diff --git a/tests/.gitignore b/tests/.gitignore index 7b5c438826aa63ae6af5d7cbf06ab5aa013605b8..3d7ccec14ddbb1e17ab97eb5ed9618ffab9cf8c6 100644 --- a/tests/.gitignore +++ b/tests/.gitignore @@ -96,9 +96,6 @@ wsOct !/kronecker/test_kron.m !/load_octave_packages.m !/ls2003/data_ca1.m -!/matrix_notation/extFunNoDerivsMatrix.m -!/matrix_notation/extFunFirstDerivMatrix.m -!/matrix_notation/extFunWithFirstAndSecondDerivsMatrix.m !/measurement_errors/data_ca1.m !/measurement_errors/fs2000_corr_me_ml_mcmc/fsdat_simul.m !/missing/simulate_data_with_missing_observations.m diff --git a/tests/Makefile.am b/tests/Makefile.am index ee55632067859ee6627e93f755f5cf67b2b06b94..ef844e1bdc90b554daf1793c1585feb31669af1b 100644 --- a/tests/Makefile.am +++ b/tests/Makefile.am @@ -416,18 +416,7 @@ MODFILES = \ bgp/nk-1/nk.mod \ bgp/ramsey-1/ramsey.mod \ dynare-command-options/ramst.mod \ - particle/local_state_space_iteration_k_test.mod \ - matrix_notation/deterministic_matrix.mod \ - matrix_notation/deterministic_scalar.mod \ - matrix_notation/stochastic_matrix.mod \ - matrix_notation/stochastic_scalar.mod \ - matrix_notation/benchmark.mod \ - matrix_notation/no_deriv_given_matrix_dll.mod \ - matrix_notation/no_deriv_given_matrix.mod \ - matrix_notation/first_deriv_given_matrix_dll.mod \ - matrix_notation/first_deriv_given_matrix.mod \ - matrix_notation/first_and_2nd_deriv_given_matrix_dll.mod \ - matrix_notation/first_and_2nd_deriv_given_matrix.mod + particle/local_state_space_iteration_k_test.mod ECB_MODFILES = \ var-expectations/1/example.mod \ @@ -817,23 +806,6 @@ discretionary_policy/dennis_1_estim.o.trs: discretionary_policy/dennis_1.o.trs discretionary_policy/Gali_2015_chapter_3_nonlinear.m.trs: discretionary_policy/Gali_2015_chapter_3.m.trs discretionary_policy/Gali_2015_chapter_3_nonlinear.o.trs: discretionary_policy/Gali_2015_chapter_3.o.trs -matrix_notation/deterministic_scalar.m.trs: matrix_notation/deterministic_matrix.m.trs -matrix_notation/deterministic_scalar.o.trs: matrix_notation/deterministic_matrix.o.trs -matrix_notation/stochastic_scalar.m.trs: matrix_notation/stochastic_matrix.m.trs -matrix_notation/stochastic_scalar.o.trs: matrix_notation/stochastic_matrix.o.trs -matrix_notation/first_deriv_given_matrix.m.trs: matrix_notation/benchmark.m.trs -matrix_notation/first_deriv_given_matrix.o.trs: matrix_notation/benchmark.o.trs -matrix_notation/first_deriv_given_matrix_dll.m.trs: matrix_notation/benchmark.m.trs -matrix_notation/first_deriv_given_matrix_dll.o.trs: matrix_notation/benchmark.o.trs -matrix_notation/first_and_2nd_deriv_given_matrix.m.trs: matrix_notation/benchmark.m.trs -matrix_notation/first_and_2nd_deriv_given_matrix.o.trs: matrix_notation/benchmark.o.trs -matrix_notation/first_and_2nd_deriv_given_matrix_dll.m.trs: matrix_notation/benchmark.m.trs -matrix_notation/first_and_2nd_deriv_given_matrix_dll.o.trs: matrix_notation/benchmark.o.trs -matrix_notation/no_deriv_given_matrix.m.trs: matrix_notation/benchmark.m.trs -matrix_notation/no_deriv_given_matrix.o.trs: matrix_notation/benchmark.o.trs -matrix_notation/no_deriv_given_matrix_dll.m.trs: matrix_notation/benchmark.m.trs -matrix_notation/no_deriv_given_matrix_dll.o.trs: matrix_notation/benchmark.o.trs - observation_trends_and_prefiltering/MCMC: m/observation_trends_and_prefiltering/MCMC o/observation_trends_and_prefiltering/MCMC