diff --git a/preprocessor/ExprNode.cc b/preprocessor/ExprNode.cc
index 861f479ce22da03bdbfe93b0feb479955f57e5af..40c1cd2a2cb61f7f257e52482c61c52aeb43e924 100644
--- a/preprocessor/ExprNode.cc
+++ b/preprocessor/ExprNode.cc
@@ -3602,6 +3602,22 @@ ExternalFunctionNode::writeExternalFunctionArguments(ostream &output, ExprNodeOu
}
}
+void
+ExternalFunctionNode::writePrhs(ostream &output, ExprNodeOutputType output_type,
+ const temporary_terms_t &temporary_terms,
+ deriv_node_temp_terms_t &tef_terms, const string &ending) const
+{
+ output << "mxArray *prhs"<< ending << "[nrhs"<< ending << "];" << endl;
+ int i = 0;
+ for (vector<expr_t>::const_iterator it = arguments.begin();
+ it != arguments.end(); it++)
+ {
+ output << "prhs" << ending << "[" << i++ << "] = mxCreateDoubleScalar("; // All external_function arguments are scalars
+ (*it)->writeOutput(output, output_type, temporary_terms, tef_terms);
+ output << ");" << endl;
+ }
+}
+
void
ExternalFunctionNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
@@ -3625,6 +3641,8 @@ ExternalFunctionNode::writeOutput(ostream &output, ExprNodeOutputType output_typ
return;
}
+ if (IS_C(output_type))
+ output << "*";
output << "TEF_" << getIndxInTefTerms(symb_id, tef_terms);
}
@@ -3647,17 +3665,61 @@ ExternalFunctionNode::writeExternalFunctionOutput(ostream &output, ExprNodeOutpu
int second_deriv_symb_id = datatree.external_functions_table.getSecondDerivSymbID(symb_id);
assert(second_deriv_symb_id != eExtFunSetButNoNameProvided);
- if (symb_id == first_deriv_symb_id &&
- symb_id == second_deriv_symb_id)
- output << "[TEF_" << indx << " TEFD_"<< indx << " TEFDD_"<< indx << "] = ";
- else if (symb_id == first_deriv_symb_id)
- output << "[TEF_" << indx << " TEFD_"<< indx << "] = ";
+ if (IS_C(output_type))
+ {
+ stringstream ending;
+ ending << "_tef_" << getIndxInTefTerms(symb_id, tef_terms);
+ if (symb_id == first_deriv_symb_id &&
+ symb_id == second_deriv_symb_id)
+ output << "int nlhs" << ending.str() << " = 3;" << endl
+ << "double *TEF_" << indx << ", "
+ << "*TEFD_" << indx << ", "
+ << "*TEFDD_" << indx << ";" << endl;
+ else if (symb_id == first_deriv_symb_id)
+ output << "int nlhs" << ending.str() << " = 2;" << endl
+ << "double *TEF_" << indx << ", "
+ << "*TEFD_" << indx << "; " << endl;
+ else
+ output << "int nlhs" << ending.str() << " = 1;" << endl
+ << "double *TEF_" << indx << ";" << endl;
+
+ output << "mxArray *plhs" << ending.str()<< "[nlhs"<< ending.str() << "];" << endl;
+ output << "int nrhs" << ending.str()<< " = " << arguments.size() << ";" << endl;
+ writePrhs(output, output_type, temporary_terms, tef_terms, ending.str());
+
+ output << "mexCallMATLAB("
+ << "nlhs" << ending.str() << ", "
+ << "plhs" << ending.str() << ", "
+ << "nrhs" << ending.str() << ", "
+ << "prhs" << ending.str() << ", \""
+ << datatree.symbol_table.getName(symb_id) << "\");" << endl;
+
+ if (symb_id == first_deriv_symb_id &&
+ symb_id == second_deriv_symb_id)
+ output << "TEF_" << indx << " = mxGetPr(plhs" << ending.str() << "[0]);" << endl
+ << "TEFD_" << indx << " = mxGetPr(plhs" << ending.str() << "[1]);" << endl
