15 lines
565 B
Matlab
15 lines
565 B
Matlab
function e = ep_accuracy_check(M,options,oo)
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endo_simul = oo.endo_simul;
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n = size(endo_simul,2);
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[initialconditions, innovations, pfm, ep, verbosity, 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,nnodes] = 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 |