I have an infrastructure for a model that allow me to solve it with PF and StochS. However, i would like to declare all the things needed without passing by Dynare, but directly from my infrastructure in Matlab.
For example for the perfect foresight algorithm i have the following in Dynare:
options_.lmmcp.Display = Display ;
options_.lmmcp.MaxIter = MaxIter ;
options_.lmmcp.TolFun = TolFun ;
options_.lmmcp.preprocess = preprocess ;
options_.lmmcp.presteps = presteps ;
where the variables on the right hand side are declared in my infrastructure in Matlab. I would like to do the same with stochastic simulation but I didn’t find a way to do it. In particular I would like to have the possibility to change the order of the approximation and the periods for the IRFs from my Matlab infrastructure as well. Something like:
stoch_simul(order = order_approx, irf = length);
where order_approx and length are chosen outside of Dynare. How can i do that?