From 8f51dc890b5de25e40b386e44f421b3f53b94be0 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
<stephane.adjemian@univ-lemans.fr>
Date: Wed, 19 Feb 2014 10:34:15 +0100
Subject: [PATCH] Fixed homotopy for stochastic extended path.
(cherry picked from commit e1308a8192b9dbb800b281580e1d1cc6c040e3b9)
---
matlab/ep/homotopic_steps.m | 26 ++++++++++++++++++++++++--
1 file changed, 24 insertions(+), 2 deletions(-)
diff --git a/matlab/ep/homotopic_steps.m b/matlab/ep/homotopic_steps.m
index 80e455c66..21a88d767 100644
--- a/matlab/ep/homotopic_steps.m
+++ b/matlab/ep/homotopic_steps.m
@@ -60,7 +60,18 @@ while weight<1
flag = 1;
end
if flag
- [flag,tmp] = solve_perfect_foresight_model(endo_simul0,exo_simul0,pfm);
+ if ~options_.ep.stochastic.order
+ [flag,tmp,err] = solve_perfect_foresight_model(endo_simul0,exo_simul0,pfm);
+ else
+ switch options_.ep.stochastic.algo
+ case 0
+ [flag,tmp] = ...
+ solve_stochastic_perfect_foresight_model(endo_simul0,exo_simul0,pfm,options_.ep.stochastic.quadrature.nodes,options_.ep.stochastic.order);
+ case 1
+ [flag,tmp] = ...
+ solve_stochastic_perfect_foresight_model_1(endo_simul0,exo_simul0,options_.ep,pfm,options_.ep.stochastic.order);
+ end
+ end
end
info.convergence = ~flag;% Equal to one if the perfect foresight solver converged for the current value of weight.
if verbose
@@ -133,7 +144,18 @@ if weight<1
flag = 1;
end
if flag
- [flag,tmp] = solve_perfect_foresight_model(endo_simul0,exo_simul0,pfm);
+ if ~options_.ep.stochastic.order
+ [flag,tmp,err] = solve_perfect_foresight_model(endo_simul0,exo_simul0,pfm);
+ else
+ switch options_.ep.stochastic.algo
+ case 0
+ [flag,tmp] = ...
+ solve_stochastic_perfect_foresight_model(endo_simul0,exo_simul0,pfm,options_.ep.stochastic.quadrature.nodes,options_.ep.stochastic.order);
+ case 1
+ [flag,tmp] = ...
+ solve_stochastic_perfect_foresight_model_1(endo_simul0,exo_simul0,options_.ep,pfm,options_.ep.stochastic.order);
+ end
+ end
end
info.convergence = ~flag;
if info.convergence
--
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