Skip to content
GitLab
Explore
Sign in
Register
Primary navigation
Search or go to…
Project
dynare
Manage
Activity
Members
Labels
Plan
Issues
Issue boards
Milestones
Wiki
Code
Merge requests
Repository
Branches
Commits
Tags
Repository graph
Compare revisions
Snippets
Build
Pipelines
Jobs
Pipeline schedules
Artifacts
Deploy
Releases
Container registry
Model registry
Operate
Environments
Monitor
Incidents
Analyze
Value stream analytics
Contributor analytics
CI/CD analytics
Repository analytics
Model experiments
Help
Help
Support
GitLab documentation
Compare GitLab plans
Community forum
Contribute to GitLab
Provide feedback
Keyboard shortcuts
?
Snippets
Groups
Projects
Show more breadcrumbs
Dynare
dynare
Commits
852d1352
Commit
852d1352
authored
3 years ago
by
Johannes Pfeifer
Browse files
Options
Downloads
Patches
Plain Diff
Expand documentation of markowitz criterion
parent
8ac72590
No related branches found
No related tags found
1 merge request
!2040
Document Markowitz and PKF incompatibilities and throw proper errors if triggered
Changes
1
Show whitespace changes
Inline
Side-by-side
Showing
1 changed file
doc/manual/source/the-model-file.rst
+5
-2
5 additions, 2 deletions
doc/manual/source/the-model-file.rst
with
5 additions
and
2 deletions
doc/manual/source/the-model-file.rst
+
5
−
2
View file @
852d1352
...
...
@@ -3092,8 +3092,11 @@ Finding the steady state with Dynare nonlinear solver
.. option:: markowitz = DOUBLE
Value of the Markowitz criterion, used to select the
pivot. Only used when ``solve_algo = 5``. Default: 0.5.
Value of the Markowitz criterion (:math:(0,\infty)`) used to select the
pivot with sparse Gaussian elimination (``solve_algo = 5``). This criterion
governs the tradeoff between selecting the pivot resulting in the most
accurate solution (low ``markowitz`` values) and the one that preserves
maximum sparsity (high ``markowitz`` values). Default: 0.5.
*Example*
...
...
This diff is collapsed.
Click to expand it.
Johannes Pfeifer
@JohannesPfeifer
mentioned in commit
0c5a8e7e
·
3 years ago
mentioned in commit
0c5a8e7e
mentioned in commit 0c5a8e7e572b774003dbe2e6d69635accc3e2cc5
Toggle commit list
Preview
0%
Loading
Try again
or
attach a new file
.
Cancel
You are about to add
0
people
to the discussion. Proceed with caution.
Finish editing this message first!
Save comment
Cancel
Please
register
or
sign in
to comment