Moved IntegrationAgorithm under options_.ep.stochastic
parent
0ae1471afc
commit
ee891948e0
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@ -212,7 +212,7 @@ ep.replic_nbr = 1;
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% Parallel execution of replications
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% Parallel execution of replications
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ep.parallel = false;
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ep.parallel = false;
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% Stochastic extended path related options.
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% Stochastic extended path related options.
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ep.IntegrationAlgorithm = 'Tensor-Gaussian-Quadrature';
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ep.stochastic.IntegrationAlgorithm = 'Tensor-Gaussian-Quadrature'; % Other possible values are 'Stroud-Cubature-3' and 'Stroud-Cubature-5'
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ep.stochastic.method = '';
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ep.stochastic.method = '';
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ep.stochastic.algo = 0;
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ep.stochastic.algo = 0;
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ep.stochastic.quadrature.ortpol = 'hermite';
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ep.stochastic.quadrature.ortpol = 'hermite';
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@ -15,14 +15,15 @@ ep:
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maxit: 500
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maxit: 500
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periods: 200
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periods: 200
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set_dynare_seed_to_default: 1
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set_dynare_seed_to_default: 1
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IntegrationAlgorithm: 'Tensor-Gaussian-Quadrature'
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'Stroud-Cubature-3'
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'Stroud-Cubature-5'
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'Unscented'
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solve_algo:
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solve_algo:
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stack_solve_algo: 4
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stack_solve_algo: 4
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step: 50
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step: 50
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stochastic:
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stochastic:
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IntegrationAlgorithm: 'Tensor-Gaussian-Quadrature'
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'Stroud-Cubature-3'
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'Stroud-Cubature-5'
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'Unscented'
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method: ''
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method: ''
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algo: 0
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algo: 0
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order: 1
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order: 1
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@ -41,7 +42,7 @@ ep:
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initial_period: NaN
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initial_period: NaN
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lmmcp:
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lmmcp:
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lb:
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lb:
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ub:
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ub:
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status: 0 (?? status is not an option ??)
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status: 0 (?? status is not an option ??)
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mcppath:
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mcppath:
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lb:
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lb:
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@ -63,7 +64,7 @@ pfm.use_bytecode = DynareOptions.ep.use_bytecode ;
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* in extended_path_core, one passes options.ep and individual options
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* in extended_path_core, one passes options.ep and individual options
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* there are no options to control extended_path_homotopy
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* there are no options to control extended_path_homotopy
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* extended_path_initialization sets ep and options
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* extended_path_initialization sets ep and options
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* setup_integration_nodes: number of nodes is not handled in a symmetric way for all algorithms
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* setup_integration_nodes: number of nodes is not handled in a symmetric way for all algorithms
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* why extended_path_initialization et setup_stochastic_extended_path ?
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* why extended_path_initialization et setup_stochastic_extended_path ?
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* do we need solve_stochastic_perfect_foresight_model.m and solve_stochastic_perfect_foresight_model_1.m ?
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* do we need solve_stochastic_perfect_foresight_model.m and solve_stochastic_perfect_foresight_model_1.m ?
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@ -1,7 +1,7 @@
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function [nodes,weights,nnodes] = setup_integration_nodes(EpOptions,pfm)
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function [nodes,weights,nnodes] = setup_integration_nodes(EpOptions,pfm)
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if EpOptions.stochastic.order
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if EpOptions.stochastic.order
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% Compute weights and nodes for the stochastic version of the extended path.
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% Compute weights and nodes for the stochastic version of the extended path.
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switch EpOptions.IntegrationAlgorithm
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switch EpOptions.stochastic.IntegrationAlgorithm
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case 'Tensor-Gaussian-Quadrature'
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case 'Tensor-Gaussian-Quadrature'
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% Get the nodes and weights from a univariate Gauss-Hermite quadrature.
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% Get the nodes and weights from a univariate Gauss-Hermite quadrature.
