🐛 sim1_lbj.m: use options_.dynatol.x and not options_.dynatol.f for terminal condition
The maximum error is computed over the change in endogenous (i.e. ΔY).kalman_mex
parent
4bee919c31
commit
0839ff78ae
|
@ -4,8 +4,13 @@ function [endogenousvariables, success, err, iter] = sim1_lbj(endogenousvariable
|
||||||
%
|
%
|
||||||
% INPUTS
|
% INPUTS
|
||||||
% ...
|
% ...
|
||||||
|
%
|
||||||
% OUTPUTS
|
% 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
|
% ALGORITHM
|
||||||
% Laffargue, Boucekkine, Juillard (LBJ)
|
% Laffargue, Boucekkine, Juillard (LBJ)
|
||||||
% see Juillard (1996) Dynare: A program for the resolution and
|
% see Juillard (1996) Dynare: A program for the resolution and
|
||||||
|
@ -96,7 +101,7 @@ for iter = 1:options_.simul.maxit
|
||||||
if verbose
|
if verbose
|
||||||
fprintf('Iter: %s,\t err. = %s, \t time = %s\n', num2str(iter), num2str(err), num2str(etime(clock, h2)));
|
fprintf('Iter: %s,\t err. = %s, \t time = %s\n', num2str(iter), num2str(err), num2str(etime(clock, h2)));
|
||||||
end
|
end
|
||||||
if err < options_.dynatol.f
|
if err < options_.dynatol.x
|
||||||
success = true; % Convergency obtained.
|
success = true; % Convergency obtained.
|
||||||
break
|
break
|
||||||
end
|
end
|
||||||
|
|
Loading…
Reference in New Issue