I had problems with hessian when I used mode_compute=4, so I changed to mode_compute=5, but I get this message:
Error using reshape
To RESHAPE the number of elements must not change.
Error in newrat (line 160)
hhx = reshape(dum,nx,nx);
Error in dynare_minimize_objective (line 255)
[opt_par_values,hessian_mat,gg,fval,invhess,new_rat_hess_info] =
newrat(objective_function,start_par_value,bounds,analytic_grad,crit,nit,0,Verbose, Save_files,hess_info,varargin{:});
I attach, my files.ls.mod (6.8 KB)
newmfile.m (2.6 KB)