Testsuite: reorganize for bock and bytecode, using a script for systematically testing options combinations
Sébastien Villemot
parent
6ba0ff5415
commit
0c958f16e5
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@ -10,6 +10,8 @@
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*.dat
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*_simul
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/block_bytecode/ws
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/block_bytecode/ls2003_tmp.mod
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/partial_information/PItest3aHc0PCLsimModPiYrVarobsAll_PCL*
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/partial_information/PItest3aHc0PCLsimModPiYrVarobsCNR_PCL*
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@ -1,7 +1,6 @@
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DYNARE_ROOT = $(abs_top_srcdir)/matlab
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# Under Octave we only test a subset of MOD files, because of missing features
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OCTAVE_MODS = \
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MODS = \
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ramst.mod \
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ramst_a.mod \
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example1.mod \
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@ -23,15 +22,7 @@ OCTAVE_MODS = \
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steady_state_operator/use_dll.mod \
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steady_state_operator/block.mod \
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steady_state_operator/bytecode_test.mod \
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block_bytecode/fs2000_simk.mod \
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block_bytecode/fs2000_lu.mod \
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block_bytecode/fs2000_bicgstab.mod \
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block_bytecode/fs2000_optpath.mod \
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block_bytecode/fs2000_bytecode.mod \
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block_bytecode/fs2000_block_bytecode.mod \
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block_bytecode/ramst.mod \
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block_bytecode/ireland.mod \
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block_bytecode/ls2003.mod \
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block_bytecode/ramst_normcdf_and_friends.mod \
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k_order_perturbation/fs2000k2a.mod \
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k_order_perturbation/fs2000k2.mod \
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@ -76,18 +67,16 @@ OCTAVE_MODS = \
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external_function/example1_no_deriv_functions_provided.mod \
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external_function/example1_no_deriv_functions_provided_dll.mod
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MODS = $(OCTAVE_MODS) \
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block_bytecode/fs2000_gmres.mod \
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block_bytecode/ramst_a.mod
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EXTRA_DIST = $(MODS) \
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run_test_octave.m \
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block_bytecode/run_block_bytecode_tests.m \
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block_bytecode/run_ls2003.m \
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block_bytecode/ls2003.mod \
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fs2000/fsdat_simul.m \
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test.m \
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objectives \
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ramst_initval_file_data.m \
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homotopy/common.mod \
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block_bytecode/fs2000_common.mod \
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bvar_a_la_sims/bvar_sample.m
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TARGETS = check-matlab
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@ -98,13 +87,17 @@ endif
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check-local: $(TARGETS)
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check-octave: $(OCTAVE_MODS)
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check-octave: $(MODS)
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@set -e; \
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for modfile in $(OCTAVE_MODS); do \
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for modfile in $(MODS); do \
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$(OCTAVE) --norc --silent --no-history run_test_octave.m $$modfile $(DYNARE_ROOT) $(PACKAGE_VERSION); \
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done
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.PHONY: check-octave
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check-block-bytecode:
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cd block_bytecode && $(OCTAVE) --norc --silent --no-history run_block_bytecode_tests.m $(DYNARE_ROOT) $(PACKAGE_VERSION)
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.PHONY: check-block-bytecode
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check-matlab: $(MODS)
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# MATLAB stuff to be added here
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.PHONY: check-matlab
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@ -137,8 +130,7 @@ clean-local:
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rm -f arima/data1.m arima/data2.m \
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k_order_perturbation/*.jnl \
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k_order_perturbation/*.mat \
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block_bytecode/fs2000_simk.swp
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k_order_perturbation/*.mat
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rm -rf ramsey_objective
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@ -149,3 +141,5 @@ clean-local:
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rm -f dsge-var/datarabanal_hybrid.mat
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rm -rf partial_information/PItest3aHc0PCLsimModPiYrVarobsAll_PCL* partial_information/PItest3aHc0PCLsimModPiYrVarobsCNR_PCL*
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rm -rf block_bytecode/ws block_bytecode/ls2003_tmp*
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@ -1,8 +0,0 @@
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// Tests option block + stack_solve_algo = 3 + solve_algo = 1
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// Must be launched after fs2000_simk.mod
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@#define block = 1
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@#define bytecode = 0
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@#define solve_algo = 1
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@#define stack_solve_algo = 3
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@#include "fs2000_common.mod"
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@ -1,8 +0,0 @@
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// Tests option block+bytecode
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// Must be launched after fs2000_simk.mod
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@#define bytecode = 1
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@#define block = 1
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@#define solve_algo = 8
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@#define stack_solve_algo = 5
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@#include "fs2000_common.mod"
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@ -1,8 +0,0 @@
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// Tests option bytecode without block
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// Must be launched after fs2000_simk.mod
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@#define bytecode = 1
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@#define block = 0
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@#define solve_algo = 8
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@#define stack_solve_algo = 5
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@#include "fs2000_common.mod"
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@ -1,95 +0,0 @@
