My son's therapist said he might need inpatient treatment?

My 20 year old son has been severely depressed for several weeks. He has Aspergers which complicates things a LOT. He is also severely anemic. We have tried a few different antidepressants and Abilify but they have not helped him feel better and caused serious side effects. (He has a history of unusual reations to medications,) His therapist told me last week that he may need inpatient treatment to regulate his meds. He says he is not suicidal but he does think about dying. Why would he need inpatient care? Is there a better, less expensive way of figuring out what meds would help?