From 835cba484f5059e647edd38146fa9db982fc21c8 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Mon, 7 Jan 2013 14:51:45 +0100
Subject: [PATCH] Document when mode_compute={1,3,7} are available, and error
with an informative message if not (cherry picked from commit
8c7e3d46ed184f774af713fcfac2b3de28e1404a)
---
doc/dynare.texi | 10 +++++++---
matlab/dynare_estimation_1.m | 20 +++++++++++++++++++-
2 files changed, 26 insertions(+), 4 deletions(-)
diff --git a/doc/dynare.texi b/doc/dynare.texi
index a935e677c..8c9837e8a 100644
--- a/doc/dynare.texi
+++ b/doc/dynare.texi
@@ -59,7 +59,7 @@
@c %**end of header
@copying
-Copyright @copyright{} 1996-2012, Dynare Team.
+Copyright @copyright{} 1996-2013, Dynare Team.
@quotation
Permission is granted to copy, distribute and/or modify this document
@@ -4039,13 +4039,17 @@ 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}
diff --git a/matlab/dynare_estimation_1.m b/matlab/dynare_estimation_1.m
index fdcda8009..6fbf06caa 100644
--- a/matlab/dynare_estimation_1.m
+++ b/matlab/dynare_estimation_1.m
@@ -12,7 +12,7 @@ function dynare_estimation_1(var_list_,dname)
% SPECIAL REQUIREMENTS
% none
-% Copyright (C) 2003-2012 Dynare Team
+% Copyright (C) 2003-2013 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 ');']);
@@ -326,6 +338,12 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
end
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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