From e1821e9b9c4c7b25b7a381f03a278d74da410278 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stepan@dynare.org>
Date: Wed, 24 Apr 2019 11:10:38 +0200
Subject: [PATCH] Added missing option (stochastic extended path).

See https://git.dynare.org/Dynare/dynare/merge_requests/1649
---
 matlab/ep/setup_integration_nodes.m | 2 +-
 matlab/global_initialization.m      | 3 ++-
 tests/ep/ar.mod                     | 2 +-
 tests/ep/burnside.mod               | 2 +-
 tests/ep/linearmodel1.mod           | 2 +-
 tests/ep/rbc.mod                    | 2 +-
 tests/ep/rbc2.mod                   | 2 +-
 tests/ep/rbcii.mod                  | 2 +-
 tests/ep/rs2.mod                    | 2 +-
 9 files changed, 10 insertions(+), 9 deletions(-)

diff --git a/matlab/ep/setup_integration_nodes.m b/matlab/ep/setup_integration_nodes.m
index 5a6d206c1b..092aaff591 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 75e2239fc9..e6fdf35580 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 9582f5aada..0c27f935ce 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 4d0bb6dc37..560c5272be 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 a8bedc4edc..c95be37c0a 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 a03d0a5f49..4003c4aa02 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 3aa4c5acda..4e7eff76c4 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 a51c01a8f4..c77d3cf35a 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 666ddb68ec..7db9339b54 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;
 
-- 
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