Dear all,
To close ticket 59, I would require feedback on the treatment of complex likelihoods, see http://www.dynare.org/pipermail/dev/attachments/20120425/8000f828/attachment...
To recap: currently complex likelihoods are assigned a penalty and continue estimation. They do not result in an error.
1. Hence, I would suggest to delete the text part of the error message referring to complex likelihoods.
2. On a related issue, the treatment of NaN-Likelihoods in linear and non-linear estimation is not consistent. In the former they results in an error, while in the latter they result in a penalty. Is this distinction on purpose? And if not, how should we treat this case in the future.
Best,
Johannes
-------- Johannes Pfeifer Haußerstr. 29 72076 Tübingen Tel.: +49-(0)7071-6396184 Mobil: +49-(0)170-6936820 jpfeifer@gmx.de
-----Ursprüngliche Nachricht----- Von: dev-bounces@dynare.org [mailto:dev-bounces@dynare.org] Im Auftrag von Sébastien Villemot Gesendet: Mittwoch, 6. Juni 2012 11:35 An: Marco Ratto Cc: List for Dynare developers Betreff: Re: [DynareDev] estimation with analytic scores and hessian
Marco Ratto marco.ratto@jrc.ec.europa.eu writes:
would it be possible to add an option to estimation
analytic_derivation
default = 0 (already set in global_initialization)
=1, triggers estimation with analytic gradient and the final hessian is also computed analytically.
Done.
-- Sébastien Villemot Researcher in Economics & Debian Maintainer http://www.dynare.org/sebastien Phone: +33-1-40-77-84-04 - GPG Key: 4096R/381A7594