From 7449d26e51df33a91abd9807443294c2daf40224 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Fri, 20 Oct 2023 14:57:22 -0400
Subject: [PATCH] Perfect foresight with homotopy + marginal linearization:
improve info messages
---
.../perfect-foresight-models/perfect_foresight_solver.m | 9 ++++++++-
1 file changed, 8 insertions(+), 1 deletion(-)
diff --git a/matlab/perfect-foresight-models/perfect_foresight_solver.m b/matlab/perfect-foresight-models/perfect_foresight_solver.m
index 031e235f36..1f2586524e 100644
--- a/matlab/perfect-foresight-models/perfect_foresight_solver.m
+++ b/matlab/perfect-foresight-models/perfect_foresight_solver.m
@@ -160,13 +160,20 @@ elseif options_.simul.homotopy_linearization_fallback && completed_share > 0
elseif options_.simul.homotopy_marginal_linearization_fallback > 0 && completed_share > options_.simul.homotopy_marginal_linearization_fallback
% Now compute extra simulation. First try using the first simulation as guess value.
extra_share = completed_share - options_.simul.homotopy_marginal_linearization_fallback;
+ if ~options_.noprint
+ fprintf('Only %.1f%% of the shock could be simulated. Since marginal linearization was requested as a fallback, now running an extra simulation for %.1f%% of the shock\n\n', completed_share, extra_share)
+ fprintf('%s\n\n', repmat('*', 1, 80))
+ end
extra_simul_time_counter = tic;
[extra_success, extra_endo_simul, extra_exo_simul, extra_steady_state, extra_exo_steady_state] = create_scenario(extra_share, endoorig, exoorig, endobase, exobase, initperiods, lastperiods, recompute_final_steady_state, endo_simul, steady_state, exo_steady_state);
if extra_success
[extra_endo_simul, extra_success] = perfect_foresight_solver_core(extra_endo_simul, extra_exo_simul, extra_steady_state, extra_exo_steady_state, M_, options_);
end
if ~extra_success
- fprintf('The extra simulation for %.1f%% of the shock did not run when using the first simulation as a guess value. Now trying a full homotopy loop to get that extra simulation working\n\n', extra_share)
+ if ~options_.noprint
+ fprintf('The extra simulation for %.1f%% of the shock did not run when using the first simulation as a guess value. Now trying a full homotopy loop to get that extra simulation working\n\n', extra_share)
+ fprintf('%s\n\n', repmat('*', 1, 80))
+ end
[extra_completed_share, extra_endo_simul] = homotopy_loop(extra_share, endoorig, exoorig, endobase, exobase, initperiods, simperiods, lastperiods, recompute_final_steady_state, oo_.endo_simul, oo_.steady_state, oo_.exo_steady_state);
extra_success = (extra_completed_share == extra_share);
end
--
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