- Ensure that we always use the same DGP (e.g. same transition matrix).
- Call the mex more than once with different samples.
- Ensure that the size of the state space model is the same in tests 1, 2 and 3.
- Fix the seed (same samples across 1, 2 and 3 except for the additive noise in 2 and 3 on the observed variables).
- Simulation of the model was not working since to (1) wrong commented
line (dynare comments in a verbatim block), and (2) dates are not interpreted
in a verbatim block.
- A variable was missing (the auxiliary for the PAC expectation term) causing
problems for the initialisation of the simulations in dcontribs (presence of a
NaN in the guess for the first period).
Similarly to the regular “endval” block, any variable mentioned in this
block will jump to its new value in the period where the information is learnt.
In particular, this means that any temporary shock that may have been
anticipated on that variable (as specified through a “shocks(learnt_in=...)”
block for a previous informational period) will be overwritten.
MATLAB R2014a run with -nodisplay crashes with the TeX option. A workaround was
introduced in commit f946baf6c5. The present
commit updates this workaround following the move to the Meson build system.
By the way, use consistent variable naming in tests/run_mod_file.m.
The considered pruning routines can be found in
- `simult_.m`
- `local_state_space_iteration_2` MEX
- `local_state_space_iteration_3` MEX
- `pruned_state_space_system.m`
– new option “endval_steady” to pf_setup command to recompute terminal
steady state in the homotopy loop
– new options “homotopy_linearization_fallback” and
“homotopy_marginal_linearization_fallback” to pf_solver and pfwee_solver
commands, to get an approximate solution when homotopy fails to go to 100%
– new options “homotopy_initial_step_size”, “homotopy_min_step_size”,
“homotopy_step_size_increase_success_count” and “homotopy_max_completion_share”
to pf_solver and pfwee_solver commands to fine tune the homotopy behaviour
– removed option “homotopy_alt_starting_point” to pf_solver command, not really
useful
– new options “steady_solve_algo”, “steady_tolf”, “steady_tolx”,
“steady_maxit”, “steady_markowitz” to pf_solver and pfwee_solver commands, to
control the computation of the terminal steady state (and remove the
equivalent options which previously had different names in pfwee_solver command)
Stéphane Adjemian (Argos)
Normann Rion
Sébastien Villemot
Johannes Pfeifer
Willi Mutschler