Changing default options in OSR

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Changing default options in OSR

Postby George » Sun May 31, 2009 12:23 pm

Dear all,

When trying to use the OSR command of Dynare I get an exiting message that the maximum number of function evaluations has been reached and that I should increase the default options for the number of function evaluations.
Can anyone inform me where exactly I should change this option?

Thank you ver much in advance for your kind replies!

Yours,
George
George
 
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Joined: Thu Aug 14, 2008 11:36 am

Re: Changing default options in OSR

Postby StephaneAdjemian » Tue Jun 02, 2009 1:51 pm

Hi George,

This is hard coded in the matlab file osr1.m (we should have an option for the maximum number of iterations ;-). You just have to increase the value of the variable nit in this file, (around) line 84. You can also reduce the precision, by changing (for instance) crit = 1e-7; to crit = 1e-5;.

Best, Stéphane.
Stéphane Adjemian
Université du Maine, GAINS and DynareTeam
https://stepan.adjemian.eu
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