m/observation_trends_and_prefiltering/MCMC: $(patsubst %.mod, %.m.trs, $(filter observation_trends_and_prefiltering/MCMC/%.mod, $(MODFILES))) o/observation_trends_and_prefiltering/MCMC: $(patsubst %.mod, %.o.trs, $(filter observation_trends_and_prefiltering/MCMC/%.mod, $(MODFILES))) @@ -1046,10 +1018,6 @@ estimation/univariate: m/estimation/univariate o/estimation/univariate m/estimation/univariate: $(patsubst %.mod, %.m.trs, $(filter estimation/univariate/%.mod, $(MODFILES))) o/estimation/univariate: $(patsubst %.mod, %.o.trs, $(filter estimation/univariate/%.mod, $(MODFILES))) -matrix_notation: m/matrix_notation o/matrix_notation -m/matrix_notation: $(patsubst %.mod, %.m.trs, $(filter matrix_notation/%.mod, $(MODFILES))) -o/matrix_notation: $(patsubst %.mod, %.o.trs, $(filter matrix_notation/%.mod, $(MODFILES))) - # ECB files M_ECB_TRS_FILES = $(patsubst %.mod, %.m.trs, $(ECB_MODFILES)) @@ -1235,10 +1203,7 @@ EXTRA_DIST = \ histval_initval_file/my_assert.m \ histval_initval_file/ramst_data.xls \ histval_initval_file/ramst_data.xlsx \ - histval_initval_file/ramst_initval_file_data.m \ - matrix_notation/extFunFirstDerivMatrix.m \ - matrix_notation/extFunNoDerivsMatrix.m \ - matrix_notation/extFunWithFirstAndSecondDerivsMatrix.m + histval_initval_file/ramst_initval_file_data.m if ENABLE_MATLAB check-local: check-matlab diff --git a/tests/matrix_notation/benchmark.mod b/tests/matrix_notation/benchmark.mod deleted file mode 100644 index c33ae1358ffa1d51f63fbbee12077a2fab7decc8..0000000000000000000000000000000000000000 --- a/tests/matrix_notation/benchmark.mod +++ /dev/null @@ -1,44 +0,0 @@ -/* This file is used as a benchmark against with the other tests with external - functions are compared. - It is almost the same as example1.mod, except that the shocks process is - nonlinear (in order to have a non-zero Hessian of the - external function) */ - -var y, c, k, h, a, b; -varexo e, u; -parameters beta, alpha, delta, theta, psi, rho, tau; - -alpha = 0.36; -rho = 0.95; -tau = 0.025; -beta = 0.99; -delta = 0.025; -psi = 0; -theta = 2.95; - -phi = 0.1; - -model; -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)+(1-delta)*k(-1) ; -a = rho*a(-1)^2+5*tau*b(-1)^2 + e; -b = 3*tau/2*a(-1)^2+7*rho/3*b(-1)^2 + u; -end; - -initval; -y = 1.08068253095672; -c = 0.80359242014163; -h = 0.29175631001732; -k = 11.08360443260358; -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/matrix_notation/deterministic_matrix.mod b/tests/matrix_notation/deterministic_matrix.mod deleted file mode 100644 index ff72d56c030f3ca8edff99e9bd1f88ac129d9658..0000000000000000000000000000000000000000 --- a/tests/matrix_notation/deterministic_matrix.mod +++ /dev/null @@ -1,38 +0,0 @@ -// Do not forget to update deterministic_scalar.mod when this file is modified - -var(rows=3) X, Y, Z; -var t; -varexo(rows=3) E, U, V; -parameters(rows=3, cols=3) P; - -P = [.1, .2, -.3; -.1, .5, .1; .2, -.3, .9]; - -model; - X = P*X(-1)+E; - transpose(Y) = transpose(Y(-1))*transpose(P)+transpose(U); - Z = V; - t = Y[1](-1) + Y[2](+1); -end; - -shocks; - var E; - periods 1 2; - values [0.5; 0.6; 0.7] [0.2; 0.3; 0.4]; - - var U[1]; - periods 3; - values 0.8; - - var U[2]; - periods 3; - values 0.7; - - var V[:]; - periods 1; - values 0.1; -end; - -perfect_foresight_setup(periods=50); -perfect_foresight_solver; - -write_latex_dynamic_model; diff --git a/tests/matrix_notation/deterministic_scalar.mod b/tests/matrix_notation/deterministic_scalar.mod deleted file mode 100644 index 3a893acc49c066e99fe029d63705d4481cf0b1f3..0000000000000000000000000000000000000000 --- a/tests/matrix_notation/deterministic_scalar.mod +++ /dev/null @@ -1,70 +0,0 @@ -// Scalar translation of deterministic_matrix.mod -// The declaration orders are the same as those of the expanded matrix version -var t X_1 X_2 X_3 Y_1 Y_2 Y_3 Z_1 Z_2 Z_3; -varexo E_1 E_2 E_3 U_1 U_2 U_3 V_1 V_2 V_3; -parameters P_1_1 P_1_2 P_1_3 P_2_1 P_2_2 P_2_3 P_3_1 P_3_2 P_3_3; - -P_1_1 = .1; -P_1_2 = .2; -P_1_3 = -.3; -P_2_1 = -.1; -P_2_2 = .5; -P_2_3 = .1; -P_3_1 = .2; -P_3_2 = -.3; -P_3_3 = .9; - -model; - X_1 = P_1_1*X_1(-1) + P_1_2*X_2(-1) + P_1_3*X_3(-1) + E_1; - X_2 = P_2_1*X_1(-1) + P_2_2*X_2(-1) + P_2_3*X_3(-1) + E_2; - X_3 = P_3_1*X_1(-1) + P_3_2*X_2(-1) + P_3_3*X_3(-1) + E_3; - Y_1 = P_1_1*Y_1(-1) + P_1_2*Y_2(-1) + P_1_3*Y_3(-1) + U_1; - Y_2 = P_2_1*Y_1(-1) + P_2_2*Y_2(-1) + P_2_3*Y_3(-1) + U_2; - Y_3 = P_3_1*Y_1(-1) + P_3_2*Y_2(-1) + P_3_3*Y_3(-1) + U_3; - Z_1 = V_1; - Z_2 = V_2; - Z_3 = V_3; - t = Y_1(-1) + Y_2(+1); -end; - -shocks; - var E_1; - periods 1 2; - values 0.5 0.2; - - var E_2; - periods 1 2; - values 0.6 0.3; - - var E_3; - periods 1 2; - values 0.7 0.4; - - var U_1; - periods 3; - values 0.8; - - var U_2; - periods 3; - values 0.7; - - var V_1; - periods 1; - values 0.1; - - var V_2; - periods 1; - values 0.1; - - var V_3; - periods 1; - values 0.1; -end; - -perfect_foresight_setup(periods=50); -perfect_foresight_solver; - -L = load('deterministic_matrix_results.mat'); -if max(max(abs(L.oo_.endo_simul - oo_.endo_simul))) > 1e-12 - error('Failure in matrix expansion') -end diff --git a/tests/matrix_notation/extFunFirstDerivMatrix.m b/tests/matrix_notation/extFunFirstDerivMatrix.m deleted file mode 100644 index 68c27d3a883cc179615b364d8bcee17405ba7b04..0000000000000000000000000000000000000000 --- a/tests/matrix_notation/extFunFirstDerivMatrix.m +++ /dev/null @@ -1,4 +0,0 @@ -function dy=extFunFirstDerivMatrix(a,b,c) -dy = [ c(1)^2 0 5*c(2)^2 0 2*a(1)*c(1) 10*b(1)*c(2); - 0 3*c(1)^2 0 7*c(2)^2 6*a(2)*c(1) 14*b(2)*c(2) ]; -end diff --git a/tests/matrix_notation/extFunNoDerivsMatrix.m b/tests/matrix_notation/extFunNoDerivsMatrix.m deleted file mode 100644 index e7541cee70badbb3424555eee5c1a45608049e1b..0000000000000000000000000000000000000000 --- a/tests/matrix_notation/extFunNoDerivsMatrix.m +++ /dev/null @@ -1,3 +0,0 @@ -function y=extFunNoDerivsMatrix(a,b,c) -y=[a(1), 5*b(1); 3*a(2) 7*b(2)]*c.^2; -end diff --git a/tests/matrix_notation/extFunWithFirstAndSecondDerivsMatrix.m b/tests/matrix_notation/extFunWithFirstAndSecondDerivsMatrix.m deleted file mode 100644 index e7b227909c2ef3dfa7461db60fff6e0e3295c6f8..0000000000000000000000000000000000000000 --- a/tests/matrix_notation/extFunWithFirstAndSecondDerivsMatrix.m +++ /dev/null @@ -1,20 +0,0 @@ -function [y dy d2y]=extFunWithFirstAndSecondDerivsMatrix(a,b,c) -y=[a(1), 5*b(1); 3*a(2), 7*b(2)]*c.