Commit Graph

12 Commits (943db6fb24d9e4b01f31d084696bb8aec9010ff4)

Author SHA1 Message Date
Michel Juillard 23134353e3 extended_path: update tests models; correct bugs introduced in
previous commit
2014-05-12 14:17:19 +02:00
Michel Juillard f5ae90bcc8 extended-path: changed homotopy so that integration nodes change
too (only for for case 1)
2014-03-16 18:54:52 +01:00
Michel Juillard 8f06a3134d added unscented nodes generator
put nodes generators in setup_integration_nodes.m
added stochastic_solvers to homotopic_steps
2014-03-16 18:54:52 +01:00
Stéphane Adjemian (Scylla) e1308a8192 Fixed homotopy for stochastic extended path. 2014-02-21 12:12:40 +01:00
Sébastien Villemot 1f9cea669a Update copyright notices 2012-06-08 18:22:34 +02:00
Stéphane Adjemian (Charybdis) 192b5c7113 Fixed bugs in routines related to the extended path algorithm. 2012-03-04 22:09:18 +01:00
Stéphane Adjemian (Charybdis) 9dfc0d5c08 Added calls to matlab implementation of the perfect foresight solver in homotopic routine (extended path approach). 2012-02-04 18:52:03 +01:00
Stéphane Adjemian (Charybdis) 6328a44f33 Streamlined extended paths routines.
*  Removed the  necessity (for  the  user) to  run stoch_simul  bebore
executing the exetended path routine (when options_.init>0).

*  The  value  of  options_.ep.init  defines the  mix  (used  for  the
initialization of  the perfect foresight solver)  between the previous
perfect foresight  solution and  the path obtained  with an  order one
perturbation approach.

* Removed timing related statements.

*  Changed homotopy set-up  for stochastic  extended path:  add future
multivariate innovations one by one.

* Endogeneously increase step_length in the homotopy routine.

* Removed homotopy_2 related code.
2012-01-27 18:27:42 +01:00
Stéphane Adjemian (Charybdis) 5e87dfcd0f Prevent homotopy routine to enter in the second loop (doi not (re)start the homotopy from weight=0). 2012-01-23 13:59:25 +01:00
Stéphane Adjemian (Charybdis) 9abb2e9ff8 Adapted homotopy routine to SEP. 2012-01-23 13:57:30 +01:00
Stéphane Adjemian (Charybdis) a36cf30118 Make options_.dynatol specific to x/f by adding dynatol.x and dynatol.f. By default dynatol.x=dynatol.f= old default value of dynatol. 2011-12-12 14:20:14 +01:00
Stéphane Adjemian (Charybdis) 6d9983df0c New version of the extended path routines. 2011-12-09 18:03:30 +01:00