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Dóra Kocsis
dynare
Commits
8c7e3d46
Commit
8c7e3d46
authored
Jan 07, 2013
by
Sébastien Villemot
Browse files
Document when mode_compute={1,3,7} are available, and error with an informative message if not
parent
ad8b6157
Changes
2
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doc/dynare.texi
View file @
8c7e3d46
...
...
@@ -59,7 +59,7 @@
@
c
%**
end
of
header
@
copying
Copyright
@
copyright
{}
1996
-
201
2
,
Dynare
Team
.
Copyright
@
copyright
{}
1996
-
201
3
,
Dynare
Team
.
@
quotation
Permission
is
granted
to
copy
,
distribute
and
/
or
modify
this
document
...
...
@@ -4099,13 +4099,17 @@ but the @code{smoother} option is used, it is a roundabout way to
compute the smoothed value of the variables of a model with calibrated parameters.
@item 1
Uses @code{fmincon} optimization routine (not available under Octave)
Uses @code{fmincon} optimization routine (available under MATLAB if
the optimization toolbox is installed; not available under Octave)
@item 2
Value no longer used
@item 3
Uses @code{fminunc} optimization routine
Uses @code{fminunc} optimization routine (available under MATLAB if
the optimization toolbox is installed; available under Octave if the
@uref{http://octave.sourceforge.net/optim/,optim} package from
Octave-Forge is installed)
@item 4
Uses Chris Sims'
s
@
code
{
csminwel
}
...
...
matlab/dynare_estimation_1.m
View file @
8c7e3d46
...
...
@@ -12,7 +12,7 @@ function dynare_estimation_1(var_list_,dname)
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2003-201
2
Dynare Team
% Copyright (C) 2003-201
3
Dynare Team
%
% This file is part of Dynare.
%
...
...
@@ -189,6 +189,12 @@ end
if
~
isequal
(
options_
.
mode_compute
,
0
)
&&
~
options_
.
mh_posterior_mode_estimation
switch
options_
.
mode_compute
case
1
if
exist
(
'OCTAVE_VERSION'
)
error
(
'Option mode_compute=1 is not available under Octave'
)
elseif
~
user_has_matlab_license
(
'optimization_toolbox'
)
error
(
'Option mode_compute=1 requires the Optimization Toolbox'
)
end
optim_options
=
optimset
(
'display'
,
'iter'
,
'LargeScale'
,
'off'
,
...
'MaxFunEvals'
,
100000
,
'TolFun'
,
1e-8
,
'TolX'
,
1e-6
);
if
isfield
(
options_
,
'optim_opt'
)
...
...
@@ -202,6 +208,12 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
case
2
error
(
'ESTIMATION: mode_compute=2 option (Lester Ingber
''
s Adaptive Simulated Annealing) is no longer available'
)
case
3
if
exist
(
'OCTAVE_VERSION'
)
&&
~
user_has_octave_forge_package
(
'optim'
)
error
(
'Option mode_compute=3 requires the optim package'
)
elseif
~
exist
(
'OCTAVE_VERSION'
)
&&
~
user_has_matlab_license
(
'optimization_toolbox'
)
error
(
'Option mode_compute=3 requires the Optimization Toolbox'
)
end
optim_options
=
optimset
(
'display'
,
'iter'
,
'MaxFunEvals'
,
100000
,
'TolFun'
,
1e-8
,
'TolX'
,
1e-6
);
if
isfield
(
options_
,
'optim_opt'
)
eval
([
'optim_options = optimset(optim_options,'
options_
.
optim_opt
');'
]);
...
...
@@ -337,6 +349,12 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
save
([
M_
.
fname
'_mode.mat'
],
'xparam1'
,
'hh'
,
'parameter_names'
);
case
7
% Matlab's simplex (Optimization toolbox needed).
if
exist
(
'OCTAVE_VERSION'
)
&&
~
user_has_octave_forge_package
(
'optim'
)
error
(
'Option mode_compute=7 requires the optim package'
)
elseif
~
exist
(
'OCTAVE_VERSION'
)
&&
~
user_has_matlab_license
(
'optimization_toolbox'
)
error
(
'Option mode_compute=7 requires the Optimization Toolbox'
)
end
optim_options
=
optimset
(
'display'
,
'iter'
,
'MaxFunEvals'
,
1000000
,
'MaxIter'
,
6000
,
'TolFun'
,
1e-8
,
'TolX'
,
1e-6
);
if
isfield
(
options_
,
'optim_opt'
)
eval
([
'optim_options = optimset(optim_options,'
options_
.
optim_opt
');'
]);
...
...
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