From 0b1888bc84537a9ccfe17ecaf30dce4e7ae03207 Mon Sep 17 00:00:00 2001
From: Houtan Bastani <houtanb@gmail.com>
Date: Tue, 23 Feb 2010 18:16:52 +0100
Subject: [PATCH] Simple tests showing how to use external functions.

---
 ...1_1st_and_2nd_deriv_functions_provided.mod | 46 +++++++++++++++++++
 .../example1_1st_deriv_function_provided.mod  | 46 +++++++++++++++++++
 .../example1_no_deriv_functions_provided.mod  | 44 ++++++++++++++++++
 tests/external_function/extFunDeriv.m         |  5 ++
 tests/external_function/extFunNoDerivs.m      |  3 ++
 .../extFunWithFirstAndSecondDerivs.m          |  9 ++++
 6 files changed, 153 insertions(+)
 create mode 100644 tests/external_function/example1_1st_and_2nd_deriv_functions_provided.mod
 create mode 100644 tests/external_function/example1_1st_deriv_function_provided.mod
 create mode 100644 tests/external_function/example1_no_deriv_functions_provided.mod
 create mode 100644 tests/external_function/extFunDeriv.m
 create mode 100644 tests/external_function/extFunNoDerivs.m
 create mode 100644 tests/external_function/extFunWithFirstAndSecondDerivs.m

diff --git a/tests/external_function/example1_1st_and_2nd_deriv_functions_provided.mod b/tests/external_function/example1_1st_and_2nd_deriv_functions_provided.mod
new file mode 100644
index 000000000..8726ed43c
--- /dev/null
+++ b/tests/external_function/example1_1st_and_2nd_deriv_functions_provided.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;
+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.mod b/tests/external_function/example1_1st_deriv_function_provided.mod
new file mode 100644
index 000000000..ee2f3d99f
--- /dev/null
+++ b/tests/external_function/example1_1st_deriv_function_provided.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;
+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.mod b/tests/external_function/example1_no_deriv_functions_provided.mod
new file mode 100644
index 000000000..e78cb7953
--- /dev/null
+++ b/tests/external_function/example1_no_deriv_functions_provided.mod
@@ -0,0 +1,44 @@
+// 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;
+
+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)+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/extFunDeriv.m b/tests/external_function/extFunDeriv.m
new file mode 100644
index 000000000..93d756590
--- /dev/null
+++ b/tests/external_function/extFunDeriv.m
@@ -0,0 +1,5 @@
+function df=extFunDeriv(a,b)
+da=b^2;
+db=2*a*b;
+df=[da db];
+end
\ No newline at end of file
diff --git a/tests/external_function/extFunNoDerivs.m b/tests/external_function/extFunNoDerivs.m
new file mode 100644
index 000000000..032f021d6
--- /dev/null
+++ b/tests/external_function/extFunNoDerivs.m
@@ -0,0 +1,3 @@
+function y=extFunNoDerivs(a,b)
+y=a*(b^2);
+end
\ No newline at end of file
diff --git a/tests/external_function/extFunWithFirstAndSecondDerivs.m b/tests/external_function/extFunWithFirstAndSecondDerivs.m
new file mode 100644
index 000000000..d22c9b3f7
--- /dev/null
+++ b/tests/external_function/extFunWithFirstAndSecondDerivs.m
@@ -0,0 +1,9 @@
+function [y df d2f]=extFunWithFirstAndSecondDerivs(a,b)
+y=a*(b^2);
+
+da=b^2;
+db=2*a*b;
+df=[da db];
+
+d2f=[0 2*b; 2*b 2*a];
+end
\ No newline at end of file