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Merge branch 'mom' of git.dynare.org:JohannesPfeifer/dynare 

Ref. !2001
trustregion
Sébastien Villemot 2022-02-18 14:22:53 +01:00
parent 8f5815d01d b5dc90b311
commit 1a9abc247f
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matlab/+mom/run.m
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@ -197,6 +197,7 @@ options_mom_ = set_default_option(options_mom_,'noprint',false); % do not
options_mom_ = set_default_option(options_mom_,'plot_priors',true); % control plotting of priors
options_mom_ = set_default_option(options_mom_,'prior_trunc',1e-10); % probability of extreme values of the prior density that is ignored when computing bounds for the parameters
options_mom_ = set_default_option(options_mom_,'TeX',false); % print TeX tables and graphics
options_mom_ = set_default_option(options_mom_,'verbosity',false); % print TeX tables and graphics
% Data and model options that can be set by the user in the mod file, otherwise default values are provided
options_mom_ = set_default_option(options_mom_,'first_obs',1); % number of first observation
@ -251,6 +252,7 @@ options_mom_ = set_default_option(options_mom_,'qz_criterium',1-1e-6);
% Note that unit roots are only possible at first-order, at higher order we set it to 1 in pruned_state_space_system and focus only on stationary observables.
options_mom_ = set_default_option(options_mom_,'qz_zero_threshold',1e-6); % value used to test if a generalized eigenvalue is 0/0 in the generalized Schur decomposition
options_mom_ = set_default_option(options_mom_,'schur_vec_tol',1e-11); % tolerance level used to find nonstationary variables in Schur decomposition of the transition matrix.
options_mom_ = set_default_option(options_mom_,'trust_region_initial_step_bound_factor',1); % used in dynare_solve for trust_region
if options_mom_.order > 2
fprintf('Dynare will use ''k_order_solver'' as the order>2\n');
options_mom_.k_order_solver = true;