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Frédéric Karamé
dynare
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e67060a8
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e67060a8
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2 months ago
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Sébastien Villemot
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Manual: document various fields under oo_.deterministic_simulation
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doc/manual/source/the-model-file.rst
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@@ -3868,6 +3868,11 @@ speed-up on large models.
the homotopy procedure has been able to find a solution, then the approximate
solution returned is :math:`\frac{y(s^*)-y(0)}{s^*}`.
If linearization is triggered, the variable
:mvar:`oo_.deterministic_simulation.homotopy_linearization` is set, and
the simulation corresponding to share :math:`s^*` is stored in
:mvar:`oo_.deterministic_simulation.sim1`.
.. option:: homotopy_marginal_linearization_fallback [= DOUBLE]
Whenever the homotopy procedure is not able to find a solution for 100%
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@@ -3887,6 +3892,13 @@ speed-up on large models.
of :math:`\epsilon` is ``0.01`` by default, but can be modified by
passing some other value to the option.
If marginal linearization is triggered, the variable
:mvar:`oo_.deterministic_simulation.homotopy_marginal_linearization` is
set. Moreover, the simulation corresponding to share :math:`s^*` is
stored in :mvar:`oo_.deterministic_simulation.sim1`, and the one
corresponding to share :math:`s^*-\epsilon` is stored in
:mvar:`oo_.deterministic_simulation.sim2`.
.. option:: homotopy_max_completion_share = DOUBLE
Instructs Dynare, within the homotopy procedure, to not try to compute
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@@ -4048,13 +4060,16 @@ speed-up on large models.
*Output*
The simulated endogenous variables are available in global matrix
`
`oo_.endo_simul`
`
.
:mvar:
`oo_.endo_simul`.
If any of the ``first_simulation_period`` or ``last_simulation_period``
option was passed to the preceding :comm:`perfect_foresight_setup` command,
a time series object containing both endogenous and exogenous variables is
stored in the workspace variable :mvar:`Simulated_time_series`.
The variable :mvar:`oo_.deterministic_simulation.status` indicates whether
the simulation was successful or not.
.. command:: simul ;
simul (OPTIONS...);
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@@ -4132,6 +4147,42 @@ speed-up on large models.
variables, so in practice it is either 1 or 0 (the latter value corresponds
to a purely backward or static model).
.. matvar:: oo_.deterministic_simulation.status
|br| Set to ``true`` by the :comm:`perfect_foresight_solver` command if the
simulation succeeded, otherwise set to ``false``.
.. matvar:: oo_.deterministic_simulation.homotopy_linearization
|br| Set to ``true`` by the :comm:`perfect_foresight_solver` command if
linearization has been used to compute an approximate solution.
.. matvar:: oo_.deterministic_simulation.homotopy_marginal_linearization
|br| Set to ``true`` by the :comm:`perfect_foresight_solver` command if
marginal linearization has been used to compute an approximate solution.
.. matvar:: oo_.deterministic_simulation.sim1
|br| Set by the :comm:`perfect_foresight_solver` command if either
linearization or marginal linearization has been used to compute an
approximate solution. This structure contains the simulation corresponding
to the greatest share of the shocks for which an exact solution could be
computed. The subfield ``homotopy_completion_share`` contains that share.
The subfields ``endo_simul``, ``exo_simul``, ``steady_state`` and
``exo_steady_state`` respectively contain the path of endogenous, the path
of exogenous, the steady state of endogenous and the steady state of
exogenous for that simulation (with the same conventions as the fields of
of the same name in ``oo_``).
.. matvar:: oo_.deterministic_simulation.sim2
|br| Set by the :comm:`perfect_foresight_solver` command if marginal
linearization has been used to compute an approximate solution. This
structure contains the simulation corresponding to a share marginally
smaller that the one in :mvar:`oo_.deterministic_simulation.sim1`. The
subfields are the same as in :mvar:`oo_.deterministic_simulation.sim1`.
Perfect foresight with expectation errors
-----------------------------------------
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