Releases: OGResearch/iris4octave
Release list
Bugfix release
Minor bugfix release
This release removes misleading warnings about findtexmf during irisstartup
Minor bugfix release
This release fixes an issue causing inability to find LaTeX binaries with the newer versions of MikTeX.
Minor bugfix release
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;
endand 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
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...