From 36a40093b84f99fb57ac38520dfa61ee3f23acb6 Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Tue, 17 May 2022 12:22:54 +0200
Subject: [PATCH] occbin: add warning on spurious regime transitions
(cherry picked from commit 0685e03ecdc0432518249298abda303e41660a4b)
---
doc/manual/source/the-model-file.rst | 16 +++++++++++++++-
1 file changed, 15 insertions(+), 1 deletion(-)
diff --git a/doc/manual/source/the-model-file.rst b/doc/manual/source/the-model-file.rst
index c550149bb7..86a8a72e37 100644
--- a/doc/manual/source/the-model-file.rst
+++ b/doc/manual/source/the-model-file.rst
@@ -4757,6 +4757,18 @@ All of these elements are discussed in the following.
the levels, not deviations from the steady state. To access the steady state
level of a variable, the ``STEADY_STATE()``-operator can be used.
+ Finally, it's worth keeping in mind that for each simulation period, Occbin will check
+ the respective conditions for whether the current regime should be left. Small numerical
+ differences from the cutoff point for a regime can sometimes lead to oscillations between
+ regimes and cause a spurious periodic solution. Such cases may be prevented by introducing
+ a small buffer between the two regimes, e.g.
+
+ ::
+
+ occbin_constraints;
+ name 'ELB'; bind inom <= iss-1e8; relax inom > iss+1e-8;
+ end;
+
The ``error_bind`` and ``error_relax``-options are optional and allow specifying
numerical criteria for the size of the respective constraint violations employed
in numerical routines. By default, Dynare will simply use the absolute value of
@@ -4894,7 +4906,9 @@ All of these elements are discussed in the following.
.. option:: simul_periodic_solution
Accept a periodic solution where the solution alternates between two sets of results
- across iterations, i.e. is not found to be unique. Default: not enabled.
+ across iterations, i.e. is not found to be unique. This is sometimes caused by spurious numerical errors
+ that lead to oscillations between regiems and may be prevented by allowing for a small buffer in regime
+ transitions. Default: not enabled.
.. option:: simul_debug
--
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