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Dóra Kocsis
dynare
Commits
3f16129e
Commit
3f16129e
authored
Oct 02, 2013
by
Stéphane Adjemian
Browse files
mode_compute = 10 calls simpsa algorithm.
parent
9428007b
Changes
1
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Inline
Side-by-side
matlab/dynare_estimation_1.m
View file @
3f16129e
...
...
@@ -407,7 +407,9 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
[
x
,
fval
,
COUNTEVAL
,
STOPFLAG
,
OUT
,
BESTEVER
]
=
cmaes
(
func2str
(
objective_function
),
xparam1
,
H0
,
options_
.
cmaes
,
dataset_
,
options_
,
M_
,
estim_params_
,
bayestopt_
,
oo_
);
xparam1
=
BESTEVER
.
x
;
disp
(
sprintf
(
'\n Objective function at mode: %f'
,
fval
))
case
10
case
10
[
xparam1
,
fval
,
exitflag
]
=
simpsa
(
func2str
(
objective_function
),
xparam1
,
-
inf
(
size
(
xparam1
)),
inf
(
size
(
xparam1
)),[],
dataset_
,
options_
,
M_
,
estim_params_
,
bayestopt_
,
oo_
);
case
11
options_
.
cova_compute
=
0
;
[
xparam1
,
stdh
,
lb_95
,
ub_95
,
med_param
]
=
online_auxiliary_filter
(
xparam1
,
dataset_
,
options_
,
M_
,
estim_params_
,
bayestopt_
,
oo_
)
;
case
101
...
...
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