diff --git a/matlab/ep/setup_integration_nodes.m b/matlab/ep/setup_integration_nodes.m index 5a6d206c1bbb7cd4cc1306823fd8c55c348661e1..092aaff5917be2f2dfb03940f3290e0cb0be4a95 100644 --- a/matlab/ep/setup_integration_nodes.m +++ b/matlab/ep/setup_integration_nodes.m @@ -1,7 +1,7 @@ function [nodes,weights,nnodes] = setup_integration_nodes(EpOptions,pfm) if EpOptions.stochastic.order % Compute weights and nodes for the stochastic version of the extended path. - switch EpOptions.IntegrationAlgorithm + switch EpOptions.stochastic.IntegrationAlgorithm case 'Tensor-Gaussian-Quadrature' % Get the nodes and weights from a univariate Gauss-Hermite quadrature. [nodes0,weights0] = gauss_hermite_weights_and_nodes(EpOptions.stochastic.quadrature.nodes); diff --git a/matlab/global_initialization.m b/matlab/global_initialization.m index 75e2239fc9f48933aa9af6dc26432925d80aa7b0..e6fdf355803a27b18ce4fe38bd4e4127e16afb1b 100644 --- a/matlab/global_initialization.m +++ b/matlab/global_initialization.m @@ -11,7 +11,7 @@ function global_initialization() % SPECIAL REQUIREMENTS % none -% Copyright (C) 2003-2017 Dynare Team +% Copyright (C) 2003-2019 Dynare Team % % This file is part of Dynare. % @@ -213,6 +213,7 @@ ep.replic_nbr = 1; % Parallel execution of replications ep.parallel = false; % Stochastic extended path related options. +ep.stochastic.IntegrationAlgorithm = 'Tensor-Gaussian-Quadrature'; % Other possible values are 'Stroud-Cubature-3' and 'Stroud-Cubature-5' ep.stochastic.method = ''; ep.stochastic.algo = 0; ep.stochastic.quadrature.ortpol = 'hermite'; diff --git a/tests/ep/ar.mod b/tests/ep/ar.mod index 9582f5aada25141888fa443cd571e2711d8f83e8..0c27f935ce9a9028bc9bcf1d23c5c4b16c3ae742 100644 --- a/tests/ep/ar.mod +++ b/tests/ep/ar.mod @@ -40,7 +40,7 @@ ts = extended_path([], 10, options_, M_, oo_); options_.ep.verbosity = 0; options_.ep.stochastic.order = 1; -options_.ep.IntegrationAlgorithm='Tensor-Gaussian-Quadrature'; +options_.ep.stochastic.IntegrationAlgorithm='Tensor-Gaussian-Quadrature'; options_.ep.stochastic.nodes = 3; options_.console_mode = 0; diff --git a/tests/ep/burnside.mod b/tests/ep/burnside.mod index 4d0bb6dc37684f78edef466995d30ee8bd36dbd2..560c5272bef0e3683ccf86ee4d3e2818bb13a82b 100644 --- a/tests/ep/burnside.mod +++ b/tests/ep/burnside.mod @@ -53,7 +53,7 @@ set_dynare_seed('default'); ts = extended_path([], 5000, [], options_, M_, oo_); options_.ep.stochastic.order = 2; -options_.ep.IntegrationAlgorithm='Tensor-Gaussian-Quadrature'; +options_.ep.stochastic.IntegrationAlgorithm='Tensor-Gaussian-Quadrature'; set_dynare_seed('default'); ts1_4 = extended_path([], 5000, [], options_, M_, oo_); diff --git a/tests/ep/linearmodel1.mod b/tests/ep/linearmodel1.mod index a8bedc4edca2aa8a87d8e11b13da6f9626542f3c..c95be37c0ada7c1d2d01241513f9cadb2450243a 100644 --- a/tests/ep/linearmodel1.mod +++ b/tests/ep/linearmodel1.mod @@ -38,7 +38,7 @@ ts = extended_path([], 10, [], options_, M_, oo_); // Stochastic extended path simulation options_.ep.stochastic.status = 1; -options_.ep.IntegrationAlgorithm='Tensor-Gaussian-Quadrature'; +options_.ep.stochastic.IntegrationAlgorithm='Tensor-Gaussian-Quadrature'; options_.ep.order = 1; options_.ep.nnodes = 3; sts = extended_path([], 10, [], options_, M_, oo_); diff --git a/tests/ep/rbc.mod b/tests/ep/rbc.mod index a03d0a5f4970743aaf4f45ce5e3fc6a3c7e63e20..4003c4aa0281499b6b8dfc9e3990ddf4c94597e7 100644 --- a/tests/ep/rbc.mod +++ b/tests/ep/rbc.mod @@ -79,7 +79,7 @@ ts0 = extended_path([], 10, [], options_, M_, oo_); options_.ep.stochastic.order = 1; options_.ep.stochastic.nodes = 3; -options_.ep.IntegrationAlgorithm='Tensor-Gaussian-Quadrature'; +options_.ep.stochastic.IntegrationAlgorithm='Tensor-Gaussian-Quadrature'; ts1_3 = extended_path([], 10, [], options_, M_, oo_); options_.ep.stochastic.nodes = 5; diff --git a/tests/ep/rbc2.mod b/tests/ep/rbc2.mod index 3aa4c5acda0612e628db14502b1386f294e2bb8e..4e7eff76c447070459aefa236328eaa1328e10c3 100644 --- a/tests/ep/rbc2.mod +++ b/tests/ep/rbc2.mod @@ -76,6 +76,6 @@ end; steady; -options_.ep.IntegrationAlgorithm='Tensor-Gaussian-Quadrature'; +options_.ep.stochastic.IntegrationAlgorithm='Tensor-Gaussian-Quadrature'; extended_path(periods=10); diff --git a/tests/ep/rbcii.mod b/tests/ep/rbcii.mod index a51c01a8f4737a7ccfa25633e62bf21d3f201bb8..c77d3cf35a67c77e62a60558ed449b733e0c938d 100644 --- a/tests/ep/rbcii.mod +++ b/tests/ep/rbcii.mod @@ -75,7 +75,7 @@ copyfile('rbcii_steady_state.m','rbcii_steadystate2.m'); ts = extended_path([], 20, [], options_, M_, oo_); options_.ep.stochastic.order = 1; - options_.ep.IntegrationAlgorithm='Tensor-Gaussian-Quadrature'; + options_.ep.stochastic.IntegrationAlgorithm='Tensor-Gaussian-Quadrature'; // profile on ts1_4 = extended_path([], 20, [], options_, M_, oo_); // profile off diff --git a/tests/ep/rs2.mod b/tests/ep/rs2.mod index 666ddb68ecd7b32c51bd912e51eca9f174b1c518..7db9339b54b8924a6dddc3d46ee4ab6d5a02e48c 100644 --- a/tests/ep/rs2.mod +++ b/tests/ep/rs2.mod @@ -156,7 +156,7 @@ options_.ep.verbosity=0; options_.ep.stochastic.algo=1; options_.ep.solve_algo = 10; options_.ep.maxit = 100; -options_.ep.IntegrationAlgorithm='UT_2p+1'; +options_.ep.stochastic.IntegrationAlgorithm='Stroud-Cubature-3'; options_.ep.ut.k = 1; options_.solve_tolf = 1e-12;