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Provide dedicated maxit option for Ramsey

time-shift
Johannes Pfeifer 2016-08-02 17:06:51 +02:00 committed by Stéphane Adjemian (Lupi)
parent 922410e241
commit 01f1abb19a
2 changed files with 13 additions and 5 deletions
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17
matlab/dynare_solve.m
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@ -46,6 +46,13 @@ else
tolf = options.solve_tolf;
end
if strcmp(stack(2).file,'dyn_ramsey_static.m')
maxit = options.ramsey.maxit;
else
maxit = options.steady.maxit;
end
info = 0;
nn = size(x,1);
@ -84,7 +91,7 @@ if options.solve_algo == 0
end
options4fsolve=optimset('fsolve');
options4fsolve.MaxFunEvals = 50000;
options4fsolve.MaxIter = options.steady.maxit;
options4fsolve.MaxIter = maxit;
options4fsolve.TolFun = tolf;
options4fsolve.Display = 'iter';
if jacobian_flag
@ -132,11 +139,11 @@ if options.solve_algo == 0
elseif options.solve_algo == 1
[x,info]=solve1(func,x,1:nn,1:nn,jacobian_flag,options.gstep, ...
tolf,options.solve_tolx, ...
options.steady.maxit,options.debug,varargin{:});
maxit,options.debug,varargin{:});
elseif options.solve_algo == 9
[x,info]=trust_region(func,x,1:nn,1:nn,jacobian_flag,options.gstep, ...
tolf,options.solve_tolx, ...
options.steady.maxit,options.debug,varargin{:});
maxit,options.debug,varargin{:});
elseif options.solve_algo == 2 || options.solve_algo == 4
if options.solve_algo == 2
@ -168,7 +175,7 @@ elseif options.solve_algo == 2 || options.solve_algo == 4
[x,info]=solver(func,x,j1(r(i):r(i+1)-1),j2(r(i):r(i+1)-1),jacobian_flag, ...
options.gstep, ...
tolf,options.solve_tolx, ...
options.steady.maxit,options.debug,varargin{:});
maxit,options.debug,varargin{:});
if info
return
end
@ -177,7 +184,7 @@ elseif options.solve_algo == 2 || options.solve_algo == 4
if max(abs(fvec)) > tolf
[x,info]=solver(func,x,1:nn,1:nn,jacobian_flag, ...
options.gstep, tolf,options.solve_tolx, ...
options.steady.maxit,options.debug,varargin{:});
maxit,options.debug,varargin{:});
end
elseif options.solve_algo == 3
if jacobian_flag

1
matlab/global_initialization.m
View File

@ -346,6 +346,7 @@ options_.conditional_variance_decomposition = [];
options_.ramsey_policy = 0;
options_.instruments = [];
options_.timeless = 0;
options_.ramsey.maxit = 500;
% estimation
estimation_info.empty_prior = struct(...