function [f0, x, ig] = mr_gstep(h1,x,bounds,func0,penalty,htol0,Verbose,Save_files,varargin) % [f0, x, ig] = mr_gstep(h1,x,bounds,func0,penalty,htol0,Verbose,Save_files,varargin) % % Gibbs type step in optimisation % % varargin{1} --> DynareDataset % varargin{2} --> DatasetInfo % varargin{3} --> DynareOptions % varargin{4} --> Model % varargin{5} --> EstimatedParameters % varargin{6} --> BayesInfo % varargin{1} --> DynareResults % Copyright (C) 2006-2017 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 . n=size(x,1); if isempty(h1) h1=varargin{3}.gradient_epsilon*ones(n,1); end if isempty(htol0) htol = 1.e-6; else htol = htol0; end if length(htol)==1 htol=htol*ones(n,1); end f0=penalty_objective_function(x,func0,penalty,varargin{:}); xh1=x; f1=zeros(size(f0,1),n); f_1=f1; i=0; ig=zeros(n,1); while i htol(i) [f0, x, fc, retcode] = csminit1(func0,x,penalty,f0,gg,0,diag(hh),Verbose,varargin{:}); ig(i)=1; if Verbose fprintf(['Done for param %s = %8.4f\n'],varargin{6}.name{i},x(i)) end end xh1=x; end x = check_bounds(x,bounds); if Save_files save('gstep.mat','x','h1','f0') end end if Save_files save('gstep.mat','x','h1','f0') end return function x = check_bounds(x,bounds) inx = find(x>=bounds(:,2)); if ~isempty(inx) x(inx) = bounds(inx,2)-eps; end inx = find(x<=bounds(:,1)); if ~isempty(inx) x(inx) = bounds(inx,1)+eps; end