^2; - -dy = [ c(1)^2 0 5*c(2)^2 0 2*a(1)*c(1) 10*b(1)*c(2); - 0 3*c(1)^2 0 7*c(2)^2 6*a(2)*c(1) 14*b(2)*c(2) ]; - -d2y=zeros(2,6,6); -d2y(1,1,5) = 2*c(1); -d2y(1,3,6) = 10*c(2); -d2y(1,5,1) = 2*c(1); -d2y(1,5,5) = 2*a(1); -d2y(1,6,3) = 10*c(2); -d2y(1,6,6) = 10*b(1); -d2y(2,2,5) = 6*c(1); -d2y(2,4,6) = 14*c(2); -d2y(2,5,2) = 6*c(1); -d2y(2,5,5) = 6*a(2); -d2y(2,6,4) = 14*c(2); -d2y(2,6,6) = 14*b(2); -end diff --git a/tests/matrix_notation/first_and_2nd_deriv_given_matrix.mod b/tests/matrix_notation/first_and_2nd_deriv_given_matrix.mod deleted file mode 100644 index 120ef1043a2c0ec03f482f72ab022816acb092bb..0000000000000000000000000000000000000000 --- a/tests/matrix_notation/first_and_2nd_deriv_given_matrix.mod +++ /dev/null @@ -1,71 +0,0 @@ -var y, c, k, h; -var(rows = 2) A; // A == [a; b] -varexo(rows = 2) E; // E == [e; u] -parameters beta, alpha, delta, theta, psi; -parameters(rows=2,cols=2) P; - -alpha = 0.36; -rho = 0.95; -tau = 0.025; -beta = 0.99; -delta = 0.025; -psi = 0; -theta = 2.95; - -phi = 0.1; - -P = [rho, tau; tau/2, rho/3]; - -external_function(nargs=3, name=extFunWithFirstAndSecondDerivsMatrix, in_arg_dim=[2,2,2], - out_arg_dim=2, first_deriv_provided, second_deriv_provided); - -model; -[endogenous='c',name='law of motion of capital'] -c*theta*h^(1+psi)=(1-alpha)*y; -k = beta*(((exp(A[2])*c)/(exp(A[2](+1))*c(+1))) - *(exp(A[2](+1))*alpha*y(+1)+(1-delta)*k)); -y = exp(A[1])*(k(-1)^alpha)*(h^(1-alpha)); -k = exp(A[2])*(y-c)+(1-delta)*k(-1) ; -A = extFunWithFirstAndSecondDerivsMatrix(P[:,1], transpose(P[:,2]), A(-1)) + E; -end; - -initval; -y = 1.08068253095672; -c = 0.80359242014163; -h = 0.29175631001732; -k = 11.08360443260358; - -A[1] = 0; -A[2] = 0; -E[:] = 0; -end; - -shocks; -var E[:]; stderr 0.009; -var E[1], E[2] = phi*0.009*0.009; -end; - -stoch_simul; - -L = load('benchmark_results.mat'); -if max(max(abs(L.oo_.dr.ghu - oo_.dr.ghu))) > 1e-12 - error('Failure in matrix notation with external function') -end -if max(max(abs(L.oo_.dr.ghx - oo_.dr.ghx))) > 1e-12 - error('Failure in matrix notation with external function') -end -if max(max(abs(L.oo_.dr.ghxu - oo_.dr.ghxu))) > 1e-12 - error('Failure in matrix notation with external function') -end -if max(max(abs(L.oo_.dr.ghxx - oo_.dr.ghxx))) > 1e-12 - error('Failure in matrix notation with external function') -end -if max(max(abs(L.oo_.dr.ghuu - oo_.dr.ghuu))) > 1e-12 - error('Failure in matrix notation with external function') -end -if max(max(abs(L.oo_.dr.ghs2 - oo_.dr.ghs2))) > 1e-12 - error('Failure in matrix notation with external function') -end -if max(max(abs(L.oo_.var - oo_.var))) > 1e-12 - error('Failure in matrix notation with external function') -end diff --git a/tests/matrix_notation/first_and_2nd_deriv_given_matrix_dll.mod b/tests/matrix_notation/first_and_2nd_deriv_given_matrix_dll.mod deleted file mode 100644 index 570cf021dedddde43c01f11f0d8e5e3761a79f98..0000000000000000000000000000000000000000 --- a/tests/matrix_notation/first_and_2nd_deriv_given_matrix_dll.mod +++ /dev/null @@ -1,71 +0,0 @@ -var y, c, k, h; -var(rows = 2) A; // A == [a; b] -varexo(rows = 2) E; // E == [e; u] -parameters beta, alpha, delta, theta, psi; -parameters(rows=2,cols=2) P; - -alpha = 0.36; -rho = 0.95; -tau = 0.025; -beta = 0.99; -delta = 0.025; -psi = 0; -theta = 2.95; - -phi = 0.1; - -P = [rho, tau; tau/2, rho/3]; - -external_function(nargs=3, name=extFunWithFirstAndSecondDerivsMatrix, in_arg_dim=[2,2,2], - out_arg_dim=2, first_deriv_provided, second_deriv_provided); - -model(use_dll); -[endogenous='c',name='law of motion of capital'] -c*theta*h^(1+psi)=(1-alpha)*y; -k = beta*(((exp(A[2])*c)/(exp(A[2](+1))*c(+1))) - *(exp(A[2](+1))*alpha*y(+1)+(1-delta)*k)); -y = exp(A[1])*(k(-1)^alpha)*(h^(1-alpha)); -k = exp(A[2])*(y-c)+(1-delta)*k(-1) ; -A = extFunWithFirstAndSecondDerivsMatrix(P[:,1], transpose(P[:,2]), A(-1)) + E; -end; - -initval; -y = 1.08068253095672; -c = 0.80359242014163; -h = 0.29175631001732; -k = 11.08360443260358; - -A[1] = 0; -A[2] = 0; -E[:] = 0; -end; - -shocks; -var E[:]; stderr 0.009; -var E[1], E[2] = phi*0.009*0.009; -end; - -stoch_simul; - -L = load('benchmark_results.mat'); -if max(max(abs(L.oo_.dr.ghu - oo_.dr.ghu))) > 1e-12 - error('Failure in matrix notation with external function') -end -if max(max(abs(L.oo_.dr.ghx - oo_.dr.ghx))) > 1e-12 - error('Failure in matrix notation with external function') -end -if max(max(abs(L.oo_.dr.ghxu - oo_.dr.ghxu))) > 1e-12 - error('Failure in matrix notation with external function') -end -if max(max(abs(L.oo_.dr.ghxx - oo_.dr.ghxx))) > 1e-12 - error('Failure in matrix notation with external function') -end -if max(max(abs(L.oo_.dr.ghuu - oo_.dr.ghuu))) > 1e-12 - error('Failure in matrix notation with external function') -end -if max(max(abs(L.oo_.dr.ghs2 - oo_.dr.ghs2))) > 1e-12 - error('Failure in matrix notation with external function') -end -if max(max(abs(L.oo_.var - oo_.var))) > 1e-12 - error('Failure in matrix notation with external function') -end diff --git a/tests/matrix_notation/first_deriv_given_matrix.mod b/tests/matrix_notation/first_deriv_given_matrix.mod deleted file mode 100644 index 431df3d64395ef2c97e1a4a6209a8c401eb7c136..0000000000000000000000000000000000000000 --- a/tests/matrix_notation/first_deriv_given_matrix.mod +++ /dev/null @@ -1,72 +0,0 @@ -// --+ options: json=compute +-- - -var y, c, k, h; -var(rows = 2) A; // A == [a; b] -varexo(rows = 2) E; // E == [e; u] -parameters beta, alpha, delta, theta, psi; -parameters(rows=2,cols=2) P; - -alpha = 0.36; -rho = 0.95; -tau = 0.025; -beta = 0.99; -delta = 0.025; -psi = 0; -theta = 2.95; - -phi = 0.1; - -P = [rho, tau; tau/2, rho/3]; - -external_function(nargs=3, name=extFunNoDerivsMatrix, in_arg_dim=[2,2,2], - out_arg_dim=2, first_deriv_provided=extFunFirstDerivMatrix); - -model; -c*theta*h^(1+psi)=(1-alpha)*y; -k = beta*(((exp(A[2])*c)/(exp(A[2](+1))*c(+1))) - *(exp(A[2](+1))*alpha*y(+1)+(1-delta)*k)); -y = exp(A[1])*(k(-1)^alpha)*(h^(1-alpha)); -k = exp(A[2])*(y-c)+(1-delta)*k(-1) ; -A = extFunNoDerivsMatrix(P[:,1], transpose(P[:,2]), A(-1)) + E; -end; - -initval; -y = 1.08068253095672; -c = 0.80359242014163; -h = 0.29175631001732; -k = 11.08360443260358; - -A[1] = 0; -A[2] = 0; -E[:] = 0; -end; - -shocks; -var E[:]; stderr 0.009; -var E[1], E[2] = phi*0.009*0.009; -end; - -stoch_simul; - -L = load('benchmark_results.mat'); -if max(max(abs(L.oo_.dr.ghu - oo_.dr.ghu))) > 1e-12 - error('Failure in matrix notation with external function') -end -if max(max(abs(L.oo_.dr.ghx - oo_.dr.ghx))) > 1e-12 - error('Failure in matrix notation with external function') -end -if max(max(abs(L.oo_.dr.ghxu - oo_.dr.ghxu))) > 1e-12 - error('Failure in matrix notation with external function') -end -if max(max(abs(L.oo_.dr.ghxx - oo_.dr.ghxx))) > 1e-12 - error('Failure in matrix notation with external function') -end -if max(max(abs(L.oo_.dr.ghuu - oo_.dr.ghuu))) > 1e-12 - error('Failure in matrix notation