function [g, badg] = numgrad2_(fcn,f0,x,epsilon,scale,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) 2012 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*max(abs(x)); n = length(x); g = zeros(n,1); badg=0; goog=1; g0 = 0; for i=1:n xiold = x(i); h = step_length_correction(xiold,scale,i)*delta; x(i) = xiold + h; [fh,junk1,junk2,cost_flag] = feval(fcn, x, varargin{:}); if cost_flag g0 = (fh - f0)/h; else x(i) = xiold - h; [fh,junk1,junk2,cost_flag] = feval(fcn, x, varargin{:}); if cost_flag g0 = (f0-fh)/h; 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 x(i) = xiold; end