode_compute tests and moves others to optimizers directory
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Closes #888
2015-04-24 09:42:23 +02:00
fff07396d2
Divided tests/optimizers/fs2000.mod into 12 mod files...
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Otherwise the execution of the testsuite is not parallelized. Also, added a test for
mode_compute=1 (if fmincon from Mathworks' Optimization toolbox is
available).
2015-04-16 22:26:24 +02:00
79d0310c10
Added traps if some optimization algorithm are not availabe (testsuite).
2015-04-15 12:48:03 +02:00
aea49e2fa0
Add unit test for mode_computations
2015-04-06 12:13:14 +02:00
Sébastien Villemot
Johannes Pfeifer
Stéphane Adjemian (Charybdis)