+ << "TEFDD_" << indx << " = mxGetPr(plhs" << ending.str() << "[2]);" << endl
+ << "int TEFDD_" << indx << "_nrows = (int)mxGetM(plhs" << ending.str()<< "[2]);" << endl;
+ else if (symb_id == first_deriv_symb_id)
+ output << "TEF_" << indx << " = mxGetPr(plhs" << ending.str() << "[0]);" << endl
+ << "TEFD_" << indx << " = mxGetPr(plhs" << ending.str() << "[1]);" << endl;
+ else
+ output << "TEF_" << indx << " = mxGetPr(plhs" << ending.str() << "[0]);" << endl;
+ }
else
- output << "TEF_" << indx << " = ";
+ {
+ if (symb_id == first_deriv_symb_id &&
+ symb_id == second_deriv_symb_id)
+ output << "[TEF_" << indx << " TEFD_"<< indx << " TEFDD_"<< indx << "] = ";
+ else if (symb_id == first_deriv_symb_id)
+ output << "[TEF_" << indx << " TEFD_"<< indx << "] = ";
+ else
+ output << "TEF_" << indx << " = ";
- output << datatree.symbol_table.getName(symb_id) << "(";
- writeExternalFunctionArguments(output, output_type, temporary_terms, tef_terms);
- output << ");" << endl;
+ output << datatree.symbol_table.getName(symb_id) << "(";
+ writeExternalFunctionArguments(output, output_type, temporary_terms, tef_terms);
+ output << ");" << endl;
+ }
}
}
@@ -3940,13 +4002,22 @@ FirstDerivExternalFunctionNode::writeOutput(ostream &output, ExprNodeOutputType
int first_deriv_symb_id = datatree.external_functions_table.getFirstDerivSymbID(symb_id);
assert(first_deriv_symb_id != eExtFunSetButNoNameProvided);
+ int tmpIndx = inputIndex;
+ if (IS_C(output_type))
+ tmpIndx = tmpIndx - 1;
+
if (first_deriv_symb_id == symb_id)
- output << "TEFD_" << getIndxInTefTerms(symb_id, tef_terms) << "(" << inputIndex << ")";
+ output << "TEFD_" << getIndxInTefTerms(symb_id, tef_terms)
+ << LEFT_ARRAY_SUBSCRIPT(output_type) << tmpIndx << RIGHT_ARRAY_SUBSCRIPT(output_type);
else if (first_deriv_symb_id == eExtFunNotSet)
- output << "TEFD_fdd_" << getIndxInTefTerms(symb_id, tef_terms) << "_" << inputIndex;
+ {
+ if (IS_C(output_type))
+ output << "*";
+ output << "TEFD_fdd_" << getIndxInTefTerms(symb_id, tef_terms) << "_" << inputIndex;
+ }
else
output << "TEFD_def_" << getIndxInTefTerms(first_deriv_symb_id, tef_terms)
- << "(" << inputIndex << ")";
+ << LEFT_ARRAY_SUBSCRIPT(output_type) << tmpIndx << RIGHT_ARRAY_SUBSCRIPT(output_type);
}
void
@@ -3958,11 +4029,73 @@ FirstDerivExternalFunctionNode::writeExternalFunctionOutput(ostream &output, Exp
int first_deriv_symb_id = datatree.external_functions_table.getFirstDerivSymbID(symb_id);
assert(first_deriv_symb_id != eExtFunSetButNoNameProvided);
- if (!alreadyWrittenAsTefTerm(first_deriv_symb_id, tef_terms))
+ if (first_deriv_symb_id == symb_id || alreadyWrittenAsTefTerm(first_deriv_symb_id, tef_terms))
+ return;
+
+ if (IS_C(output_type))
+ if (first_deriv_symb_id == eExtFunNotSet)
+ {
+ stringstream ending;
+ ending << "_tefd_fdd_" << getIndxInTefTerms(symb_id, tef_terms) << "_" << inputIndex;
+ output << "int nlhs" << ending.str() << " = 1;" << endl
+ << "double *TEFD_fdd_" << getIndxInTefTerms(symb_id, tef_terms) << "_" << inputIndex << ";" << endl
+ << "mxArray *plhs" << ending.str() << "[nlhs"<< ending.str() << "];" << endl
