From 0839ff78aecf43d5cf0cab62d219e3b4b58f3409 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= Date: Wed, 8 Nov 2023 15:49:39 +0100 Subject: [PATCH] =?UTF-8?q?=F0=9F=90=9B=20sim1=5Flbj.m:=20use=20options=5F?= =?UTF-8?q?.dynatol.x=20and=20not=20options=5F.dynatol.f=20for=20terminal?= =?UTF-8?q?=20condition?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit The maximum error is computed over the change in endogenous (i.e. ΔY). --- matlab/perfect-foresight-models/sim1_lbj.m | 9 +++++++-- 1 file changed, 7 insertions(+), 2 deletions(-) diff --git a/matlab/perfect-foresight-models/sim1_lbj.m b/matlab/perfect-foresight-models/sim1_lbj.m index 06d8e9c52..63138e22b 100644 --- a/matlab/perfect-foresight-models/sim1_lbj.m +++ b/matlab/perfect-foresight-models/sim1_lbj.m @@ -4,8 +4,13 @@ function [endogenousvariables, success, err, iter] = sim1_lbj(endogenousvariable % % INPUTS % ... +% % OUTPUTS -% ... +% endogenousvariables [matrix] All endogenous variables of the model +% success [logical] Whether a solution was found +% err [double] ∞-norm of Δendogenousvariables +% iter [integer] Number of iterations +% % ALGORITHM % Laffargue, Boucekkine, Juillard (LBJ) % see Juillard (1996) Dynare: A program for the resolution and @@ -96,7 +101,7 @@ for iter = 1:options_.simul.maxit if verbose fprintf('Iter: %s,\t err. = %s, \t time = %s\n', num2str(iter), num2str(err), num2str(etime(clock, h2))); end - if err < options_.dynatol.f + if err < options_.dynatol.x success = true; % Convergency obtained. break end