dynare/matlab/ep/ep_notes.org

1.9 KiB

block: ep: accuracy: stochastic: order

debug: 0 memory: 0 init: 0 check_stability: 0 lp: 5 fp: 2 innovation_distribution: 'gaussian' 'calibrated' maxit: 500 periods: 200 set_dynare_seed_to_default: 1

solve_algo: stack_solve_algo: 4 step: 50 stochastic: IntegrationAlgorithm: 'Tensor-Gaussian-Quadrature' 'Stroud-Cubature-3' 'Stroud-Cubature-5' 'Unscented' method: '' algo: 0 order: 1 hybrid_order: 0 homotopic_steps: 1 nodes: 3 quadrature: ortpol: 'hermite' nodes: 5 pruned: ortpol: 'hermite' nodes: 5 pruned: [1x1 struct] use_bytecode: 0 verbosity: 0 initial_period: NaN lmmcp: lb: ub: status: 0 (?? status is not an option ??) mcppath: lb: ub: minimal_solving_period: order: ramsey_policy: simul: maxit solve_algo: stack_solve_algo: ut: (unscented free parameter)

pfm.stochastic_order = DynareOptions.ep.stochastic.order; pfm.periods = DynareOptions.ep.periods; pfm.verbose = DynareOptions.ep.verbosity; pfm.use_bytecode = DynareOptions.ep.use_bytecode ;

in extended_path_core, one passes options.ep and individual options

there are no options to control extended_path_homotopy

extended_path_initialization sets ep and options

setup_integration_nodes: number of nodes is not handled in a symmetric way for all algorithms

why extended_path_initialization et setup_stochastic_extended_path ?

do we need solve_stochastic_perfect_foresight_model.m and solve_stochastic_perfect_foresight_model_1.m ?