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Add interface to set zero_moments_tolerance

Merged Willi Mutschler requested to merge wmutschl/preprocessor:zero_moments_tolerance into master

Useful in identification and method_of_moments to set the tolerance which replaces very small numbers by hard zeros in unconditional second moments. Merge request for that will follow after this is merged in the preprocessor.

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  • Willi Mutschler changed milestone to %5.x

    changed milestone to %5.x

  • Actually there is a cutoff option to the model block which serves a similar purpose: it is used to determine the threshold under which a numerically small derivative is considered as a real zero (and thus that the corresponding variable does not enter the equation in the block decomposition).

    I wonder whether we should reuse that name, even though it would be in a slightly different context?

    Edited by Sébastien Villemot
  • I don't really mind, but cutoff is declared a <DYNARE_BLOCK>cutoff {return token::CUTOFF;}, whereas the proposed zero_moments_tolerance is a <DYNARE_STATEMENT>zero_moments_tolerance {return token::ZERO_MOMENTS_TOLERANCE;}. Also, in disp_moments.m we already use zero_moments_tolerance, which does exactly the same to what I want to do in pruned_state_space.m. So I would rather stick with zero_moments_tolerance if that is okay with you?

    Edited by Willi Mutschler
  • The block vs statement thing is easy to solve technically. And the already existing zero_moments_tolerance is not user-visible (it is not part of the .mod language).

    But I agree that the name you propose is more explicit than cutoff. And that both options do not serve exactly the same purpose. So I'll merge this.

  • mentioned in commit 50782694

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