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Dóra Kocsis
dynare
Commits
929df4f0
Commit
929df4f0
authored
Jun 23, 2011
by
Stéphane Adjemian
Browse files
Renamed some files related to csminwel
parent
3a2d7407
Changes
3
Hide whitespace changes
Inline
Side-by-side
matlab/csminit.m
→
matlab/csminit
1
.m
View file @
929df4f0
File moved
matlab/csminwel1.m
View file @
929df4f0
...
...
@@ -41,6 +41,7 @@ function [fh,xh,gh,H,itct,fcount,retcodeh] = csminwel1(fcn,x0,H0,grad,crit,nit,m
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global
bayestopt_
fh
=
[];
xh
=
[];
[
nx
,
no
]
=
size
(
x0
);
...
...
@@ -72,7 +73,7 @@ end
if
NumGrad
switch
method
case
2
[
g
,
badg
]
=
numgrad
(
fcn
,
f0
,
x0
,
epsilon
,
varargin
{:});
[
g
,
badg
]
=
numgrad
2
(
fcn
,
f0
,
x0
,
epsilon
,
varargin
{:});
case
3
[
g
,
badg
]
=
numgrad3
(
fcn
,
f0
,
x0
,
epsilon
,
varargin
{:});
case
5
...
...
@@ -98,7 +99,7 @@ while ~done
% disp([sprintf('x = ') sprintf('%15.8g %15.8g %15.8g %15.8g\n',x)]);
%-------------------------
itct
=
itct
+
1
;
[
f1
x1
fc
retcode1
]
=
csminit
(
fcn
,
x
,
f
,
g
,
badg
,
H
,
varargin
{:});
[
f1
x1
fc
retcode1
]
=
csminit
1
(
fcn
,
x
,
f
,
g
,
badg
,
H
,
varargin
{:});
%ARGLIST
%[f1 x1 fc retcode1] = csminit(fcn,x,f,g,badg,H,P1,P2,P3,P4,P5,P6,P7,...
% P8,P9,P10,P11,P12,P13);
...
...
@@ -119,7 +120,7 @@ while ~done
if
NumGrad
switch
method
case
2
[
g1
badg1
]
=
numgrad
(
fcn
,
f1
,
x1
,
epsilon
,
varargin
{:});
[
g1
badg1
]
=
numgrad
2
(
fcn
,
f1
,
x1
,
epsilon
,
varargin
{:});
case
3
[
g1
badg1
]
=
numgrad3
(
fcn
,
f1
,
x1
,
epsilon
,
varargin
{:});
case
5
...
...
@@ -141,7 +142,7 @@ while ~done
%fcliff=fh;xcliff=xh;
Hcliff
=
H
+
diag
(
diag
(
H
)
.*
rand
(
nx
,
1
));
disp
(
'Cliff. Perturbing search direction.'
)
[
f2
x2
fc
retcode2
]
=
csminit
(
fcn
,
x
,
f
,
g
,
badg
,
Hcliff
,
varargin
{:});
[
f2
x2
fc
retcode2
]
=
csminit
1
(
fcn
,
x
,
f
,
g
,
badg
,
Hcliff
,
varargin
{:});
%ARGLIST
%[f2 x2 fc retcode2] = csminit(fcn,x,f,g,badg,Hcliff,P1,P2,P3,P4,...
% P5,P6,P7,P8,P9,P10,P11,P12,P13);
...
...
@@ -153,7 +154,7 @@ while ~done
if
NumGrad
switch
method
case
2
[
g2
badg2
]
=
numgrad
(
fcn
,
f2
,
x2
,
epsilon
,
varargin
{:});
[
g2
badg2
]
=
numgrad
2
(
fcn
,
f2
,
x2
,
epsilon
,
varargin
{:});
case
3
[
g2
badg2
]
=
numgrad3
(
fcn
,
f2
,
x2
,
epsilon
,
varargin
{:});
case
5
...
...
@@ -176,7 +177,7 @@ while ~done
else
gcliff
=
((
f2
-
f1
)/((
norm
(
x2
-
x1
))
^
2
))
*
(
x2
-
x1
);
if
(
size
(
x0
,
2
)
>
1
),
gcliff
=
gcliff
'
,
end
[
f3
x3
fc
retcode3
]
=
csminit
(
fcn
,
x
,
f
,
gcliff
,
0
,
eye
(
nx
),
varargin
{:});
[
f3
x3
fc
retcode3
]
=
csminit
1
(
fcn
,
x
,
f
,
gcliff
,
0
,
eye
(
nx
),
varargin
{:});
%ARGLIST
%[f3 x3 fc retcode3] = csminit(fcn,x,f,gcliff,0,eye(nx),P1,P2,P3,...
% P4,P5,P6,P7,P8,...
...
...
@@ -188,7 +189,7 @@ while ~done
if
NumGrad
switch
method
case
2
[
g3
badg3
]
=
numgrad
(
fcn
,
f3
,
x3
,
epsilon
,
varargin
{:});
[
g3
badg3
]
=
numgrad
2
(
fcn
,
f3
,
x3
,
epsilon
,
varargin
{:});
case
3
[
g3
badg3
]
=
numgrad3
(
fcn
,
f3
,
x3
,
epsilon
,
varargin
{:});
case
5
...
...
@@ -252,7 +253,7 @@ while ~done
if
NumGrad
switch
method
case
2
[
gh
,
badgh
]
=
numgrad
(
fcn
,
fh
,
xh
,
epsilon
,
varargin
{:});
[
gh
,
badgh
]
=
numgrad
2
(
fcn
,
fh
,
xh
,
epsilon
,
varargin
{:});
case
3
[
gh
,
badgh
]
=
numgrad3
(
fcn
,
fh
,
xh
,
epsilon
,
varargin
{:});
case
5
...
...
matlab/numgrad.m
→
matlab/numgrad
2
.m
View file @
929df4f0
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