+ << "int nrhs" << ending.str() << " = 3;" << endl
+ << "mxArray *prhs" << ending.str() << "[nrhs"<< ending.str() << "];" << endl
+ << "mwSize dims" << ending.str() << "[2];" << endl;
+
+ output << "dims" << ending.str() << "[0] = 1;" << endl
+ << "dims" << ending.str() << "[1] = " << arguments.size() << ";" << endl;
+
+ output << "prhs" << ending.str() << "[0] = mxCreateString(\"" << datatree.symbol_table.getName(symb_id) << "\");" << endl
+ << "prhs" << ending.str() << "[1] = mxCreateDoubleScalar(" << inputIndex << ");"<< endl
+ << "prhs" << ending.str() << "[2] = mxCreateCellArray(2, dims" << ending.str() << ");"<< endl;
+
+ int i = 0;
+ for (vector<expr_t>::const_iterator it = arguments.begin();
+ it != arguments.end(); it++)
+ {
+ output << "mxSetCell(prhs" << ending.str() << "[2], "
+ << i++ << ", "
+ << "mxCreateDoubleScalar("; // All external_function arguments are scalars
+ (*it)->writeOutput(output, output_type, temporary_terms, tef_terms);
+ output << "));" << endl;
+ }
+
+ output << "mexCallMATLAB("
+ << "nlhs" << ending.str() << ", "
+ << "plhs" << ending.str() << ", "
+ << "nrhs" << ending.str() << ", "
+ << "prhs" << ending.str() << ", \""
+ << "jacob_element\");" << endl;
+
+ output << "TEFD_fdd_" << getIndxInTefTerms(symb_id, tef_terms) << "_" << inputIndex
+ << " = mxGetPr(plhs" << ending.str() << "[0]);" << endl;
+ }
+ else
+ {
+ tef_terms[make_pair(first_deriv_symb_id, arguments)] = (int) tef_terms.size();
+ int indx = getIndxInTefTerms(first_deriv_symb_id, tef_terms);
+ stringstream ending;
+ ending << "_tefd_def_" << indx;
+ output << "int nlhs" << ending.str() << " = 1;" << endl
+ << "double *TEFD_def_" << indx << ";" << endl
+ << "mxArray *plhs" << ending.str() << "[nlhs"<< ending.str() << "];" << endl
+ << "int nrhs" << ending.str() << " = " << arguments.size() << ";" << endl;
+ writePrhs(output, output_type, temporary_terms, tef_terms, ending.str());
+
+ output << "mexCallMATLAB("
+ << "nlhs" << ending.str() << ", "
+ << "plhs" << ending.str() << ", "
+ << "nrhs" << ending.str() << ", "
+ << "prhs" << ending.str() << ", \""
+ << datatree.symbol_table.getName(first_deriv_symb_id) << "\");" << endl;
+
+ output << "TEFD_def_" << indx << " = mxGetPr(plhs" << ending.str() << "[0]);" << endl;
+ }
+ else
{
- if (first_deriv_symb_id == symb_id)
- return;
- else if (first_deriv_symb_id == eExtFunNotSet)
+ if (first_deriv_symb_id == eExtFunNotSet)
output << "TEFD_fdd_" << getIndxInTefTerms(symb_id, tef_terms) << "_" << inputIndex << " = jacob_element('"
<< datatree.symbol_table.getName(symb_id) << "'," << inputIndex << ",{";
else
@@ -4041,13 +4174,37 @@ SecondDerivExternalFunctionNode::writeOutput(ostream &output, ExprNodeOutputType
int second_deriv_symb_id = datatree.external_functions_table.getSecondDerivSymbID(symb_id);
assert(second_deriv_symb_id != eExtFunSetButNoNameProvided);
+ int tmpIndex1 = inputIndex1;
+ int tmpIndex2 = inputIndex2;
+ if (IS_C(output_type))
+ {
+ tmpIndex1 = tmpIndex1 - 1;
+ tmpIndex2 = tmpIndex2 - 1;
+ }
+
+ int indx = getIndxInTefTerms(symb_id, tef_terms);
