Dear Dynare team,
I want to report bug (or at least I think, that it is a bug) with stochastic version of extended_path() simulation method. I tried to run this simulation method first in plain order=0 mode, and it works without any problem. I used just very basic stochastic model from dynare tutorial. But when I set order>0, Dynare returned this error message:
Reference to non-existent field ‘IntegrationAlgorithm’.
Error in setup_integration_nodes (line 4)
switch EpOptions.IntegrationAlgorithm
Error in extended_path_initialization (line 119)
[nodes,weights,nnodes] = setup_integration_nodes(DynareOptions.ep,pfm);
Error in extended_path (line 40)
extended_path_initialization(initialconditions, samplesize, exogenousvariables, DynareOptions,
DynareModel, DynareResults);
Error in SimpleExtendedPath (line 177)
extended_path([], 100, [], options_, M_, oo_);
Error in dynare (line 235)
evalin(‘base’,fname) ;
Here I attach my .mod file.SimpleExtendedPath.mod (1.3 KB)
Option “hybrid” works also without any problem, so I think, that there is some problem with integration module. If it is not a bug, please sorry for inconvinience.
Best
Jan Žemlička