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Commit 7f62bf98 authored by Normann Rion's avatar Normann Rion
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Add the `dr*` options documentation for the estimation command

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......@@ -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
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......@@ -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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