k_order_perturbation: fixing bug in making of tensor of 3rd order derivatives

                      modifying tests and adding a new test against dynare++ output (fs2000k4.mod)

mex/sources/k_order_perturbation/k_ord_dynare.cc

@@ -211,11 +211,27 @@ KordpDynare::populateDerivativesContainer(const TwoDMatrix &g, int ord, const ve
             s[2] = revOrder[s2];
           else
             s[2] = s2;
-          if ((s[2] >= s[1]) && (s[1] >= s[0]))
-            {
-              double x = g.get(i, 2);
-              mdTi->insert(s, j, x);
-            }
+	  // reordering symmetry indices in increasing order
+	  if (s[0] > s[1])
+	    {
+	      int temp = s[0];
+	      s[0] = s[1];
+	      s[1] = temp;
+	    }
+	  if (s[1] > s[2])
+	    {
+	      int temp = s[1];
+	      s[1] = s[2];
+	      s[2] = temp;
+	    }
+	  if (s[0] > s[1])
+	    {
+	      int temp = s[0];
+	      s[0] = s[1];
+	      s[1] = temp;
+	    }
+	  double x = g.get(i, 2);
+	  mdTi->insert(s, j, x);
         }
     }
 

tests/k_order_perturbation/fs2000k++.mod

 /* Used to check that Dynare++ and Dynare with k_order_solver=1 give the same result */
 
-var m m_1 P P_1 c e W R k d n l gy_obs gp_obs y dA P2 c2;
+var m m_1 P P_1 c e W R k d n l gy_obs gp_obs y dA;
 varexo e_a e_m;
 
 parameters alp bet gam mst rho psi del;
@@ -16,7 +16,7 @@ del = 0.02;
 model;
 dA = exp(gam+e_a);
 log(m) = (1-rho)*log(mst) + rho*log(m_1(-1))+e_m;
--P/(c(+1)*P(+1)*m)+bet*P(+1)*(alp*exp(-alp*(gam+log(e(+1))))*k^(alp-1)*n(+1)^(1-alp)+(1-del)*exp(-(gam+log(e(+1)))))/(c2(+1)*P2(+1)*m(+1))=0;
+-P/(c(+1)*P(+1)*m)+bet*P(+1)*(alp*exp(-alp*(gam+log(e(+1))))*k^(alp-1)*n(+1)^(1-alp)+(1-del)*exp(-(gam+log(e(+1)))))/(c(+2)*P(+2)*m(+1))=0;
 W = l/n;
 -(psi/(1-psi))*(c*P/(1-n))+l/n = 0;
 R = P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(-alp)/W;
@@ -28,8 +28,6 @@ e = exp(e_a);
 y = k(-1)^alp*n^(1-alp)*exp(-alp*(gam+e_a));
 gy_obs = dA*y/y(-1);
 gp_obs = (P/P_1(-1))*m_1(-1)/dA;
-P2 = P(+1);
-c2 = c(+1);
 m_1 = m;
 P_1 = P;
 end;
@@ -51,8 +49,6 @@ y = 0.6;
 gy_obs = exp(gam);
 gp_obs = exp(-gam); 
 dA = exp(gam);
-  P2=P;
-  c2=c;
 end;
 
 vcov = [0.014, 0;0, 0.005];

tests/k_order_perturbation/fs2000k4.mod

+// checks whether second order coefficients are the same with order=2 and order=3 with k_order_solver=1
+var m m_1 P P_1 c e W R k d n l gy_obs gp_obs y dA;
+varexo e_a e_m;
+
+parameters alp bet gam mst rho psi del;
+
+alp = 0.33;
+bet = 0.99;
+gam = 0.003;
+mst = 1.011;
+rho = 0.7;
+psi = 0.787;
+del = 0.02;
+
+gst = 1/exp(gam);
+khst = ( (1-gst*bet*(1-del)) / (alp*gst^alp*bet) )^(1/(alp-1));
+xist = ( ((khst*gst)^alp - (1-gst*(1-del))*khst)/mst )^(-1);
+nust = psi*mst^2/( (1-alp)*(1-psi)*bet*gst^alp*khst^alp );
+
+model(use_dll);
+dA = exp(gam+e_a);
+log(m) = (1-rho)*log(mst) + rho*log(m_1(-1))+e_m;
+-P/(c(+1)*P(+1)*m)+bet*P(+1)*(alp*exp(-alp*(gam+log(e(+1))))*k^(alp-1)*n(+1)^(1-alp)+(1-del)*exp(-(gam+log(e(+1)))))/(c(+2)*P(+2)*m(+1))=0;
+W = l/n;
+-(psi/(1-psi))*(c*P/(1-n))+l/n = 0;
+R = P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(-alp)/W;
+1/(c*P)-bet*P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)/(m*l*c(+1)*P(+1)) = 0;
+c+k = exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)+(1-del)*exp(-(gam+e_a))*k(-1);
+P*c = m;
+m-1+d = l;
+e = exp(e_a);
+y = k(-1)^alp*n^(1-alp)*exp(-alp*(gam+e_a));
+gy_obs = dA*y/y(-1);
+gp_obs = (P/P_1(-1))*m_1(-1)/dA;
+m_1 = m;
+P_1 = P;
+end;
+
+initval;
+dA = exp(gam);
+m = mst;
+m_1=mst;
+n  = xist/(nust+xist);
+P  = xist + nust;
+k  = khst*n;
+l  = psi*mst*n/( (1-psi)*(1-n) );
+c  = mst/P;
+d  = l - mst + 1;
+y  = k^alp*n^(1-alp)*gst^alp;
+R  = mst/bet;
+W  = l/n;
+e = 1;
+gp_obs = m/dA;
+gy_obs = dA;
+P_1 = P;
+m_1 = m;
+end;
+
+shocks;
+var e_a; stderr 0.014;
+var e_m; stderr 0.005;
+end;
+
+steady;
+
+stoch_simul(order=3,irf=100);
+
+if ~exist('fs2000k++.mat','file');
+   error('fs2000k++ must be run first');
+end;
+
+oo1 = load('fs2000k++');
+
+kk=[];
+for i=1:M_.orig_endo_nbr;
+    kk(i) = strmatch(deblank(M_.endo_names(oo_.dr.order_var(i),:)),oo1.dyn_vars,'exact');
+end
+kk(17) = 17;
+
+if max(max(abs(oo_.dr.g_3-oo1.dyn_g_3(kk,:)))) < 1e-12;
+   disp('OK');
+else;
+   error('comparing 3rd order with dynare++ fails');
+end;
+

tests/k_order_perturbation/run_fs2000kplusplus.m

+system('../../dynare++/src/dynare++ --order 3 --no-centralize fs2000k++.mod')