diff --git a/matlab/default_option_values.m b/matlab/default_option_values.m index 1a3be8d44..9bd440fd9 100644 --- a/matlab/default_option_values.m +++ b/matlab/default_option_values.m @@ -212,7 +212,7 @@ ep.replic_nbr = 1; % Parallel execution of replications ep.parallel = false; % Stochastic extended path related options. -ep.IntegrationAlgorithm = 'Tensor-Gaussian-Quadrature'; +ep.stochastic.IntegrationAlgorithm = 'Tensor-Gaussian-Quadrature'; % Other possible values are 'Stroud-Cubature-3' and 'Stroud-Cubature-5' ep.stochastic.method = ''; ep.stochastic.algo = 0; ep.stochastic.quadrature.ortpol = 'hermite'; diff --git a/matlab/ep/ep_notes.org b/matlab/ep/ep_notes.org index 1d9cd1db1..7585a4918 100644 --- a/matlab/ep/ep_notes.org +++ b/matlab/ep/ep_notes.org @@ -15,14 +15,15 @@ ep: maxit: 500 periods: 200 set_dynare_seed_to_default: 1 - IntegrationAlgorithm: 'Tensor-Gaussian-Quadrature' - 'Stroud-Cubature-3' - 'Stroud-Cubature-5' - 'Unscented' + solve_algo: stack_solve_algo: 4 step: 50 stochastic: + IntegrationAlgorithm: 'Tensor-Gaussian-Quadrature' + 'Stroud-Cubature-3' + 'Stroud-Cubature-5' + 'Unscented' method: '' algo: 0 order: 1 @@ -41,7 +42,7 @@ ep: initial_period: NaN lmmcp: lb: - ub: + ub: status: 0 (?? status is not an option ??) mcppath: lb: @@ -63,7 +64,7 @@ pfm.use_bytecode = DynareOptions.ep.use_bytecode ; * in extended_path_core, one passes options.ep and individual options * there are no options to control extended_path_homotopy -* extended_path_initialization sets ep and options +* extended_path_initialization sets ep and options * setup_integration_nodes: number of nodes is not handled in a symmetric way for all algorithms * why extended_path_initialization et setup_stochastic_extended_path ? * do we need solve_stochastic_perfect_foresight_model.m and solve_stochastic_perfect_foresight_model_1.m ? diff --git a/matlab/ep/setup_integration_nodes.m b/matlab/ep/setup_integration_nodes.m index e953fe9e6..25edefe63 100644 --- a/matlab/ep/setup_integration_nodes.m +++ b/matlab/ep/setup_integration_nodes.m @@ -1,7 +1,7 @@ function [nodes,weights,nnodes] = setup_integration_nodes(EpOptions,pfm) if EpOptions.stochastic.order % Compute weights and nodes for the stochastic version of the extended path. - switch EpOptions.IntegrationAlgorithm + switch EpOptions.stochastic.IntegrationAlgorithm case 'Tensor-Gaussian-Quadrature' % Get the nodes and weights from a univariate Gauss-Hermite quadrature. [nodes0,weights0] = gauss_hermite_weights_and_nodes(EpOptions.stochastic.quadrature.nodes); diff --git a/tests/ep/burnside.mod b/tests/ep/burnside.mod index b8edc2071..595b4d932 100644 --- a/tests/ep/burnside.mod +++ b/tests/ep/burnside.mod @@ -55,25 +55,25 @@ ts = extended_path([], 200, [], options_, M_, oo_); set_dynare_seed('default'); options_.ep.stochastic.order = 2; -options_.ep.IntegrationAlgorithm='Stroud-Cubature-3';//'Unscented'; //'Tensor-Gaussian-Quadrature'; +options_.ep.stochastic.IntegrationAlgorithm='Stroud-Cubature-3';//'Unscented'; //'Tensor-Gaussian-Quadrature'; options_.ep.stochastic.quadrature.nodes = 3; ts1_4 = extended_path([], 200, [], options_, M_, oo_); set_dynare_seed('default'); options_.ep.stochastic.order = 4; -options_.ep.IntegrationAlgorithm='Stroud-Cubature-3';//'Unscented'; //'Tensor-Gaussian-Quadrature'; +options_.ep.stochastic.IntegrationAlgorithm='Stroud-Cubature-3';//'Unscented'; //'Tensor-Gaussian-Quadrature'; options_.ep.stochastic.quadrature.nodes = 3; ts1_8 = extended_path([], 200, [], options_, M_, oo_); set_dynare_seed('default'); options_.ep.stochastic.order = 6; -options_.ep.IntegrationAlgorithm='Stroud-Cubature-3';//'Unscented'; //'Tensor-Gaussian-Quadrature'; +options_.ep.stochastic.IntegrationAlgorithm='Stroud-Cubature-3';//'Unscented'; //'Tensor-Gaussian-Quadrature'; options_.ep.stochastic.quadrature.nodes = 3; ts1_12 = extended_path([], 200, [], options_, M_, oo_); set_dynare_seed('default'); options_.ep.stochastic.order = 8; -options_.ep.IntegrationAlgorithm='Stroud-Cubature-3';//'Unscented'; //'Tensor-Gaussian-Quadrature'; +options_.ep.stochastic.IntegrationAlgorithm='Stroud-Cubature-3';//'Unscented'; //'Tensor-Gaussian-Quadrature'; options_.ep.stochastic.quadrature.nodes = 3; ts1_16 = extended_path([], 200, [], options_, M_, oo_); diff --git a/tests/ep/rbc.mod b/tests/ep/rbc.mod index a03d0a5f4..4003c4aa0 100644 --- a/tests/ep/rbc.mod +++ b/tests/ep/rbc.mod @@ -79,7 +79,7 @@ ts0 = extended_path([], 10, [], options_, M_, oo_); options_.ep.stochastic.order = 1; options_.ep.stochastic.nodes = 3; -options_.ep.IntegrationAlgorithm='Tensor-Gaussian-Quadrature'; +options_.ep.stochastic.IntegrationAlgorithm='Tensor-Gaussian-Quadrature'; ts1_3 = extended_path([], 10, [], options_, M_, oo_); options_.ep.stochastic.nodes = 5;