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DynareOBC v2.40.1571
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@tholden tholden released this 28 Aug 21:27
· 403 commits to master since this release
v2.40.1571
6ecc1a1

This is a fairly minor release. Changes follow:

  • New option MaxCubatureSerialLoop which specifies the maximum size of loop over the inner bound problem that DynareOBC should leave serial, rather than parallelizing.
  • Increased accuracy in determinant based tests without VPA thanks to the use of a new double double precision class.
  • Replaced the Aitken Delta Squared sequence convergence accelerator with one using Wynn's Epsilon Transformation.
  • Improved the numerical stability of the sequence transformation thanks to the use of a new double double precision class.
  • Parallelization performance improvements when CubatureTolerance==0.
  • Fixes to some of the examples, for Dynare 4.5 compatibility.
  • Fixes to some of the replication details, for compatibility with recent changes to DynareOBC.
  • A new version of the theory paper.
Assets 3