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Tolerance level - steady state calculation
Posted:
Fri Aug 30, 2013 8:31 pm
by dalessan
Good afternoon,
I was wondering if it's possible to change the termination tolerance in the options of the command "steady".
I am using fsolve to solve for the steady-state (i.e. solve_algo = 0).
Thank you,
Diana
Re: Tolerance level - steady state calculation
Posted:
Sat Aug 31, 2013 10:53 am
by jpfeifer
This is not yet possible. You have to do it manually. In dynare_solve.m you have to change the
- Code: Select all
options.TolFun=1e-8;
after the
- Code: Select all
if options_.solve_algo == 0
Re: Tolerance level - steady state calculation
Posted:
Fri Jun 10, 2016 12:59 am
by piya_uci
What is the algorithm used by fsolve in dynare? Is it possible to change this?
Re: Tolerance level - steady state calculation
Posted:
Fri Jun 10, 2016 6:45 am
by jpfeifer
fsolve is a Matlab solver. You can generally change the solution algorithm in Dynare to something different. The exact command depends on the application you have (mode_compute, solve_algo, stack_solve, etc)