function [g, badg] = numgrad2(fcn,f0,x,epsilon,varargin) % function [g badg] = numgrad2(fcn,xvarargin) % Original file downloaded from: % http://sims.princeton.edu/yftp/optimize/mfiles/numgrad.m % Copyright (C) 1993-2007 Christopher Sims % Copyright (C) 2008-2010 Dynare Team % % This file is part of Dynare. % % Dynare is free software: you can redistribute it and/or modify % it under the terms of the GNU General Public License as published by % the Free Software Foundation, either version 3 of the License, or % (at your option) any later version. % % Dynare is distributed in the hope that it will be useful, % but WITHOUT ANY WARRANTY; without even the implied warranty of % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the % GNU General Public License for more details. % % You should have received a copy of the GNU General Public License % along with Dynare. If not, see . fh = NaN; delta = epsilon; n=length(x); tvec=delta*eye(n); g=zeros(n,1); badg=0; goog=1; scale=1; g0 = 0; for i=1:n if size(x,1)>size(x,2) tvecv=tvec(i,:); else tvecv=tvec(:,i); end [fh,junk1,junk2,cost_flag] = feval(fcn, x+scale*transpose(tvecv), varargin{:}); if cost_flag g0 = (fh - f0) / (scale*delta); else [fh,junk1,junk2,cost_flag] = feval(fcn, x-scale*transpose(tvecv), varargin{:}); if cost_flag g0 = (f0-fh) / (scale*delta); else goog = 0; end end if goog && abs(g0)< 1e15 g(i) = g0; else disp('bad gradient ------------------------') % fprintf('Gradient w.r.t. %3d: %10g\n',i,g0) g(i) = 0; badg = 1; end end