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function [g, badg] = numgrad2(fcn,f0,x,epsilon,varargin)
% function [g badg] = numgrad2(fcn,xvarargin)
% Original file downloaded from:
% http://sims.princeton.edu/yftp/optimize/mfiles/numgrad.m
% Copyright (C) 1993-2007 Christopher Sims
% Copyright (C) 2008-2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
fh = NaN;
delta = epsilon;
n=length(x);
tvec=delta*eye(n);
g=zeros(n,1);
badg=0;
goog=1;
scale=1;
g0 = 0;
for i=1:n
if size(x,1)>size(x,2)
tvecv=tvec(i,:);
else
tvecv=tvec(:,i);
end
[fh,junk1,junk2,cost_flag] = feval(fcn, x+scale*transpose(tvecv), varargin{:});
if cost_flag
g0 = (fh - f0) / (scale*delta);
else
[fh,junk1,junk2,cost_flag] = feval(fcn, x-scale*transpose(tvecv), varargin{:});
if cost_flag
g0 = (f0-fh) / (scale*delta);
else
goog = 0;
end
end
if goog && abs(g0)< 1e15
g(i) = g0;
else
disp('bad gradient ------------------------')
% fprintf('Gradient w.r.t. %3d: %10g\n',i,g0)
g(i) = 0;
badg = 1;
end
end
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