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Commit e1308a81 authored by Stéphane Adjemian's avatar Stéphane Adjemian
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Fixed homotopy for stochastic extended path.

parent daf6189e
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......@@ -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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