stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
dynare/matlab/optimization
History
Marco Ratto c881cfff17 Fixed issues related to newratflag. 
This options relates to alternative numerical hessian computations:

optim=('Hessian',1) is the default dynare numeric Hessian
optim=('Hessian',0) is the outer product gradient
optim=('Hessian',2) is the 'mixed' outer product gradient, where diagonal elements using second order derivation formula,

Both 0 and 2 cases require univariate filters, to ensure using maximum number of individual densities.
 		2015-03-12 17:24:21 +01:00
..
cmaes.m Moved optimization related routines in a common subfolder. 2015-02-23 14:26:07 +01:00
csminit1.m Moved optimization related routines in a common subfolder. 2015-02-23 14:26:07 +01:00
csminwel1.m Moved optimization related routines in a common subfolder. 2015-02-23 14:26:07 +01:00
dynare_minimize_objective.m Fixed issues related to newratflag. 2015-03-12 17:24:21 +01:00
gmhmaxlik.m Added missing routine and fixed licence header. 2015-02-24 20:42:19 +01:00
gmhmaxlik_core.m Added missing routine and fixed licence header. 2015-02-24 20:42:19 +01:00
mr_gstep.m Moved optimization related routines in a common subfolder. 2015-02-23 14:26:07 +01:00
mr_hessian.m Moved optimization related routines in a common subfolder. 2015-02-23 14:26:07 +01:00
numgrad2.m Moved optimization related routines in a common subfolder. 2015-02-23 14:26:07 +01:00
numgrad3.m Moved optimization related routines in a common subfolder. 2015-02-23 14:26:07 +01:00
numgrad3_.m Moved optimization related routines in a common subfolder. 2015-02-23 14:26:07 +01:00
numgrad5.m Moved optimization related routines in a common subfolder. 2015-02-23 14:26:07 +01:00
numgrad5_.m Moved optimization related routines in a common subfolder. 2015-02-23 14:26:07 +01:00
simplex_optimization_routine.m Moved optimization related routines in a common subfolder. 2015-02-23 14:26:07 +01:00
simpsa.m Moved optimization related routines in a common subfolder. 2015-02-23 14:26:07 +01:00
simpsaget.m Moved optimization related routines in a common subfolder. 2015-02-23 14:26:07 +01:00
simpsaset.m Moved optimization related routines in a common subfolder. 2015-02-23 14:26:07 +01:00