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var m P c e W R k d n l gy_obs gp_obs y dA;
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varexo e_a e_m;
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parameters alp bet gam mst rho psi del;
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alp = 0.33;
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bet = 0.99;
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gam = 0.003;
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mst = 1.011;
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rho = 0.7;
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psi = 0.787;
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del = 0.02;
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@#if block && bytecode
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model(block, bytecode);
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@#else
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@# if block && !bytecode
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model(block);
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@# else
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@# if !block && bytecode
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model(bytecode);
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@# else
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model;
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@# endif
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@# endif
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@#endif
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/*0*/ exp(gam+e_a) = dA ;
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/*1*/ log(m) = (1-rho)*log(mst) + rho*log(m(-1))+e_m;
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/*2*/ -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;
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/*3*/ l/n = W;
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/*4*/ -(psi/(1-psi))*(c*P/(1-n))+l/n = 0;
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/*5*/ R = P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(-alp)/W;
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/*6*/ 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;
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/*7*/ c+k = exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)+(1-del)*exp(-(gam+e_a))*k(-1);
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/*8*/ P*c = m;
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/*9*/ m-1+d = l;
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/*10*/ e = exp(e_a);
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/*11*/ k(-1)^alp*n^(1-alp)*exp(-alp*(gam+e_a)) = y ;
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/*12*/ gy_obs = dA*y/y(-1);
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/*13*/ gp_obs = (P/P(-1))*m(-1)/dA;
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end;
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initval;
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k = 6;
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m = mst;
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P = 2.25;
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c = 0.45;
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e = 1;
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W = 4;
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R = 1.02;
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d = 0.85;
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n = 0.19;
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l = 0.86;
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y = 0.6;
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gy_obs = exp(gam);
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gp_obs = exp(-gam);
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dA = exp(gam);
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e_a=0;
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e_m=0;
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end;
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shocks;
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var e_a; stderr 0.014;
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var e_m; stderr 0.005;
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end;
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options_.maxit_=10;
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steady(solve_algo = @{solve_algo});
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@#if block
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model_info;
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@#endif
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shocks;
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var e_a;
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periods 1;
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values 0.16;
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end;
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simul(periods=200, stack_solve_algo = @{stack_solve_algo});
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@#if block || bytecode
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if ~exist('fs2000_simk_results.mat','file');
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error('fs2000_simk must be run first');
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end;
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oo1 = load('fs2000_simk_results','oo_');
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err = max(max(abs(oo_.endo_simul - oo1.oo_.endo_simul)))
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disp(['Max error in simulation: ' num2str(err)])
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if err > 1e-4
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error('Error above the threshold')
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end;
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@#endif
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@ -1,8 +0,0 @@
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// Tests option block + stack_solve_algo = 2 + solve_algo = 3
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// Must be launched after fs2000_simk.mod
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@#define block = 1
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@#define bytecode = 0
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@#define solve_algo = 2
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@#define stack_solve_algo = 2
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@#include "fs2000_common.mod"
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@ -1,8 +0,0 @@
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// Tests option block + stack_solve_algo = 1 + solve_algo = 2
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// Must be launched after fs2000_simk.mod
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@#define block = 1
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@#define bytecode = 0
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@#define solve_algo = 2
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@#define stack_solve_algo = 0
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@#include "fs2000_common.mod"
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@ -1,8 +0,0 @@
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// Tests option block + stack_solve_algo = 4 + solve_algo = 4
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// Must be launched after fs2000_simk.mod
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@#define block = 1
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@#define bytecode = 0
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@#define solve_algo = 4
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@#define stack_solve_algo = 4
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@#include "fs2000_common.mod"
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@ -1,5 +0,0 @@
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@#define block = 0
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@#define bytecode = 0
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@#define solve_algo = 2
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@#define stack_solve_algo = 0
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@#include "fs2000_common.mod"
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@ -16,8 +16,19 @@ rho_A = 0.2;
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rho_ys = 0.9;
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rho_pies = 0.7;
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@#if !block && !bytecode
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model;
