dynare/matlab/perfect-foresight-models
Sébastien Villemot d5a3a8e16a
Various improvements to perfect foresight homotopy
– 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)
2023-06-21 15:58:23 +02:00
..
private Perfect foresight: LBJ now available under stack_solve_algo=1 (with/without block/bytecode) 2022-06-15 15:06:33 +02:00
det_cond_forecast.m det_cond_forecast.m: use better syntax for ignored outputs 2023-06-12 19:18:44 +02:00
linear_approximation_accuracy.m Use Unicode copyright symbol (in UTF-8 encoding) in all source files 2022-04-13 14:54:25 +02:00
linear_perfect_foresight_problem.m Use Unicode copyright symbol (in UTF-8 encoding) in all source files 2022-04-13 14:54:25 +02:00
make_ex_.m Use Unicode copyright symbol (in UTF-8 encoding) in all source files 2022-04-13 14:54:25 +02:00
make_y_.m make_y_.m: fix interaction with steady_state_model 2022-10-13 16:33:58 +02:00
perfect_foresight_mcp_problem.m Use Unicode copyright symbol (in UTF-8 encoding) in all source files 2022-04-13 14:54:25 +02:00
perfect_foresight_setup.m Various improvements to perfect foresight homotopy 2023-06-21 15:58:23 +02:00
perfect_foresight_solver.m Various improvements to perfect foresight homotopy 2023-06-21 15:58:23 +02:00
perfect_foresight_solver_core.m Various improvements to perfect foresight homotopy 2023-06-21 15:58:23 +02:00
perfect_foresight_with_expectation_errors_setup.m Various improvements to perfect foresight homotopy 2023-06-21 15:58:23 +02:00
perfect_foresight_with_expectation_errors_solver.m Various improvements to perfect foresight homotopy 2023-06-21 15:58:23 +02:00
setup_time_recursive_block_simul.m Design and performance improvement to solve_algo={12,14} 2022-11-30 14:47:57 +01:00
sim1.m Perfect foresight: inner functions no longer return a modified oo_ 2023-06-06 18:13:10 +02:00
sim1_lbj.m Perfect foresight: inner functions no longer return a modified oo_ 2023-06-06 18:13:10 +02:00
sim1_linear.m Perfect foresight: inner functions no longer return a modified oo_ 2023-06-06 18:13:10 +02:00
sim1_purely_backward.m Perfect foresight: inner functions no longer return a modified oo_ 2023-06-06 18:13:10 +02:00
sim1_purely_forward.m Perfect foresight: inner functions no longer return a modified oo_ 2023-06-06 18:13:10 +02:00
sim1_purely_static.m Perfect foresight: inner functions no longer return a modified oo_ 2023-06-06 18:13:10 +02:00
solve_block_decomposed_problem.m Perfect foresight: inner functions no longer return a modified oo_ 2023-06-06 18:13:10 +02:00
solve_stacked_linear_problem.m Perfect foresight: inner functions no longer return a modified oo_ 2023-06-06 18:13:10 +02:00
solve_stacked_problem.m Perfect foresight: inner functions no longer return a modified oo_ 2023-06-06 18:13:10 +02:00