Pruning is not available for order > 3

Ref #217
parent 9554065d
......@@ -187,5 +187,7 @@ else
yhat2 = yhat2(ipred);
yhat3 = yhat3(ipred);
error(['pruning not available for order = ' int2str(options_.order)])
  • @sebastien Do I understand it correctly that pruning at higher order would require changing the Dynare++ routines?

  • Implementing higher order pruning within Dynare++ is probably the most natural route, but it’s not the only one. We could also implement something in MATLAB, as has been done for 2nd and 3rd order. As always, it’s a trade-off between performance and ease of implementation.

    Edited by Sébastien Villemot
  • Given that higher order solutions result in massive computations, we should go for performance.

  • If you think we should implement higher-order pruning, please open a new ticket (ideally with some references to a description of the algorithm).

  • mentioned in issue #1643

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