if (second_deriv_symb_id == symb_id)
- output << "TEFDD_" << getIndxInTefTerms(symb_id, tef_terms) << "(" << inputIndex1 << "," << inputIndex2 << ")";
+ if (IS_C(output_type))
+ output << "TEFDD_" << indx
+ << LEFT_ARRAY_SUBSCRIPT(output_type) << tmpIndex1 << " * TEFDD_" << indx << "_nrows + "
+ << tmpIndex2 << RIGHT_ARRAY_SUBSCRIPT(output_type);
+ else
+ output << "TEFDD_" << getIndxInTefTerms(symb_id, tef_terms)
+ << LEFT_ARRAY_SUBSCRIPT(output_type) << tmpIndex1 << "," << tmpIndex2 << RIGHT_ARRAY_SUBSCRIPT(output_type);
else if (second_deriv_symb_id == eExtFunNotSet)
- output << "TEFDD_fdd_" << getIndxInTefTerms(symb_id, tef_terms) << "_" << inputIndex1 << "_" << inputIndex2;
+ {
+ if (IS_C(output_type))
+ output << "*";
+ output << "TEFDD_fdd_" << getIndxInTefTerms(symb_id, tef_terms) << "_" << inputIndex1 << "_" << inputIndex2;
+ }
else
- output << "TEFDD_def_" << getIndxInTefTerms(second_deriv_symb_id, tef_terms)
- << "(" << inputIndex1 << "," << inputIndex2 << ")";
+ if (IS_C(output_type))
+ output << "TEFDD_def_" << getIndxInTefTerms(second_deriv_symb_id, tef_terms)
+ << LEFT_ARRAY_SUBSCRIPT(output_type) << tmpIndex1 << " * PROBLEM_" << indx << "_nrows"
+ << tmpIndex2 << RIGHT_ARRAY_SUBSCRIPT(output_type);
+ else
+ output << "TEFDD_def_" << getIndxInTefTerms(second_deriv_symb_id, tef_terms)
+ << LEFT_ARRAY_SUBSCRIPT(output_type) << tmpIndex1 << "," << tmpIndex2 << RIGHT_ARRAY_SUBSCRIPT(output_type);
}
void
@@ -4059,11 +4216,76 @@ SecondDerivExternalFunctionNode::writeExternalFunctionOutput(ostream &output, Ex
int second_deriv_symb_id = datatree.external_functions_table.getSecondDerivSymbID(symb_id);
assert(second_deriv_symb_id != eExtFunSetButNoNameProvided);
- if (!alreadyWrittenAsTefTerm(second_deriv_symb_id, tef_terms))
+ if (alreadyWrittenAsTefTerm(second_deriv_symb_id, tef_terms) ||
+ second_deriv_symb_id == symb_id)
+ return;
+
+ if (IS_C(output_type))
+ if (second_deriv_symb_id == eExtFunNotSet)
+ {
+ stringstream ending;
+ ending << "_tefdd_fdd_" << getIndxInTefTerms(symb_id, tef_terms) << "_" << inputIndex1 << "_" << inputIndex2;
+ output << "int nlhs" << ending.str() << " = 1;" << endl
+ << "double *TEFDD_fdd_" << getIndxInTefTerms(symb_id, tef_terms) << "_" << inputIndex1 << "_" << inputIndex2 << ";" << endl
+ << "mxArray *plhs" << ending.str() << "[nlhs"<< ending.str() << "];" << endl
+ << "int nrhs" << ending.str() << " = 4;" << endl
+ << "mxArray *prhs" << ending.str() << "[nrhs"<< ending.str() << "];" << endl
+ << "mwSize dims" << ending.str() << "[2];" << endl;
+
+ output << "dims" << ending.str() << "[0] = 1;" << endl
+ << "dims" << ending.str() << "[1] = " << arguments.size() << ";" << endl;
+
+ output << "prhs" << ending.str() << "[0] = mxCreateString(\"" << datatree.symbol_table.getName(symb_id) << "\");" << endl
+ << "prhs" << ending.str() << "[1] = mxCreateDoubleScalar(" << inputIndex1 << ");"<< endl
+ << "prhs" << ending.str() << "[2] = mxCreateDoubleScalar(" << inputIndex2 << ");"<< endl
+ << "prhs" << ending.str() << "[3] = mxCreateCellArray(2, dims" << ending.str() << ");"<< endl;
+
+ int i = 0;
