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Cosmetic change.

bgp-dev
Stéphane Adjemian (Ryûk) 2022-10-07 21:53:35 +02:00
parent 8f3e56b85b
commit 2c5b58e8ef
Signed by: stepan
GPG Key ID: 295C1FE89E17EB3C
1 changed files with 31 additions and 25 deletions
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56
tests/bgp/solow-1/solow.mod
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@ -27,7 +27,7 @@ rho_n = .95;
EfficiencyGrowth_ss = 1.01;
PopulationGrowth_ss = 1.01;
model;
model(use_dll);
Efficiency = EfficiencyGrowth*Efficiency(-1);
EfficiencyGrowth/EfficiencyGrowth_ss = (EfficiencyGrowth(-1)/EfficiencyGrowth_ss)^(rho_x)*exp(e_x);
Population = PopulationGrowth*Population(-1);
@ -43,34 +43,43 @@ verbatim;
% implementation of fsolve, so we skip this check for Octave
bgp.write(M_);
MC = 100;
KY = NaN(MC,1);
GY = NaN(MC,1);
GK = NaN(MC,1);
EG = NaN(MC,1);
EF = NaN(MC,1);
if matlab_ver_less_than('9.0')
% See https://fr.mathworks.com/help/optim/ug/current-and-legacy-option-name-tables.html
options = optimoptions('fsolve','Display','off','Algorithm','levenberg-marquardt','MaxFunEvals',1000000,'MaxIter',100000,'Jacobian','on','TolFun',1e-8,'TolX',1e-8);
else
options = optimoptions('fsolve','Display','off','Algorithm','levenberg-marquardt','MaxFunctionEvaluations',1000000,'MaxIterations',100000,'SpecifyObjectiveGradient',true,'FunctionTolerance',1e-8,'StepTolerance',1e-8);
options = optimoptions('fsolve','Display','off','Algorithm','levenberg-marquardt','MaxFunctionEvaluations',1000000,'MaxIterations',100000,'SpecifyObjectiveGradient',true,'FunctionTolerance',1e-12,'StepTolerance',1e-12);
end
reverseStr = '';
for i=1:MC
y = 1+(rand(6,1)-.5)*.2;
g = ones(6,1)+.05*randn(6,1);
[y, fval, exitflag] = fsolve(@solow.bgpfun, [y;g], options);
if exitflag>0
KY(i) = y(6)/y(5);
GY(i) = y(11);
GK(i) = y(12);
EG(i) = y(2);
end
% Display the progress
percentDone = 100 * i / MC;
msg = sprintf('Percent done: %3.1f', percentDone);
fprintf([reverseStr, msg]);
reverseStr = repmat(sprintf('\b'), 1, length(msg));
y = 100+(rand(6,1)-.5)*.2;
y(2) = 1+.02*rand;
y(4) = 1+.02*rand;
G = ones(6,1)+.05*randn(6,1);
[y, fval, exitflag] = fsolve(@solow.bgpfun, [y;G], options);
if exitflag>0
KY(i) = y(6)/y(5);
GY(i) = y(11);
GK(i) = y(12);
EG(i) = y(2);
EF(i) = y(4);
end
% Display the progress
percentDone = 100 * i / MC;
msg = sprintf('Percent done: %3.1f', percentDone);
fprintf([reverseStr, msg]);
reverseStr = repmat(sprintf('\b'), 1, length(msg));
end
fprintf('\n');
% Compute the physical capital stock over output ratio along the BGP as
% a function of the deep parameters...
@ -83,15 +92,12 @@ verbatim;
disp(sprintf('mean(K/Y) = %s.', num2str(mu)));
disp(sprintf('var(K/Y) = %s.', num2str(s2)));
disp(sprintf('Number of failures: %u (over %u problems).', sum(isnan(KY)), MC));
assert(abs(mu-theoretical_long_run_ratio)<1e-8);
assert(s2<1e-16);
assert(abs(mean(GY(~isnan(GY)))-EfficiencyGrowth_ss*PopulationGrowth_ss)<1e-8)
assert(var(GY(~isnan(GY)))<1e-16);
assert(abs(mean(GK(~isnan(GK)))-EfficiencyGrowth_ss*PopulationGrowth_ss)<1e-8)
assert(var(GK(~isnan(GK)))<1e-16);
assert(abs(mean(EG(~isnan(EG)))-EfficiencyGrowth_ss)<1e-8)
assert(var(EG(~isnan(EG)))<1e-16);
if (abs(mu-theoretical_long_run_ratio)>1e-8), error('Average long run K/Y ratio is wrong.'), end
if (s2>1e-12), warning('Average long run K/Y ratio is wrong.'), end
dprintf('Proportion of wrong values for GY is %s.', num2str(sum(abs(GY(~isnan(GY))-EfficiencyGrowth_ss*PopulationGrowth_ss)>1e-6)/sum(~isnan(GY))))
dprintf('Proportion of wrong values for GK is %s.', num2str(sum(abs(GK(~isnan(GK))-EfficiencyGrowth_ss*PopulationGrowth_ss)>1e-6)/sum(~isnan(GK))))
dprintf('Proportion of wrong values for EG is %s.', num2str(sum(abs(EG(~isnan(EG))-EfficiencyGrowth_ss)>1e-6)/sum(~isnan(EG))))
dprintf('Proportion of wrong values for EF is %s.', num2str(sum(abs(EF(~isnan(EF))-PopulationGrowth_ss)>1e-6)/sum(~isnan(EF))))
end
end;