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extended path: use deterministic_simulation.status instead of maxerror

time-shift
Michel Juillard 2016-05-31 12:09:23 +02:00
parent 0ce2834281
commit e0475fd4ef
2 changed files with 8 additions and 9 deletions
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4
matlab/ep/extended_path_core.m
View File

@ -57,8 +57,8 @@ if flag
options.lmmcp = olmmcp;
options.solve_algo = solve_algo;
options.stack_solve_algo = stack_solve_algo;
[tmp, maxerror] = perfect_foresight_solver_core(M, options, oo);
if maxerror>options.dynatol.f
tmp = perfect_foresight_solver_core(M, options, oo);
if ~tmp.deterministic_simulation.status
info_convergence = false;
else
info_convergence = true;

13
matlab/ep/extended_path_homotopy.m
View File

@ -18,10 +18,8 @@ function [info_convergence, endo_simul] = extended_path_homotopy(endo_simul, exo
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
endo_simul0 = endo_simul;
if ismember(method, [1, 2])
if isequal(method, 2)
endo_simul0 = endo_simul;
end
noconvergence = true;
iteration = 0;
weight = .1;
@ -34,9 +32,10 @@ if ismember(method, [1, 2])
while noconvergence
iteration = iteration + 1;
oo.endo_simul = endo_simul;
oo.endo_simul(:,1) = oo.steady_state + weight*(endo_simul0(:,1) - oo.steady_state);
oo.exo_simul = bsxfun(@plus, weight*exo_simul, (1-weight)*transpose(oo.exo_steady_state));
if order==0
[tmp, maxerror] = perfect_foresight_solver_core(M, options, oo);
tmp = perfect_foresight_solver_core(M, options, oo);
else
switch(algo)
case 0
@ -49,7 +48,7 @@ if ismember(method, [1, 2])
end
if isequal(order, 0)
% Logical variable flag is false iff the solver fails.
flag = ~(maxerror>options.dynatol.f);
flag = ~tmp.deterministic_simulation.status;
else
% Fix convention issue on the value of flag.
flag = ~flag;
@ -105,7 +104,7 @@ if isequal(method, 3) || (isequal(method, 2) && noconvergence)
oo.endo_simul = endo_simul;
oo.exo_simul = bsxfun(@plus, weight*exo_simul, (1-weight)*transpose(oo.exo_steady_state));
if order==0
[tmp, maxerror] = perfect_foresight_solver_core(M, options, oo);
tmp = perfect_foresight_solver_core(M, options, oo);
else
switch(algo)
case 0
@ -118,7 +117,7 @@ if isequal(method, 3) || (isequal(method, 2) && noconvergence)
end
if isequal(order, 0)
% Logical variable flag is false iff the solver fails.
flag = ~(maxerror>options.dynatol.f);
flag = ~tmp.deterministic_simulation.status;
else
% Fix convention issue on the value of flag.
flag = ~flag;