Skip to content
Snippets Groups Projects
Commit 8f51dc89 authored by Stéphane Adjemian's avatar Stéphane Adjemian
Browse files

Fixed homotopy for stochastic extended path.

(cherry picked from commit e1308a81)
parent b89b0c39
No related merge requests found
...@@ -60,7 +60,18 @@ while weight<1 ...@@ -60,7 +60,18 @@ while weight<1
flag = 1; flag = 1;
end end
if flag 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 end
info.convergence = ~flag;% Equal to one if the perfect foresight solver converged for the current value of weight. info.convergence = ~flag;% Equal to one if the perfect foresight solver converged for the current value of weight.
if verbose if verbose
...@@ -133,7 +144,18 @@ if weight<1 ...@@ -133,7 +144,18 @@ if weight<1
flag = 1; flag = 1;
end end
if flag 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 end
info.convergence = ~flag; info.convergence = ~flag;
if info.convergence if info.convergence
......
0% Loading or .
You are about to add 0 people to the discussion. Proceed with caution.
Please register or to comment