Commit Graph

58 Commits (4c1af7890bf2a1ea68a218f13890f2f6a2f1b66a)

Author SHA1 Message Date
Marco Ratto 4caebd76c9 added 2 new occbin.simul options (defaults preserve current behavior):
1) algo_truncation: sets the number of iterations for a truncated guess-verify algorithm (i.e. if max_iter<=algo_truncation, no error is triggered on output, but the user is happy with the last regime in the algorithm)
2) reset_regime_in_new_period: is set to true, it resets the guess regimes to unconstrained when a new shock arrives, instead of starting with a guess regime consistent with the one identified in previous time periods. this sometimes allows more robust convergence/identification of the regimes
2021-07-21 18:03:23 +02:00
Marco Ratto ebdfcc80ec fixed bug introduced in 229282a1c4 2021-07-21 17:59:01 +02:00
Marco Ratto c48f737633 make header names compatible with earlier versions of MATLAB (e.g. it would crash with MATLAB 2017b) 2021-07-21 17:51:05 +02:00
Marco Ratto 85e35b1654 1) if not using relaxation, initial guess regime in verify step(occbin simul) is set equal to the guess regime used to updated states and shocks
2) fixed treatment of periodic solution in algo=3, now harmonized to algo=1
2021-07-21 17:51:03 +02:00
Johannes Pfeifer 944bf2b68e occbin: work with non-demeaned data and in constraints 2021-07-21 13:42:38 +02:00
Sébastien Villemot 229282a1c4
Occbin: the +<basename>/occbin_difference.m file is now generated by the preprocessor
Some fields have also changed under M_.occbin.

Ref. #569
2021-07-20 12:35:15 +02:00
Sébastien Villemot d5c35e3664
Occbin: fix function header 2021-07-19 15:30:54 +02:00
Marco Ratto 02072dde39
Add Occbin routines
Syntax is not yet finalized (see preprocessor#68).
Documentation still to be done.

Ref. #569
2021-07-16 17:20:11 +02:00