34 lines
1.3 KiB
Matlab
34 lines
1.3 KiB
Matlab
function e = ep_accuracy_check(M_,options_,oo_)
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% e = ep_accuracy_check(M_,options_,oo_)
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% Copyright © 2016-2023 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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endo_simul = oo_.endo_simul;
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n = size(endo_simul,2);
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[~, innovations, pfm, ~, ~, options_, oo_] = ...
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extended_path_initialization([], n-1, [], options_, M_, oo_);
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options_.ep.accuracy.stochastic.order = options_.ep.stochastic.order;
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[nodes,weights] = setup_integration_nodes(options_.ep.accuracy,pfm);
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e = zeros(M_.endo_nbr,n);
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for i=1:n
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e(:,i) = euler_equation_error(endo_simul(:,i),oo_.exo_simul, ...
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innovations, M_, options_,oo_,pfm,nodes,weights);
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end
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