Change nonlinear solvers in some integration tests.
Trust region with block decomposition (as provided by dmperm) fails to provide correct simulations (most likely due to the interpretation of tolf which depends on the number and size of blocks).trustregion
parent
aa8439d4cc
commit
24d5ba0290
|
@ -75,6 +75,7 @@ pac.update.expectation('pacman');
|
|||
initialconditions = dseries(zeros(10, M_.endo_nbr+M_.exo_nbr), 2000Q1, vertcat(M_.endo_names,M_.exo_names));
|
||||
|
||||
// Simulate the model for 500 periods
|
||||
options_.solve_algo = 9;
|
||||
TrueData = simul_backward_model(initialconditions, 500);
|
||||
|
||||
TrueData.save('example1.data')
|
||||
|
|
|
@ -59,6 +59,7 @@ pac.update.expectation('pacman');
|
|||
initialconditions = dseries(zeros(10, M_.endo_nbr+M_.exo_nbr), 2000Q1, vertcat(M_.endo_names,M_.exo_names));
|
||||
|
||||
// Simulate the model for 500 periods
|
||||
options_.solve_algo = 9;
|
||||
TrueData = simul_backward_model(initialconditions, 500);
|
||||
|
||||
TrueData.save('example2.data')
|
||||
|
|
|
@ -54,6 +54,8 @@ T = 5*floor(log(precision)/log(max(rho_x, rho_n)));
|
|||
|
||||
e = dseries(zeros(T, 2), 2000Q2, {'e_x'; 'e_n'});
|
||||
|
||||
options_.solve_algo = 9;
|
||||
|
||||
simulations = simul_backward_model([], T, e);
|
||||
|
||||
if abs(simulations.Efficiency.data(end)-LongRunEfficiency.data)>1e-10
|
||||
|
|
Loading…
Reference in New Issue