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1) Extended optimizer = 5 for analytic derivatives;
2) Start adapting identification routines to allow computation of analytic asymptotic Hessian with KF routines
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- matlab/AHessian.m 2 additions, 2 deletionsmatlab/AHessian.m
- matlab/dsge_likelihood.m 23 additions, 6 deletionsmatlab/dsge_likelihood.m
- matlab/dynare_estimation_1.m 13 additions, 6 deletionsmatlab/dynare_estimation_1.m
- matlab/dynare_identification.m 5 additions, 2 deletionsmatlab/dynare_identification.m
- matlab/identification_analysis.m 1 addition, 1 deletionmatlab/identification_analysis.m
- matlab/kalman/likelihood/computeDLIK.m 20 additions, 3 deletionsmatlab/kalman/likelihood/computeDLIK.m
- matlab/kalman/likelihood/kalman_filter.m 35 additions, 16 deletionsmatlab/kalman/likelihood/kalman_filter.m
- matlab/kalman/likelihood/kalman_filter_ss.m 22 additions, 6 deletionsmatlab/kalman/likelihood/kalman_filter_ss.m
- matlab/kalman/likelihood/univariate_computeDLIK.m 13 additions, 8 deletionsmatlab/kalman/likelihood/univariate_computeDLIK.m
- matlab/kalman/likelihood/univariate_kalman_filter.m 25 additions, 9 deletionsmatlab/kalman/likelihood/univariate_kalman_filter.m
- matlab/kalman/likelihood/univariate_kalman_filter_ss.m 20 additions, 6 deletionsmatlab/kalman/likelihood/univariate_kalman_filter_ss.m
- matlab/mr_gstep.m 4 additions, 0 deletionsmatlab/mr_gstep.m
- matlab/newrat.m 22 additions, 9 deletionsmatlab/newrat.m
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