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; -- GitLab