function [f0, x, ig] = mr_gstep(h1,x,func0,htol0,varargin) % function [f0, x, ig] = mr_gstep(h1,x,func0,htol0,varargin) % % Gibbs type step in optimisation % Copyright (C) 2006-2011 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 nargin<4, htol = 1.e-6; else htol = htol0; end func = str2func(func0); f0=feval(func,x,varargin{:}); xh1=x; f1=zeros(size(f0,1),n); f_1=f1; i=0; ig=zeros(n,1); while i1.e-12, % hh(i) = abs(1/( (f1(i)+f_1(i)-2*f0)./(h1(i)*h1(i)) )); % else % hh(i) = 1; % end if gg(i)*(hh(i)*gg(i))/2 > htol, [f0 x fc retcode] = csminit(func0,x,f0,gg,0,diag(hh),varargin{:}); ig(i)=1; end xh1=x; end save gstep.mat end save gstep.mat