+ for (vector<expr_t>::const_iterator it = arguments.begin();
+ it != arguments.end(); it++)
+ {
+ output << "mxSetCell(prhs" << ending.str() << "[3], "
+ << i++ << ", "
+ << "mxCreateDoubleScalar("; // All external_function arguments are scalars
+ (*it)->writeOutput(output, output_type, temporary_terms, tef_terms);
+ output << "));" << endl;
+ }
+
+ output << "mexCallMATLAB("
+ << "nlhs" << ending.str() << ", "
+ << "plhs" << ending.str() << ", "
+ << "nrhs" << ending.str() << ", "
+ << "prhs" << ending.str() << ", \""
+ << "hess_element\");" << endl;
+
+ output << "TEFDD_fdd_" << getIndxInTefTerms(symb_id, tef_terms) << "_" << inputIndex1 << "_" << inputIndex2
+ << " = mxGetPr(plhs" << ending.str() << "[0]);" << endl;
+ }
+ else
+ {
+ tef_terms[make_pair(second_deriv_symb_id, arguments)] = (int) tef_terms.size();
+ int indx = getIndxInTefTerms(second_deriv_symb_id, tef_terms);
+ stringstream ending;
+ ending << "_tefdd_def_" << indx;
+
+ output << "int nlhs" << ending.str() << " = 1;" << endl
+ << "double *TEFDD_def_" << indx << ";" << endl
+ << "mxArray *plhs" << ending.str() << "[nlhs"<< ending.str() << "];" << endl
+ << "int nrhs" << ending.str() << " = " << arguments.size() << ";" << endl;
+ writePrhs(output, output_type, temporary_terms, tef_terms, ending.str());
+
+ output << "mexCallMATLAB("
+ << "nlhs" << ending.str() << ", "
+ << "plhs" << ending.str() << ", "
+ << "nrhs" << ending.str() << ", "
+ << "prhs" << ending.str() << ", \""
+ << datatree.symbol_table.getName(second_deriv_symb_id) << "\");" << endl;
+
+ output << "TEFDD_def_" << indx << " = mxGetPr(plhs" << ending.str() << "[0]);" << endl;
+ }
+ else
{
- if (second_deriv_symb_id == symb_id)
- return;
- else if (second_deriv_symb_id == eExtFunNotSet)
+ if (second_deriv_symb_id == eExtFunNotSet)
output << "TEFDD_fdd_" << getIndxInTefTerms(symb_id, tef_terms) << "_" << inputIndex1 << "_" << inputIndex2
<< " = hess_element('" << datatree.symbol_table.getName(symb_id) << "',"
<< inputIndex1 << "," << inputIndex2 << ",{";
diff --git a/preprocessor/ExprNode.hh b/preprocessor/ExprNode.hh
index a01eb2e3120e2e16e5be33cd62a6deab6ed64725..9a4df0e2066af5f83a3c21691330f5cd8fb306dd 100644
--- a/preprocessor/ExprNode.hh
+++ b/preprocessor/ExprNode.hh
@@ -702,6 +702,7 @@ public:
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
virtual bool isNumConstNodeEqualTo(double value) const;
virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const;
+ virtual void writePrhs(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const string &ending) const;
};
class FirstDerivExternalFunctionNode : public ExternalFunctionNode
diff --git a/preprocessor/ModFile.cc b/preprocessor/ModFile.cc
index c346f78419fd99e7d095c423a5186b55b76dc086..f2da960cf81eaf80722229c6af7881cad2ec1f12 100644
--- a/preprocessor/ModFile.cc
+++ b/preprocessor/ModFile.cc
@@ -145,9 +145,9 @@ ModFile::checkPass()
exit(EXIT_FAILURE);
}
- if ((use_dll || byte_code) && (external_functions_table.get_total_number_of_unique_model_block_external_functions() > 0))
+ if (byte_code && (external_functions_table.get_total_number_of_unique_model_block_external_functions() > 0))
