44 lines
2.3 KiB
Matlab
44 lines
2.3 KiB
Matlab
function [fval,info,exit_flag,DLIK,Hess,SteadyState,trend_coeff] = TaRB_optimizer_wrapper(optpar,par_vector,parameterindices,TargetFun,varargin)
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% function [fval,info,exit_flag,DLIK,Hess,SteadyState,trend_coeff] = TaRB_optimizer_wrapper(optpar,par_vector,parameterindices,TargetFun,varargin)
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% Wrapper function for target function used in TaRB algorithm; reassembles
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% full parameter vector before calling target function
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%
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% INPUTS
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% o optpar [double] (p_opt*1) vector of subset of parameters to be considered
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% o par_vector [double] (p*1) full vector of parameters
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% o parameterindices [double] (p_opt*1) index of optpar entries in
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% par_vector
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% o TargetFun [char] string specifying the name of the objective
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% function (posterior kernel).
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% o varargin [structure] other inputs of target function
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%
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% OUTPUTS
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% o fval [scalar] value of (minus) the likelihood.
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% o info [double] (p*2) error code vector
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% o exit_flag [scalar] equal to zero if the routine return with a penalty (one otherwise).
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% o DLIK [double] (p*1) score vector of the likelihood.
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% o Hess [double] (p*p) asymptotic Hessian matrix.
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% o SteadyState [double] Vector of doubles, steady state level for the endogenous variables.
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% o trend_coeff [double] Matrix of doubles, coefficients of the deterministic trend in the measurement equation
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%
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% Copyright © 2015-2017 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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par_vector(parameterindices,:)=optpar; %reassemble parameter
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[fval,info,exit_flag,DLIK,Hess,SteadyState,trend_coeff] = feval(TargetFun,par_vector,varargin{:}); %call target function
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