From 2ff705f15c0d5f10c5ae5ccae23b6732b6fe9635 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Ry=C3=BBk=29?=
<stepan@adjemian.eu>
Date: Fri, 13 May 2022 22:12:09 +0200
Subject: [PATCH] Change second unit test for local_state_space_iteration_2...
To something closer to what we actually do when we estimate a model.
---
.../local_state_space_iteration_2.m | 31 ++++++++++---------
1 file changed, 16 insertions(+), 15 deletions(-)
diff --git a/matlab/missing/mex/local_state_space_iterations/local_state_space_iteration_2.m b/matlab/missing/mex/local_state_space_iterations/local_state_space_iteration_2.m
index db2255f439..31f966a7ab 100644
--- a/matlab/missing/mex/local_state_space_iterations/local_state_space_iteration_2.m
+++ b/matlab/missing/mex/local_state_space_iterations/local_state_space_iteration_2.m
@@ -113,29 +113,30 @@ cd([fileparts(which('dynare')) '/../tests/particle']);
load dsgebase2data;
cd(old_path);
n = length(state_variables_idx);
+m = rows(ReducedForm.ghx);
q = size(ReducedForm.ghu,2);
yhatinit = randn(n,1);
epsilon = randn(q,2);
-ghx = ReducedForm.ghx(state_variables_idx,:);
-ghu = ReducedForm.ghu(state_variables_idx,:);
-constant = ReducedForm.constant(state_variables_idx,:);
-ghxx = ReducedForm.ghxx(state_variables_idx,:);
-ghuu = ReducedForm.ghuu(state_variables_idx,:);
-ghxu = ReducedForm.ghxu(state_variables_idx,:);
+ghx = ReducedForm.ghx;
+ghu = ReducedForm.ghu;
+constant = ReducedForm.constant;
+ghxx = ReducedForm.ghxx;
+ghuu = ReducedForm.ghuu;
+ghxu = ReducedForm.ghxu;
yhatinit_ = randn(n,1);
-ss = ReducedForm.state_variables_steady_state;
+steadystate = ReducedForm.steadystate;
t = true(6,1);
% Call the tested routine (matlab).
addpath(sprintf('%s/missing/mex/local_state_space_iterations', fileparts(which('dynare'))))
try
yhat1 = local_state_space_iteration_2(yhatinit, epsilon(:,1), ghx, ghu, constant, ghxx, ghuu, ghxu, 1);
- yhat1 = local_state_space_iteration_2(yhat1, epsilon(:,2), ghx, ghu, constant, ghxx, ghuu, ghxu, 1);
+ yhat1 = local_state_space_iteration_2(yhat1(state_variables_idx), epsilon(:,2), ghx, ghu, constant, ghxx, ghuu, ghxu, 1);
catch
t(1) = false;
end
try
- [yhat2, yhat2_] = local_state_space_iteration_2(yhatinit, epsilon(:,1), ghx, ghu, constant, ghxx, ghuu, ghxu, yhatinit_, ss, 1);
- [yhat2, yhat2_] = local_state_space_iteration_2(yhat2, epsilon(:,2), ghx, ghu, constant, ghxx, ghuu, ghxu, yhat2_, ss, 1);
+ [yhat2, yhat2_] = local_state_space_iteration_2(yhatinit, epsilon(:,1), ghx, ghu, constant, ghxx, ghuu, ghxu, yhatinit_, steadystate, 1);
+ [yhat2, yhat2_] = local_state_space_iteration_2(yhat2(state_variables_idx), epsilon(:,2), ghx, ghu, constant, ghxx, ghuu, ghxu, yhat2_(state_variables_idx), steadystate, 1);
catch
t(2) = false;
end
@@ -143,18 +144,18 @@ rmpath(sprintf('%s/missing/mex/local_state_space_iterations', fileparts(which('d
% Call the tested routine (mex).
try
yhat3 = local_state_space_iteration_2(yhatinit, epsilon(:,1), ghx, ghu, constant, ghxx, ghuu, ghxu, 1);
- yhat3 = local_state_space_iteration_2(yhat3, epsilon(:,2), ghx, ghu, constant, ghxx, ghuu, ghxu, 1);
+ yhat3 = local_state_space_iteration_2(yhat3(state_variables_idx), epsilon(:,2), ghx, ghu, constant, ghxx, ghuu, ghxu, 1);
catch
t(3) = false;
end
try
- [yhat4, yhat4_] = local_state_space_iteration_2(yhatinit, epsilon(:,1), ghx, ghu, constant, ghxx, ghuu, ghxu, yhatinit_, ss, 1);
- [yhat4, yhat4_] = local_state_space_iteration_2(yhat4, epsilon(:,2), ghx, ghu, constant, ghxx, ghuu, ghxu, yhat4_, ss, 1);
+ [yhat4, yhat4_] = local_state_space_iteration_2(yhatinit, epsilon(:,1), ghx, ghu, constant, ghxx, ghuu, ghxu, yhatinit_, steadystate, 1);
+ [yhat4, yhat4_] = local_state_space_iteration_2(yhat4(state_variables_idx), epsilon(:,2), ghx, ghu, constant, ghxx, ghuu, ghxu, yhat4_(state_variables_idx), steadystate, 1);
catch
t(4) = false;
end
-t(5) = max(abs(yhat1-yhat3))<1e-10; % Compare matlab and mex routines without pruning.
-t(6) = max(abs(yhat2-yhat4))<1e-10; % Compare matlab and mex routines with pruning.
+t(5) = max(abs(yhat1-yhat3))<1e-12; % Compare matlab and mex routines without pruning.
+t(6) = max(abs(yhat2-yhat4))<1e-12; % Compare matlab and mex routines with pruning.
% Check the results.
T = all(t);
%@eof:2
--
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