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Releases: OGResearch/iris4octave

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@nul0m nul0m released this 08 Mar 08:58

This release fixes bug #2

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@nul0m nul0m released this 06 Mar 21:31
4217a6e

This release removes misleading warnings about findtexmf during irisstartup

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@nul0m nul0m released this 01 Mar 18:36
7c90117

This release fixes an issue causing inability to find LaTeX binaries with the newer versions of MikTeX.

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@nul0m nul0m released this 03 Jul 17:23

This release applies a temporary fix allowing for a simple custom optimizer when estimating model parameters.

The default use of the model/estimate() routine depends on the function fminunc (or fmincon) from the Matlab® Optimization Toolbox, but one may supply its own solver instead, by means of 'optimizer' option.

The example of such a custom optimizer function could be:

optimizer = @(F,P0,PLow,PHigh,OptimSet) ...
                   fminsearch(@(X) F(X)+chkbnd(X,PLow,PHigh),P0,opts);

where chkbnd.m looks like this:

function res = chkbnd(x,low,high)

if any(x < low) || any(x > high)
  res = inf;
else
  res = 0;
end

and opts is a standard "optimization settings" variable, e.g.:

opts = optimset('MaxIter',8000,'MaxFunEvals',8000,'tolFun',1e-1,...
    'display','iter');

In that case model/estimate() will work when called the following way:

[Pstar,obj,grad] = estimate(m,dd,sdate:edate,E,'initVal=','model',...
    'noSolution=','penalty','tolx=',1e-12,'optimiser',optimizer);

The first draft compatible with the official GNU Octave

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@nul0m nul0m released this 09 Mar 11:22

This is the first version of IRIS for Octave tested with the latest official GNU Octave (version 4.2.1).

This version of IRIS is a fork of the official IRIS Toolbox as of July 19th, 2014. All the modifications made in the official IRIS Toolbox after that date are disregarded. There is a plan to converge though...