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function [f0, x, ig] = mr_gstep(h1,x,bounds,func0,penalty,htol0,Verbose,Save_files,varargin)
% [f0, x, ig] = mr_gstep(h1,x,bounds,func0,penalty,htol0,Verbose,Save_files,varargin)
%
% Gibbs type step in optimisation
%
% varargin{1} --> DynareDataset
% varargin{2} --> DatasetInfo
% varargin{3} --> DynareOptions
% varargin{4} --> Model
% varargin{5} --> EstimatedParameters
% varargin{6} --> BayesInfo
% varargin{1} --> DynareResults
% Copyright (C) 2006-2017 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/>.
n=size(x,1);
if isempty(h1)
h1=varargin{3}.gradient_epsilon*ones(n,1);
end
if isempty(htol0)
htol = 1.e-6;
else
htol = htol0;
end
if length(htol)==1
htol=htol*ones(n,1);
end
f0=penalty_objective_function(x,func0,penalty,varargin{:});
xh1=x;
f1=zeros(size(f0,1),n);
f_1=f1;
i=0;
ig=zeros(n,1);
while i<n
i=i+1;
h10=h1(i);
hcheck=0;
dx=[];
xh1(i)=x(i)+h1(i);
fx = penalty_objective_function(xh1,func0,penalty,varargin{:});
f1(:,i)=fx;
xh1(i)=x(i)-h1(i);
fx = penalty_objective_function(xh1,func0,penalty,varargin{:});
f_1(:,i)=fx;
if hcheck && htol(i)<1
htol(i)=min(1,max(min(abs(dx))*2,htol(i)*10));
h1(i)=h10;
xh1(i)=x(i);
i=i-1;
else
gg=zeros(size(x));
hh=gg;
gg(i)=(f1(i)'-f_1(i)')./(2.*h1(i));
hh(i) = 1/max(1.e-9,abs( (f1(i)+f_1(i)-2*f0)./(h1(i)*h1(i)) ));
if gg(i)*(hh(i)*gg(i))/2 > htol(i)
[f0, x, fc, retcode] = csminit1(func0,x,penalty,f0,gg,0,diag(hh),Verbose,varargin{:});
ig(i)=1;
if Verbose
fprintf(['Done for param %s = %8.4f\n'],varargin{6}.name{i},x(i))
end
end
xh1=x;
end
x = check_bounds(x,bounds);
if Save_files
save('gstep.mat','x','h1','f0')
end
end
if Save_files
save('gstep.mat','x','h1','f0')
end
return
function x = check_bounds(x,bounds)
inx = find(x>=bounds(:,2));
if ~isempty(inx)
x(inx) = bounds(inx,2)-eps;
end
inx = find(x<=bounds(:,1));
if ~isempty(inx)
x(inx) = bounds(inx,1)+eps;
end
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