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mom: add missing trust_region_initial_step_bound_factor option

trustregion
Johannes Pfeifer 2022-02-18 00:50:08 +01:00
parent 05519aaaa1
commit b5dc90b311
1 changed files with 1 additions and 0 deletions
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matlab/+mom/run.m
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@ -252,6 +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;