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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