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Raphael Saavedra
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Improve printing of optim rounds (#147)
* Improve printing of optim rounds * Update Project.toml
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Project.toml

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Original file line numberDiff line numberDiff line change
@@ -1,7 +1,7 @@
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name = "ScoreDrivenModels"
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uuid = "4a87933e-d659-11e9-0e65-7f40dedd4a3a"
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authors = ["guilhermebodin <[email protected]>, raphaelsaavedra <[email protected]>"]
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version = "0.2.0"
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version = "0.2.1"
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[deps]
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Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"

src/MLE.jl

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Original file line numberDiff line numberDiff line change
@@ -131,7 +131,7 @@ function fit!(gas::ScoreDrivenModel{D, T}, y::Vector{T};
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opt_method.initial_points[i])
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opt_result = optimize(func, opt_method, verbose, i, time_limit_sec)
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update_aux_estimation!(aux_est, func, opt_result)
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verbose >= 1 && println("Round $i of $n_initial_points - Log-likelihood: $(-opt_result.minimum * length(y))")
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verbose >= 1 && println("Round $i of $n_initial_points: log-likelihood = $(-opt_result.minimum * length(y))")
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catch err
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println(err)
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if throw_errors

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