{
- cerr << "ERROR: In 'model' block, use of external functions is not compatible with 'use_dll' or 'bytecode'" << endl;
+ cerr << "ERROR: In 'model' block, use of external functions is not compatible with 'bytecode'" << endl;
exit(EXIT_FAILURE);
}
diff --git a/preprocessor/ModelTree.cc b/preprocessor/ModelTree.cc
index dbfc62e9fcac8b76c58dede19039bd83111ea2e8..e4beba9d61f0309697ff35d59710aa5ab656e7da 100644
--- a/preprocessor/ModelTree.cc
+++ b/preprocessor/ModelTree.cc
@@ -1085,31 +1085,29 @@ ModelTree::writeTemporaryTerms(const temporary_terms_t &tt, ostream &output,
// To store the functions that have already been written in the form TEF* = ext_fun();
deriv_node_temp_terms_t tef_terms;
- if (tt.size() > 0 && (IS_C(output_type)))
- output << "double" << endl;
for (temporary_terms_t::const_iterator it = tt.begin();
it != tt.end(); it++)
{
- if (IS_C(output_type) && it != tt.begin())
- output << "," << endl;
-
if (dynamic_cast<ExternalFunctionNode *>(*it) != NULL)
(*it)->writeExternalFunctionOutput(output, output_type, tt2, tef_terms);
+ if (IS_C(output_type))
+ output << "double ";
+
(*it)->writeOutput(output, output_type, tt, tef_terms);
output << " = ";
-
(*it)->writeOutput(output, output_type, tt2, tef_terms);
+ if (IS_C(output_type))
+ output << ";" << endl;
+
// Insert current node into tt2
tt2.insert(*it);
if (IS_MATLAB(output_type))
output << ";" << endl;
}
- if (IS_C(output_type))
- output << ";" << endl;
}
void
diff --git a/tests/Makefile.am b/tests/Makefile.am
index e0169f1270291e82b3e1ec395ac506c42a62af68..42f865f57ebfc3c52cfe3c207df9e282b4d41ca3 100644
--- a/tests/Makefile.am
+++ b/tests/Makefile.am
@@ -52,8 +52,14 @@ OCTAVE_MODS = \
conditional_variance_decomposition/example1.mod \
dsge-var/simul_hybrid.mod \
dsge-var/dsgevar_forward_calibrated_lambda.mod \
- dsge-var/dsgevar_forward_estimated_lambda.mod
-
+ dsge-var/dsgevar_forward_estimated_lambda.mod \
+ external_function/example1_1st_and_2nd_deriv_functions_provided.mod \
+ external_function/example1_1st_and_2nd_deriv_functions_provided_dll.mod \
+ external_function/example1_1st_deriv_function_provided.mod \
+ external_function/example1_1st_deriv_function_provided_dll.mod \
+ external_function/example1_no_deriv_functions_provided.mod \
+ external_function/example1_no_deriv_functions_provided_dll.mod
+
MODS = $(OCTAVE_MODS) \
arima/mod1b.mod \
arima/mod1c.mod \
diff --git a/tests/external_function/example1_1st_and_2nd_deriv_functions_provided_dll.mod b/tests/external_function/example1_1st_and_2nd_deriv_functions_provided_dll.mod
new file mode 100644
index 0000000000000000000000000000000000000000..eb18b676cd1eadf20471ebf730ff11058767edc8
--- /dev/null
+++ b/tests/external_function/example1_1st_and_2nd_deriv_functions_provided_dll.mod
@@ -0,0 +1,46 @@
+// Example 1 from Collard's guide to Dynare
+var y, c, k, a, h, b;
+varexo e, u;
+
+parameters beta, rho, alpha, delta, theta, psi, tau;
+
+alpha = 0.36;
+rho = 0.95;
+tau = 0.025;
+beta = 0.99;
+delta = 0.025;
+psi = 0;
+theta = 2.95;
+
+phi = 0.1;
+
