From b5dc90b311b325c980f345c27a6d6045c9526994 Mon Sep 17 00:00:00 2001 From: Johannes Pfeifer Date: Fri, 18 Feb 2022 00:50:08 +0100 Subject: [PATCH] mom: add missing trust_region_initial_step_bound_factor option --- matlab/+mom/run.m | 1 + 1 file changed, 1 insertion(+) diff --git a/matlab/+mom/run.m b/matlab/+mom/run.m index 969fc13c7..c1ffafcce 100644 --- a/matlab/+mom/run.m +++ b/matlab/+mom/run.m @@ -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;