Octave fminunc

Hey guys,

I want to run Dynare in Octave, but it seems fminunc or similar function is not there. Estimation would not converge using mode compute=4, so I want to use 1. Any ideas what to do.

Thanks in advance.

Hi,

fminunc is present in Octave 3.2.4. Which version of Octave are you using ? Or do you get an error message ?

Hi Sebastien,

Thank you for your reply, much appreciate it.

Actually, my bad, what I wanted to do, was to run mode compute=1, which should call fmincon, but Octave says “fmincon not defined in Octave”, so it seems that Octave does not have a similar function as fmincon?

[On the other hand, mode compute=3 (fminunc) is also showing error message: “Invalid call to fminunc” in Octave, but more importantly, the model would not converge in mode compute 3 (at least not enough to have Dynare run metropolis hastings), so we prefer to use mode compute = 1]

Any ideas? Thanks again.