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function [g, badg] = numgrad2(fcn,f0,x,penalty,epsilon,varargin)
% Original file downloaded from:
% http://sims.princeton.edu/yftp/optimize/mfiles/numgrad.m
% Copyright (C) 1993-2007 Christopher Sims
% Copyright (C) 2008-2016 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/>.
right_derivative = 1;
h = epsilon;
n = length(x);
g = zeros(n,1);
badg = 0;
for i=1:n
xiold = x(i);
if right_derivative
x(i) = x(i)+h;
fh = penalty_objective_function(x, fcn, penalty, varargin{:});
g0 = (fh-f0)/h;
else
x(i) = x(i)-h;
fh = penalty_objective_function(x, fcn, penalty, varargin{:});
g0 = (f0-fh)/h;
end
if abs(g0)< 1e15
g(i) = g0;
else
g(i) = 0;
badg = 1;
end
x(i) = xiold;
end
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