with external function') -end -if max(max(abs(L.oo_.dr.ghs2 - oo_.dr.ghs2))) > 1e-12 - error('Failure in matrix notation with external function') -end -if max(max(abs(L.oo_.var - oo_.var))) > 1e-12 - error('Failure in matrix notation with external function') -end diff --git a/tests/matrix_notation/first_deriv_given_matrix_dll.mod b/tests/matrix_notation/first_deriv_given_matrix_dll.mod deleted file mode 100644 index 070195c210c4d1c4db8a3b3a6de874f4189050e9..0000000000000000000000000000000000000000 --- a/tests/matrix_notation/first_deriv_given_matrix_dll.mod +++ /dev/null @@ -1,73 +0,0 @@ -// --+ options: json=compute +-- - -var y, c, k, h; -var(rows = 2) A; // A == [a; b] -varexo(rows = 2) E; // E == [e; u] -parameters beta, alpha, delta, theta, psi; -parameters(rows=2,cols=2) P; - -alpha = 0.36; -rho = 0.95; -tau = 0.025; -beta = 0.99; -delta = 0.025; -psi = 0; -theta = 2.95; - -phi = 0.1; - -P = [rho, tau; tau/2, rho/3]; - -external_function(nargs=3, name=extFunNoDerivsMatrix, in_arg_dim=[2,2,2], - out_arg_dim=2, first_deriv_provided=extFunFirstDerivMatrix); - -model(use_dll); -c*theta*h^(1+psi)=(1-alpha)*y; -k = beta*(((exp(A[2])*c)/(exp(A[2](+1))*c(+1))) - *(exp(A[2](+1))*alpha*y(+1)+(1-delta)*k)); -y = exp(A[1])*(k(-1)^alpha)*(h^(1-alpha)); -k = exp(A[2])*(y-c)+(1-delta)*k(-1) ; -A = extFunNoDerivsMatrix(P[:,1], transpose(P[:,2]), A(-1)) + E; -end; - -initval; -y = 1.08068253095672; -c = 0.80359242014163; -h = 0.29175631001732; -k = 11.08360443260358; - -A[1] = 0; -A[2] = 0; -E[:] = 0; - -end; - -shocks; -var E[:]; stderr 0.009; -var E[1], E[2] = phi*0.009*0.009; -end; - -stoch_simul; - -L = load('benchmark_results.mat'); -if max(max(abs(L.oo_.dr.ghu - oo_.dr.ghu))) > 1e-12 - error('Failure in matrix notation with external function') -end -if max(max(abs(L.oo_.dr.ghx - oo_.dr.ghx))) > 1e-12 - error('Failure in matrix notation with external function') -end -if max(max(abs(L.oo_.dr.ghxu - oo_.dr.ghxu))) > 1e-12 - error('Failure in matrix notation with external function') -end -if max(max(abs(L.oo_.dr.ghxx - oo_.dr.ghxx))) > 1e-12 - error('Failure in matrix notation with external function') -end -if max(max(abs(L.oo_.dr.ghuu - oo_.dr.ghuu))) > 1e-12 - error('Failure in matrix notation with external function') -end -if max(max(abs(L.oo_.dr.ghs2 - oo_.dr.ghs2))) > 1e-12 - error('Failure in matrix notation with external function') -end -if max(max(abs(L.oo_.var - oo_.var))) > 1e-12 - error('Failure in matrix notation with external function') -end diff --git a/tests/matrix_notation/no_deriv_given_matrix.mod b/tests/matrix_notation/no_deriv_given_matrix.mod deleted file mode 100644 index 08c22198ffa5c313da9c1f24db60884ad4ee2ed0..0000000000000000000000000000000000000000 --- a/tests/matrix_notation/no_deriv_given_matrix.mod +++ /dev/null @@ -1,71 +0,0 @@ -// --+ options: json=compute +-- - -var y, c, k, h; -var(rows = 2) A; // A == [a; b] -varexo(rows = 2) E; // E == [e; u] -parameters beta, alpha, delta, theta, psi; -parameters(rows=2,cols=2) P; - -alpha = 0.36; -rho = 0.95; -tau = 0.025; -beta = 0.99; -delta = 0.025; -psi = 0; -theta = 2.95; - -phi = 0.1; - -P = [rho, tau; tau/2, rho/3]; - -external_function(nargs=3, name=extFunNoDerivsMatrix, in_arg_dim=[2,2,2], out_arg_dim=2); - -model; -c*theta*h^(1+psi)=(1-alpha)*y; -k = beta*(((exp(A[2])*c)/(exp(A[2](+1))*c(+1))) - *(exp(A[2](+1))*alpha*y(+1)+(1-delta)*k)); -y = exp(A[1])*(k(-1)^alpha)*(h^(1-alpha)); -k = exp(A[2])*(y-c)+(1-delta)*k(-1) ; -A = extFunNoDerivsMatrix(P[:,1], transpose(P[:,2]), A(-1)) + E; -end; - -initval; -y = 1.08068253095672; -c = 0.80359242014163; -h = 0.29175631001732; -k = 11.08360443260358; - -A[1] = 0; -A[2] = 0; -E[:] = 0; -end; - -shocks; -var E[:]; stderr 0.009; -var E[1], E[2] = phi*0.009*0.009; -end; - -stoch_simul; - -L = load('benchmark_results.mat'); -if max(max(abs(L.oo_.dr.ghu - oo_.dr.ghu))) > 1e-12 - error('Failure in matrix notation with external function') -end -if max(max(abs(L.oo_.dr.ghx - oo_.dr.ghx))) > 1e-12 - error('Failure in matrix notation with external function') -end -if max(max(abs(L.oo_.dr.ghxu - oo_.dr.ghxu))) > 1e-12 - error('Failure in matrix notation with external function') -end -if max(max(abs(L.oo_.dr.ghxx - oo_.dr.ghxx))) > 1e-12 - error('Failure in matrix notation with external function') -end -if max(max(abs(L.oo_.dr.ghuu - oo_.dr.ghuu))) > 1e-12 - error('Failure in matrix notation with external function') -end -if max(max(abs(L.oo_.dr.ghs2 - oo_.dr.ghs2))) > 1e-12 - error('Failure in matrix notation with external function') -end -if max(max(abs(L.oo_.var - oo_.var))) > 1e-12 - error('Failure in matrix notation with external function') -end diff --git a/tests/matrix_notation/no_deriv_given_matrix_dll.mod b/tests/matrix_notation/no_deriv_given_matrix_dll.mod deleted file mode 100644 index ccbedff1c778bf66748e7e9c5ec1074ea190fab3..0000000000000000000000000000000000000000 --- a/tests/matrix_notation/no_deriv_given_matrix_dll.mod +++ /dev/null @@ -1,71 +0,0 @@ -// --+ options: json=compute +-- - -var y, c, k, h; -var(rows = 2) A; // A == [a; b] -varexo(rows = 2) E; // E == [e; u] -parameters beta, alpha, delta, theta, psi; -parameters(rows=2,cols=2) P; - -alpha = 0.36; -rho = 0.95; -tau = 0.025; -beta = 0.99; -delta = 0.025; -psi = 0; -theta = 2.95; - -phi = 0.1; - -P = [rho, tau; tau/2, rho/3]; - -external_function(nargs=3, name=extFunNoDerivsMatrix, in_arg_dim=[2,2,2], out_arg_dim=2); - -model(use_dll); -c*theta*h^(1+psi)=(1-alpha)*y; -k = beta*(((exp(A[2])*c)/(exp(A[2](+1))*c(+1))) - *(exp(A[2](+1))*alpha*y(+1)+(1-delta)*k)); -y = exp(A[1])*(k(-1)^alpha)*(h^(1-alpha)); -k = exp(A[2])*(y-c)+(1-delta)*k(-1) ; -A = extFunNoDerivsMatrix(P[:,1], transpose(P[:,2]), A(-1)) + E; -end; - -initval; -y = 1.08068253095672; -c = 0.80359242014163; -h = 0.29175631001732; -k = 11.08360443260358; - -A[1] = 0; -A[2] = 0; -E[:] = 0; -end; - -shocks; -var E[:]; stderr 0.009; -var E[1], E[2] = phi*0.009*0.009; -end; - -stoch_simul; - -L = load('benchmark_results.mat'); -if max(max(abs(L.oo_.dr.ghu - oo_.dr.ghu))) > 1e-12 - error('Failure in matrix notation with external function') -end -if max(max(abs(L.oo_.dr.ghx - oo_.dr.ghx))) > 1e-12 - error('Failure in matrix notation with external function') -end -if max(max(abs(L.oo_.dr.ghxu - oo_.dr.ghxu))) > 1e-12 - error('Failure in matrix notation with external function') -end -if max(max(abs(L.oo_.dr.ghxx - oo_.dr.ghxx))) > 1e-12 - error('Failure in matrix notation with external function') -end -if max(max(abs(L.oo_.dr.ghuu - oo_.dr.ghuu))) > 1e-12 - error('Failure in matrix notation with external function') -end -if max(max(abs(L.oo_.dr.ghs2 - oo_.dr.ghs2))) > 1e-12 - error('Failure in matrix