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.
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Re: Octave fminunc
by SébastienVillemot » Mon Sep 13, 2010 11:00 am
Hi,
fminunc is present in Octave 3.2.4. Which version of Octave are you using ? Or do you get an error message ?
fminunc is present in Octave 3.2.4. Which version of Octave are you using ? Or do you get an error message ?
Sébastien Villemot
Economist at OFCE – Sciences Po
Economist at OFCE – Sciences Po
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Re: Octave fminunc
by Pert » Mon Sep 13, 2010 11:50 am
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.
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.
- Pert
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- Joined: Thu Dec 03, 2009 8:54 am
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