From 7f62bf98f94ebe515cdc9413b4b453a18a95753f Mon Sep 17 00:00:00 2001
From: Normann Rion <normann@dynare.org>
Date: Thu, 30 May 2024 12:09:20 +0200
Subject: [PATCH] Add the `dr*` options documentation for the estimation
command
---
doc/manual/source/the-model-file.rst | 20 ++++++++++++++++++++
matlab/+mom/default_option_mom_values.m | 2 +-
2 files changed, 21 insertions(+), 1 deletion(-)
diff --git a/doc/manual/source/the-model-file.rst b/doc/manual/source/the-model-file.rst
index c79b19371e..a85bc37ca8 100644
--- a/doc/manual/source/the-model-file.rst
+++ b/doc/manual/source/the-model-file.rst
@@ -7988,6 +7988,26 @@ observed variables.
See :opt:`aim_solver`.
+ .. option:: dr = OPTION
+
+ See :opt:`dr <dr = OPTION>`. Default: ``default``, i.e. generalized
+ Schur decomposition.
+
+ .. option:: dr_cycle_reduction_tol = DOUBLE
+
+ See :opt:`dr_cycle_reduction_tol <dr_cycle_reduction_tol = DOUBLE>`.
+ Default: ``1e-7``.
+
+ .. option:: dr_logarithmic_reduction_tol = DOUBLE
+
+ See :opt:`dr_logarithmic_reduction_tol <dr_logarithmic_reduction_tol = DOUBLE>`.
+ Default: ``1e-12``.
+
+ .. option:: dr_logarithmic_reduction_maxiter = INTEGER
+
+ See :opt:`dr_logarithmic_reduction_maxiter <dr_logarithmic_reduction_maxiter = INTEGER>`.
+ Default: ``100``.
+
.. option:: lyapunov = OPTION
Determines the algorithm used to solve the Lyapunov equation to
diff --git a/matlab/+mom/default_option_mom_values.m b/matlab/+mom/default_option_mom_values.m
index fa92d131d6..da9affb5e7 100644
--- a/matlab/+mom/default_option_mom_values.m
+++ b/matlab/+mom/default_option_mom_values.m
@@ -178,7 +178,7 @@ options_mom_ = set_default_option(options_mom_,'dr_cycle_reduction',false);
options_mom_ = set_default_option(options_mom_,'dr_cycle_reduction_tol',1e-7); % convergence criterion used in the cycle reduction algorithm
options_mom_ = set_default_option(options_mom_,'dr_logarithmic_reduction',false); % use logarithmic reduction algorithm to solve the polynomial equation for retrieving the coefficients associated to the endogenous variables in the decision rule
options_mom_ = set_default_option(options_mom_,'dr_logarithmic_reduction_maxiter',100); % maximum number of iterations used in the logarithmic reduction algorithm
-options_mom_ = set_default_option(options_mom_,'dr_logarithmic_reduction_tol',1e-12); % convergence criterion used in the cycle reduction algorithm
+options_mom_ = set_default_option(options_mom_,'dr_logarithmic_reduction_tol',1e-12); % convergence criterion used in the logarithmic reduction algorithm
options_mom_ = set_default_option(options_mom_,'qz_criterium',1-1e-6); % value used to split stable from unstable eigenvalues in reordering the Generalized Schur decomposition used for solving first order problems
% if there are no unit roots one can use 1.0 (or slightly below) which we set as default; if they are possible, you may have have multiple unit roots and the accuracy decreases when computing the eigenvalues in lyapunov_symm
% Note that unit roots are only possible at first-order, at higher order we set it to 1 in pruned_state_space_system and focus only on stationary observables.
--
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