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[nodes0,weights0] = gauss_hermite_weights_and_nodes(EpOptions.stochastic.quadrature.nodes);
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[nodes0,weights0] = gauss_hermite_weights_and_nodes(EpOptions.stochastic.quadrature.nodes);
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@ -55,25 +55,25 @@ ts = extended_path([], 200, [], options_, M_, oo_);
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set_dynare_seed('default');
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set_dynare_seed('default');
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options_.ep.stochastic.order = 2;
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options_.ep.stochastic.order = 2;
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options_.ep.IntegrationAlgorithm='Stroud-Cubature-3';//'Unscented'; //'Tensor-Gaussian-Quadrature';
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options_.ep.stochastic.IntegrationAlgorithm='Stroud-Cubature-3';//'Unscented'; //'Tensor-Gaussian-Quadrature';
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options_.ep.stochastic.quadrature.nodes = 3;
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options_.ep.stochastic.quadrature.nodes = 3;
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ts1_4 = extended_path([], 200, [], options_, M_, oo_);
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ts1_4 = extended_path([], 200, [], options_, M_, oo_);
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set_dynare_seed('default');
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set_dynare_seed('default');
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options_.ep.stochastic.order = 4;
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options_.ep.stochastic.order = 4;
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options_.ep.IntegrationAlgorithm='Stroud-Cubature-3';//'Unscented'; //'Tensor-Gaussian-Quadrature';
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options_.ep.stochastic.IntegrationAlgorithm='Stroud-Cubature-3';//'Unscented'; //'Tensor-Gaussian-Quadrature';
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options_.ep.stochastic.quadrature.nodes = 3;
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options_.ep.stochastic.quadrature.nodes = 3;
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ts1_8 = extended_path([], 200, [], options_, M_, oo_);
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ts1_8 = extended_path([], 200, [], options_, M_, oo_);
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set_dynare_seed('default');
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set_dynare_seed('default');
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options_.ep.stochastic.order = 6;
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options_.ep.stochastic.order = 6;
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options_.ep.IntegrationAlgorithm='Stroud-Cubature-3';//'Unscented'; //'Tensor-Gaussian-Quadrature';
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options_.ep.stochastic.IntegrationAlgorithm='Stroud-Cubature-3';//'Unscented'; //'Tensor-Gaussian-Quadrature';
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options_.ep.stochastic.quadrature.nodes = 3;
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options_.ep.stochastic.quadrature.nodes = 3;
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ts1_12 = extended_path([], 200, [], options_, M_, oo_);
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ts1_12 = extended_path([], 200, [], options_, M_, oo_);
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set_dynare_seed('default');
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set_dynare_seed('default');
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options_.ep.stochastic.order = 8;
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options_.ep.stochastic.order = 8;
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options_.ep.IntegrationAlgorithm='Stroud-Cubature-3';//'Unscented'; //'Tensor-Gaussian-Quadrature';
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options_.ep.stochastic.IntegrationAlgorithm='Stroud-Cubature-3';//'Unscented'; //'Tensor-Gaussian-Quadrature';
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options_.ep.stochastic.quadrature.nodes = 3;
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options_.ep.stochastic.quadrature.nodes = 3;
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ts1_16 = extended_path([], 200, [], options_, M_, oo_);
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ts1_16 = extended_path([], 200, [], options_, M_, oo_);
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@ -79,7 +79,7 @@ ts0 = extended_path([], 10, [], options_, M_, oo_);
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options_.ep.stochastic.order = 1;
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options_.ep.stochastic.order = 1;
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options_.ep.stochastic.nodes = 3;
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options_.ep.stochastic.nodes = 3;
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options_.ep.IntegrationAlgorithm='Tensor-Gaussian-Quadrature';
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options_.ep.stochastic.IntegrationAlgorithm='Tensor-Gaussian-Quadrature';
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ts1_3 = extended_path([], 10, [], options_, M_, oo_);
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ts1_3 = extended_path([], 10, [], options_, M_, oo_);
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options_.ep.stochastic.nodes = 5;
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options_.ep.stochastic.nodes = 5;
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