notation with external function') -end -if max(max(abs(L.oo_.var - oo_.var))) > 1e-12 - error('Failure in matrix notation with external function') -end diff --git a/tests/matrix_notation/stochastic_matrix.mod b/tests/matrix_notation/stochastic_matrix.mod deleted file mode 100644 index d055f5e60c4c5ee028b968792e63c76889589c61..0000000000000000000000000000000000000000 --- a/tests/matrix_notation/stochastic_matrix.mod +++ /dev/null @@ -1,46 +0,0 @@ -// Do not forget to update stochastic_scalar.mod when this file is modified - -var(rows=3) X, Y, Z, T; -var r; -varexo(rows=3) E, U, V, W; -varexo f; -parameters(rows=3, cols=3) P; -varexo_det(rows=3) D; - -P = [.1, .2, -.3; -.1, .5, .1; .2, -.3, .9]; - -model; - X = P*X(-1)+E; - transpose(Y) = transpose(Y(-1))*transpose(P)+transpose(U); - Z[1] = V[1]; - Z[2] = V[2]; - Z[3] = V[3]; - T = D + W; - r = 0.9*r(+1)+f; -end; - -shocks; - var E = [ 0.1, 0.2, 0.3 ]; - var E[1], E[2] = 0.08; - - var U[1] = 0.4; - var U[2]; stderr 0.5; - var U[3]; stderr 0.6; - corr U[1], U[2] = 0.09; - - var V; stderr [ 1.1, 1.2, 1.3 ]; - - vcov W = [ - 1, 0.2, 0.3; - 0.2, 5, 0.6; - 0.3, 0.6, 9 - ]; - - var f = 3; - var f, E[2] = 0.5; - corr U[1], f = 0.7; -end; - -stoch_simul(order=1, nodecomposition, irf=0); - -write_latex_dynamic_model; diff --git a/tests/matrix_notation/stochastic_scalar.mod b/tests/matrix_notation/stochastic_scalar.mod deleted file mode 100644 index 3c5be1857c21938e5398bffb8f341eba5241d8bf..0000000000000000000000000000000000000000 --- a/tests/matrix_notation/stochastic_scalar.mod +++ /dev/null @@ -1,72 +0,0 @@ -// Scalar translation of stochastic_matrix.mod -// The declaration orders are the same as those of the expanded matrix version -var r X_1 X_2 X_3 Y_1 Y_2 Y_3 Z_1 Z_2 Z_3 T_1 T_2 T_3; -varexo f E_1 E_2 E_3 U_1 U_2 U_3 V_1 V_2 V_3 W_1 W_2 W_3; -parameters P_1_1 P_1_2 P_1_3 P_2_1 P_2_2 P_2_3 P_3_1 P_3_2 P_3_3; -varexo_det D_1 D_2 D_3; - -P_1_1 = .1; -P_1_2 = .2; -P_1_3 = -.3; -P_2_1 = -.1; -P_2_2 = .5; -P_2_3 = .1; -P_3_1 = .2; -P_3_2 = -.3; -P_3_3 = .9; - -model; - X_1 = P_1_1*X_1(-1) + P_1_2*X_2(-1) + P_1_3*X_3(-1) + E_1; - X_2 = P_2_1*X_1(-1) + P_2_2*X_2(-1) + P_2_3*X_3(-1) + E_2; - X_3 = P_3_1*X_1(-1) + P_3_2*X_2(-1) + P_3_3*X_3(-1) + E_3; - Y_1 = P_1_1*Y_1(-1) + P_1_2*Y_2(-1) + P_1_3*Y_3(-1) + U_1; - Y_2 = P_2_1*Y_1(-1) + P_2_2*Y_2(-1) + P_2_3*Y_3(-1) + U_2; - Y_3 = P_3_1*Y_1(-1) + P_3_2*Y_2(-1) + P_3_3*Y_3(-1) + U_3; - Z_1 = V_1; - Z_2 = V_2; - Z_3 = V_3; - T_1 = D_1 + W_1; - T_2 = D_2 + W_2; - T_3 = D_3 + W_3; - r = 0.9*r(+1)+f; -end; - -shocks; - var E_1 = 0.1; - var E_2 = 0.2; - var E_3 = 0.3; - var E_1, E_2 = 0.08; - - var U_1 = 0.4; - var U_2; stderr 0.5; - var U_3; stderr 0.6; - corr U_1, U_2 = 0.09; - - var V_1; stderr 1.1; - var V_2; stderr 1.2; - var V_3; stderr 1.3; - - var W_1 = 1; - var W_2 = 5; - var W_3 = 9; - var W_1, W_2 = 0.2; - var W_1, W_3 = 0.3; - var W_2, W_3 = 0.6; - - var f = 3; - var f, E_2 = 0.5; - corr U_1, f = 0.7; -end; - -stoch_simul(order=1, nodecomposition, irf=0); - -L = load('stochastic_matrix_results.mat'); -if max(max(abs(L.oo_.dr.ghu - oo_.dr.ghu))) > 1e-12 - error('Failure in matrix expansion') -end -if max(max(abs(L.oo_.dr.ghx - oo_.dr.ghx))) > 1e-12 - error('Failure in matrix expansion') -end -if max(max(abs(L.oo_.var - oo_.var))) > 1e-12 - error('Failure in matrix expansion') -end