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@#else
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@# if block && !bytecode
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model(block, cutoff=0);
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@# else
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@# if !block && bytecode
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model(bytecode);
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@# else
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model(block, bytecode, cutoff=0);
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@# endif
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@# endif
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@#endif
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y = y(+1) - (tau +alpha*(2-alpha)*(1-tau))*(R-pie(+1))-alpha*(tau +alpha*(2-alpha)*(1-tau))*dq(+1) + alpha*(2-alpha)*((1-tau)/tau)*(y_s-y_s(+1))-A(+1);
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pie = exp(-rr/400)*pie(+1)+alpha*exp(-rr/400)*dq(+1)-alpha*dq+(k/(tau+alpha*(2-alpha)*(1-tau)))*y+alpha*(2-alpha)*(1-tau)/(tau*(tau+alpha*(2-alpha)*(1-tau)))*y_s;
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pie = de+(1-alpha)*dq+pie_s;
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@ -53,10 +64,15 @@ var e_pies = 1.89;
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end;
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options_.maxit_=100;
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steady(solve_algo = 5);
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steady(solve_algo = @{solve_algo});
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@#if block
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model_info;
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//check;
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@#endif
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@#if !block && !bytecode
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check;
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@#endif
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shocks;
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var e_q;
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@ -64,10 +80,11 @@ periods 1;
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values 0.5;
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end;
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simul(periods=20, markowitz=0, stack_solve_algo = 5);
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simul(periods=20, markowitz=0, stack_solve_algo = @{stack_solve_algo});
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/*
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rplot vv;
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rplot ww;
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rplot A;
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rplot pie;
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*/
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@ -1,27 +0,0 @@
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var dx dy x y;
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varexo e_x e_y;
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parameters rho_x rho_y;
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rho_x = 0.5;
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rho_y = -0.3;
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model(block);
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dx = rho_x*dx(-1)+e_x;
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dy = rho_y*dy(-1)+e_y;
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x = x(-1)+dx;
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y = y(-1)+dy;
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end;
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shocks;
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var e_x; stderr 0.01;
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var e_y; stderr 0.01;
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end;
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steady;
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//check;
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model_info;
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simul(periods=50);
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/*stoch_simul(order=1,periods=1000,irf=0,nomoments);
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datatomfile('data1',[]);
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*/
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@ -1,37 +0,0 @@
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options_.maxit_ = 100;
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var c k;
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varexo x;
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parameters alph gam delt bet aa;
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alph=0.5;
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gam=0.5;
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delt=0.02;
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bet=0.05;
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aa=0.5;
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model(block, bytecode);
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c + k - aa*x*k(-1)^alph - (1-delt)*k(-1);
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c^(-gam) - (1+bet)^(-1)*(aa*alph*x(+1)*k^(alph-1) + 1 - delt)*c(+1)^(-gam);
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end;
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initval;
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x = 1;
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k = ((delt+bet)/(1.0*aa*alph))^(1/(alph-1));
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c = aa*k^alph-delt*k;
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end;
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steady(solve_algo = 5);
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//check;
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model_info;
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shocks;
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var x;
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periods 1;
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values 1.02;
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end;
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simul(periods = 200, stack_solve_algo = 5, markowitz = 2);
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rplot c;
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rplot k;
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@ -1,37 +0,0 @@
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// check shocks on several periods
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var c k;
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varexo x;
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parameters alph gam delt bet aa;
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alph=0.5;
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gam=0.5;
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delt=0.02;
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bet=0.05;
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aa=0.5;
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model(block);
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c + k - aa*x*k(-1)^alph - (1-delt)*k(-1);
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c^(-gam) - (1+bet)^(-1)*(aa*alph*x(+1)*k^(alph-1) + 1 - delt)*c(+1)^(-gam);
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end;
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initval;
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x = 1;
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k = ((delt+bet)/(1.0*aa*alph))^(1/(alph-1));
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c = aa*k^alph-delt*k +1 ;
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end;
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steady;
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//check;
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shocks;
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var x;
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periods 1 2 3 4;
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values 1.1 1.2 1.3 1.4;
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end;
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simul(periods=200, stack_solve_algo = 2);
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rplot c;
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rplot k;
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