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Merge pull request #942 from JohannesPfeifer/TaRB_integration
Integrate the TaRB-algorithm into Dynare
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- doc/dynare.texi 78 additions, 8 deletionsdoc/dynare.texi
- matlab/TaRB_metropolis_hastings_core.m 293 additions, 0 deletionsmatlab/TaRB_metropolis_hastings_core.m
- matlab/TaRB_optimizer_wrapper.m 40 additions, 0 deletionsmatlab/TaRB_optimizer_wrapper.m
- matlab/chol_SE.m 309 additions, 0 deletionsmatlab/chol_SE.m
- matlab/global_initialization.m 13 additions, 0 deletionsmatlab/global_initialization.m
- matlab/initial_estimation_checks.m 4 additions, 0 deletionsmatlab/initial_estimation_checks.m
- matlab/optimization/bfgsi1.m 12 additions, 8 deletionsmatlab/optimization/bfgsi1.m
- matlab/optimization/csminit1.m 12 additions, 7 deletionsmatlab/optimization/csminit1.m
- matlab/optimization/csminwel1.m 35 additions, 34 deletionsmatlab/optimization/csminwel1.m
- matlab/optimization/dynare_minimize_objective.m 81 additions, 9 deletionsmatlab/optimization/dynare_minimize_objective.m
- matlab/optimization/mr_gstep.m 10 additions, 5 deletionsmatlab/optimization/mr_gstep.m
- matlab/optimization/newrat.m 70 additions, 55 deletionsmatlab/optimization/newrat.m
- matlab/optimization/simplex_optimization_routine.m 2 additions, 2 deletionsmatlab/optimization/simplex_optimization_routine.m
- matlab/random_walk_metropolis_hastings.m 14 additions, 3 deletionsmatlab/random_walk_metropolis_hastings.m
- matlab/utilities/general/disp_verbose.m 25 additions, 0 deletionsmatlab/utilities/general/disp_verbose.m
- preprocessor/DynareBison.yy 4 additions, 1 deletionpreprocessor/DynareBison.yy
- preprocessor/DynareFlex.ll 1 addition, 0 deletionspreprocessor/DynareFlex.ll
- tests/Makefile.am 1 addition, 0 deletionstests/Makefile.am
- tests/estimation/TaRB/fs2000_tarb.mod 122 additions, 0 deletionstests/estimation/TaRB/fs2000_tarb.mod
- tests/optimizers/optimizer_function_wrapper.m 3 additions, 2 deletionstests/optimizers/optimizer_function_wrapper.m
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