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  • DynareDynare
  • dynaredynare
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  • #1211
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Issue created Jun 01, 2016 by Johannes Pfeifer@JohannesPfeiferDeveloper

Check newrat-implementation and potentially port Michel's changes

During his first try of removing objective_function_penalty_base @MichelJuillard made various changes to newrat that were reverted, but potentially still need to be ported to master. But I am not entirely sure what these commits do. @rattoma Could you maybe have a look.

  1. In the reverted commits https://github.com/DynareTeam/dynare/commit/fe077fc7103658aab7becba95167aa9d240b07f1 and https://github.com/DynareTeam/dynare/commit/f48a026d89828e9e322333263f56b733a719eb34 the initialization of mr_hessian was removed.
  2. In https://github.com/DynareTeam/dynare/commit/5ade8d7c6fc71cc4ee4ffbb27dad2ed6b4cf8ccd the newratflagwas passed to the optimizer, but this was reverted in https://github.com/DynareTeam/dynare/commit/d4cf3576e468202df9d1582a045dfcfd74e2e7db . What is the correct setting here?
  3. In https://github.com/DynareTeam/dynare/commit/5ade8d7c6fc71cc4ee4ffbb27dad2ed6b4cf8ccd the part
if analytic_derivation,
        hhx=hh;
else
        hhx = reshape(dum,nx,nx);
end

was replaced by hhx=hh; But when I tried this, the program crashed in tests.

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