steady state operator
The temporary fix used to solve the bug for the steady_state operator (updating oo_.steady_state in resol.m) created a problem for estimation when the steady state is recomputed numerically at each iteration. Before the change, numerical computation of the steady state was always using the same intial value (oo_.steady_state) for the nonlinear solution algorithm. After the change, the initial value was the steady state at the last evaluation. It appears that it deteriorates in an important manner the performance of the optimizer, that stops before reaching the mode. at least in some examples that where working fine before the change. I have now made the steady state vector an additional argument to the *_dynamic() function and changed all the calls accordingly. The changes have been uploaded to GIT. There is a remaining problem for bytecode that is currently broken, but Ferhat is looking into it. Then, I reverted the change to resol.m and, in estimation, the nonlinear function for finding the steady state again starts always from the same initial point. Best Michel
Dear Michel, thanks a lot. Is this already available also for *_param_derivs? many thanks for your help best Marco On 3/14/2011 10:42 AM, Michel Juillard wrote:
The temporary fix used to solve the bug for the steady_state operator (updating oo_.steady_state in resol.m) created a problem for estimation when the steady state is recomputed numerically at each iteration. Before the change, numerical computation of the steady state was always using the same intial value (oo_.steady_state) for the nonlinear solution algorithm. After the change, the initial value was the steady state at the last evaluation. It appears that it deteriorates in an important manner the performance of the optimizer, that stops before reaching the mode. at least in some examples that where working fine before the change. I have now made the steady state vector an additional argument to the *_dynamic() function and changed all the calls accordingly. The changes have been uploaded to GIT. There is a remaining problem for bytecode that is currently broken, but Ferhat is looking into it. Then, I reverted the change to resol.m and, in estimation, the nonlinear function for finding the steady state again starts always from the same initial point.
Best
Michel
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-- Marco Ratto, (http://easu.jrc.ec.europa.eu/), Joint Research Centre The European Commission, TP 361, 21027 ISPRA(VA), ITALY Tel: +39 0332 78 5639 Fax: +39 0332 78 5733 marco.ratto@jrc.ec.europa.eu
Marco Ratto <marco.ratto@jrc.ec.europa.eu> writes:
thanks a lot. Is this already available also for *_param_derivs?
I will push the corresponding fix in a few minutes. -- Sébastien Villemot CEPREMAP - Paris School of Economics Homepage: http://www.dynare.org/sebastien Landline phone: +33 1 40 77 49 90 SIP phone: sebastien.villemot@ekiga.net PGP Key: 0xA6C029B9D06B2913D71C105EBE37E801FB6EFF8B (http://pgp.mit.edu/)
I just pushed the required change for _params_derivs.m and identification code Best Michel On 3/14/2011 11:17 AM, Sébastien Villemot wrote:
Marco Ratto<marco.ratto@jrc.ec.europa.eu> writes:
thanks a lot. Is this already available also for *_param_derivs? I will push the corresponding fix in a few minutes.
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thanks! On 3/14/2011 11:44 AM, Michel Juillard wrote:
I just pushed the required change for _params_derivs.m and identification code
Best
Michel
On 3/14/2011 11:17 AM, Sébastien Villemot wrote:
Marco Ratto<marco.ratto@jrc.ec.europa.eu> writes:
thanks a lot. Is this already available also for *_param_derivs? I will push the corresponding fix in a few minutes.
_______________________________________________ Dev mailing list Dev@dynare.org https://www.dynare.org/cgi-bin/mailman/listinfo/dev
_______________________________________________ Dev mailing list Dev@dynare.org https://www.dynare.org/cgi-bin/mailman/listinfo/dev
-- Marco Ratto, (http://easu.jrc.ec.europa.eu/), Joint Research Centre The European Commission, TP 361, 21027 ISPRA(VA), ITALY Tel: +39 0332 78 5639 Fax: +39 0332 78 5733 marco.ratto@jrc.ec.europa.eu
participants (3)
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Marco Ratto -
Michel Juillard -
Sébastien Villemot