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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)
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- doc/manual/source/the-model-file.rst 114 additions, 50 deletionsdoc/manual/source/the-model-file.rst
- matlab/default_option_values.m 17 additions, 2 deletionsmatlab/default_option_values.m
- matlab/evaluate_steady_state.m 6 additions, 2 deletionsmatlab/evaluate_steady_state.m
- matlab/perfect-foresight-models/perfect_foresight_setup.m 6 additions, 2 deletionsmatlab/perfect-foresight-models/perfect_foresight_setup.m
- matlab/perfect-foresight-models/perfect_foresight_solver.m 302 additions, 114 deletionsmatlab/perfect-foresight-models/perfect_foresight_solver.m
- matlab/perfect-foresight-models/perfect_foresight_solver_core.m 0 additions, 6 deletions.../perfect-foresight-models/perfect_foresight_solver_core.m
- matlab/perfect-foresight-models/perfect_foresight_with_expectation_errors_setup.m 0 additions, 15 deletions...-models/perfect_foresight_with_expectation_errors_setup.m
- matlab/perfect-foresight-models/perfect_foresight_with_expectation_errors_solver.m 23 additions, 14 deletions...models/perfect_foresight_with_expectation_errors_solver.m
- preprocessor 1 addition, 1 deletionpreprocessor
- tests/Makefile.am 3 additions, 1 deletiontests/Makefile.am
- tests/deterministic_simulations/homotopy.mod 4 additions, 3 deletionstests/deterministic_simulations/homotopy.mod
- tests/deterministic_simulations/homotopy_endval_steady_linearization.mod 43 additions, 0 deletions...stic_simulations/homotopy_endval_steady_linearization.mod
- tests/deterministic_simulations/homotopy_histval.mod 6 additions, 11 deletionstests/deterministic_simulations/homotopy_histval.mod
- tests/deterministic_simulations/homotopy_marginal_linearization.mod 42 additions, 0 deletions...rministic_simulations/homotopy_marginal_linearization.mod
- tests/deterministic_simulations/pfwee.mod 6 additions, 1 deletiontests/deterministic_simulations/pfwee.mod
- tests/deterministic_simulations/pfwee_constant_sim_length.mod 9 additions, 4 deletions...s/deterministic_simulations/pfwee_constant_sim_length.mod
- tests/deterministic_simulations/pfwee_homotopy.mod 40 additions, 0 deletionstests/deterministic_simulations/pfwee_homotopy.mod
- tests/deterministic_simulations/pfwee_learnt_in.mod 6 additions, 1 deletiontests/deterministic_simulations/pfwee_learnt_in.mod
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