Hi
I was using different optimisers iteratively in a loop to find the posterior mode, and I was wondering if there is a way to declare the options for each optimiser outside the estimation command.
That is, using the options_.optim_opt structure. I thought, filling in the specifications in that block should do the trick. But it did not seem to work.
Any thoughts?
Cheers
Reuben
Hi Reuben, I would have thought that this had to work as you expected… Could you post some code reproducing the issue? Are you using the stable or unstable Dynare?
Best,
Stéphane.
Hi again Stephane
I was trying to harness the ‘verbosity’, 0 option for the mode_compute=8, for which the silent_optimizer option was not working…
I used
DEFINEoptimisertypes=[ 1 4 8];
if DEFINEoptimisertypes(numopt)==8, disp('RUNNING OPTIMISER-TYPE: Nelder-Mead simplex-based Dynare optimization routine');
quote= '''' ;
options_.optim_opt= [quote 'verbosity' , quote ',' num2str(0) ',' quote 'MaxIter' quote ',' num2str(500)];
end
But it does not seem to be working…Perhaps I have made a coding error… Or maybe I am just not aware of an easier Dynare syntax that would get the same job done…
Reuben
Hi Reuben,
This is a bug… Thanks for reporting the issue. I will fix it before the end of the weekend.
Best,
Stéphane.
You can locally fix the bug by looking the patch I have just pushed (just one or two lines to be changed).
Best,
Stéphane.
Thanks a lot, once again, Stephane!