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OccBin: document simul_reset_check_ahead_periods and simul_max_check_ahead_periods

unit-tests
Johannes Pfeifer 2022-11-04 23:16:21 +01:00
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doc/manual/source/the-model-file.rst
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@ -5451,6 +5451,19 @@ All of these elements are discussed in the following.
This number should be chosen large enough, because Occbin requires the simulation
to return to the baseline regime at the end of time. Default: 200.
.. option:: simul_reset_check_ahead_periods
Allows to reset ``simul_check_ahead_periods`` to its specified value at the beginning
of each simulation period. Otherwise, the original value may permanently increase endogenously
at some point due to regimes that last very long in expectations. This may considerably slow
down convergence in subsequent periods. Default: not enabled.
.. option:: simul_max_check_ahead_periods = INTEGER
If set to a finite number, it enforces the OccBin algorithm to check ahead only for the maximum number of periods
(i.e. when we want agents to be myopic beyond some future period) instead of potentially endogenously increasing
``simul_check_ahead_periods`` ever further. Default: Inf.
.. option:: simul_curb_retrench
Instead of basing the initial regime guess for the current iteration on the last iteration, update
@ -5483,6 +5496,12 @@ All of these elements are discussed in the following.
Number of periods for which to check ahead for return to the baseline regime during the
simulation when called by the smoother (equivalent of ``simul_check_ahead_periods``). Default: 200.
.. option:: smoother_max_check_ahead_periods = INTEGER
If set to a finite number, it enforces the OccBin algorithm to check ahead only for the maximum number of periods
(i.e. when we want agents to be myopic beyond some future period) instead of potentially endogenously increasing
``smoother_check_ahead_periods`` ever further. Equivalent of ``simul_max_check_ahead_periods``. Default: Inf.
.. option:: smoother_curb_retrench
Have the smoother invoke the ``simul_curb_retrench``-option during simulations.
@ -5508,6 +5527,12 @@ All of these elements are discussed in the following.
Number of periods for which to check ahead for return to the baseline regime during the
simulation when computing the likelihood (equivalent of ``simul_check_ahead_periods``). Default: 200.
.. option:: smoother_max_check_ahead_periods = INTEGER
If set to a finite number, it enforces the OccBin algorithm to check ahead only for the maximum number of periods
(i.e. when we want agents to be myopic beyond some future period) instead of potentially endogenously increasing
``likelihood_check_ahead_periods`` ever further. Equivalent of ``simul_max_check_ahead_periods``. Default: Inf.
.. option:: likelihood_curb_retrench
Have the likelihood computation invoke the ``simul_curb_retrench``-option during simulations.