Skip to content
Snippets Groups Projects

Fixes local_state_space_iteration_3 and adds a test comparing the various pruning routines

Merged Normann Rion requested to merge normann/dynare:pruning_2nd_order into master

Fixes local_state_space_iteration_3 and adds a test comparing the various pruning routines used in dynare up to order 3. The considered pruning routines can be found in

  • simult_.m
  • local_state_space_iteration_2 MEX
  • local_state_space_iteration_3 MEX
  • pruned_state_space_system.m

I wrote a note to clarify the elements we shared in Mattermost Town Square channel about pruning. In short, every thing is fine in dynare's pruning, except local_state_space_iteration_3, which I fix here: KKSS and AVR are equivalent at second order if proper summation is enforced in AVR. See KKSS_AVR_equivalence.pdf for more details.

Merge request reports

Loading
Loading

Activity

Filter activity
  • Approvals
  • Assignees & reviewers
  • Comments (from bots)
  • Comments (from users)
  • Commits & branches
  • Edits
  • Labels
  • Lock status
  • Mentions
  • Merge request status
  • Tracking
  • Loading
  • Loading
  • Loading
  • Loading
  • Loading
  • Loading
  • Loading
  • Loading
  • Loading
  • Loading
Please register or sign in to reply
Loading