+external_function(nargs=2, name=extFunWithFirstAndSecondDerivs, first_deriv_provided, second_deriv_provided);
+
+model(use_dll);
+c*theta*h^(1+psi)=(1-alpha)*y;
+k = beta*(((exp(b)*c)/(exp(b(+1))*c(+1)))
+ *(exp(b(+1))*alpha*y(+1)+(1-delta)*k));
+y = exp(a)*(k(-1)^alpha)*(h^(1-alpha));
+k = exp(b)*(y-c)+extFunWithFirstAndSecondDerivs((1-delta),k(-1));
+a = rho*a(-1)+tau*b(-1) + e;
+b = tau*a(-1)+rho*b(-1) + u;
+end;
+
+initval;
+y = 1.08068253095672;
+c = 0.80359242014163;
+h = 0.29175631001732;
+k = 11.08360443260358;
+a = 0;
+b = 0;
+e = 0;
+u = 0;
+end;
+
+shocks;
+var e; stderr 0.009;
+var u; stderr 0.009;
+var e, u = phi*0.009*0.009;
+end;
+
+stoch_simul;
diff --git a/tests/external_function/example1_1st_deriv_function_provided_dll.mod b/tests/external_function/example1_1st_deriv_function_provided_dll.mod
new file mode 100644
index 0000000000000000000000000000000000000000..054a0cfb8ca85e25f95760549be8eb4bbdf2facb
--- /dev/null
+++ b/tests/external_function/example1_1st_deriv_function_provided_dll.mod
@@ -0,0 +1,46 @@
+// Example 1 from Collard's guide to Dynare
+var y, c, k, a, h, b;
+varexo e, u;
+
+parameters beta, rho, alpha, delta, theta, psi, tau;
+
+alpha = 0.36;
+rho = 0.95;
+tau = 0.025;
+beta = 0.99;
+delta = 0.025;
+psi = 0;
+theta = 2.95;
+
+phi = 0.1;
+
+external_function(nargs=2, name=extFunNoDerivs, first_deriv_provided=extFunDeriv);
+
+model(use_dll);
+c*theta*h^(1+psi)=(1-alpha)*y;
+k = beta*(((exp(b)*c)/(exp(b(+1))*c(+1)))
+ *(exp(b(+1))*alpha*y(+1)+(1-delta)*k));
+y = exp(a)*(k(-1)^alpha)*(h^(1-alpha));
+k = exp(b)*(y-c)+extFunNoDerivs((1-delta),k(-1));
+a = rho*a(-1)+tau*b(-1) + e;
+b = tau*a(-1)+rho*b(-1) + u;
+end;
+
+initval;
+y = 1.08068253095672;
+c = 0.80359242014163;
+h = 0.29175631001732;
+k = 11.08360443260358;
+a = 0;
+b = 0;
+e = 0;
+u = 0;
+end;
+
+shocks;
+var e; stderr 0.009;
+var u; stderr 0.009;
+var e, u = phi*0.009*0.009;
+end;
+
+stoch_simul;
diff --git a/tests/external_function/example1_no_deriv_functions_provided_dll.mod b/tests/external_function/example1_no_deriv_functions_provided_dll.mod
new file mode 100644
index 0000000000000000000000000000000000000000..6a678357928f1f296b9e15e3366ef2e657573d76
--- /dev/null
+++ b/tests/external_function/example1_no_deriv_functions_provided_dll.mod
@@ -0,0 +1,46 @@
+// Example 1 from Collard's guide to Dynare
+var y, c, k, a, h, b;
+varexo e, u;
+
+parameters beta, rho, alpha, delta, theta, psi, tau;
+
+alpha = 0.36;
+rho = 0.95;
+tau = 0.025;
+beta = 0.99;
+delta = 0.025;
+psi = 0;
+theta = 2.95;
+
+phi = 0.1;
+
+external_function(nargs=2, name=extFunNoDerivs);
+
+model(use_dll);
+c*theta*h^(1+psi)=(1-alpha)*y;
+k = beta*(((exp(b)*c)/(exp(b(+1))*c(+1)))
+ *(exp(b(+1))*alpha*y(+1)+(1-delta)*k));
+y = exp(a)*(k(-1)^alpha)*(h^(1-alpha));
+k = exp(b)*(y-c)+extFunNoDerivs((1-delta),k(-1));
+a = rho*a(-1)+tau*b(-1) + e;
+b = tau*a(-1)+rho*b(-1) + u;
+end;
+
+initval;
+y = 1.08068253095672;
+c = 0.80359242014163;
+h = 0.29175631001732;
+k = 11.08360443260358;
+a = 0;
+b = 0;
+e = 0;
+u = 0;
+end;
+
+shocks;
+var e; stderr 0.009;
+var u; stderr 0.009;
+var e, u = phi*0.009*0.009;
+end;
+
+stoch_simul;