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Change second unit test for local_state_space_iteration_2... 

To something closer to what we actually do when we estimate a model.
fix-tolerance-parameters
Stéphane Adjemian (Ryûk) 2022-05-13 22:12:09 +02:00
parent cd76bdff9e
commit 2ff705f15c
Signed by: stepan
GPG Key ID: 295C1FE89E17EB3C
1 changed files with 16 additions and 15 deletions
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31
matlab/missing/mex/local_state_space_iterations/local_state_space_iteration_2.m
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@ -113,29 +113,30 @@ cd([fileparts(which('dynare')) '/../tests/particle']);
load dsgebase2data; load dsgebase2data;
cd(old_path); cd(old_path);
n = length(state_variables_idx); n = length(state_variables_idx);
m = rows(ReducedForm.ghx);
q = size(ReducedForm.ghu,2); q = size(ReducedForm.ghu,2);
yhatinit = randn(n,1); yhatinit = randn(n,1);
epsilon = randn(q,2); epsilon = randn(q,2);
ghx = ReducedForm.ghx(state_variables_idx,:); ghx = ReducedForm.ghx;
ghu = ReducedForm.ghu(state_variables_idx,:); ghu = ReducedForm.ghu;
constant = ReducedForm.constant(state_variables_idx,:); constant = ReducedForm.constant;
ghxx = ReducedForm.ghxx(state_variables_idx,:); ghxx = ReducedForm.ghxx;
ghuu = ReducedForm.ghuu(state_variables_idx,:); ghuu = ReducedForm.ghuu;
ghxu = ReducedForm.ghxu(state_variables_idx,:); ghxu = ReducedForm.ghxu;
yhatinit_ = randn(n,1); yhatinit_ = randn(n,1);
ss = ReducedForm.state_variables_steady_state; steadystate = ReducedForm.steadystate;
t = true(6,1); t = true(6,1);
% Call the tested routine (matlab). % Call the tested routine (matlab).
addpath(sprintf('%s/missing/mex/local_state_space_iterations', fileparts(which('dynare')))) addpath(sprintf('%s/missing/mex/local_state_space_iterations', fileparts(which('dynare'))))
try try
yhat1 = local_state_space_iteration_2(yhatinit, epsilon(:,1), ghx, ghu, constant, ghxx, ghuu, ghxu, 1); yhat1 = local_state_space_iteration_2(yhatinit, epsilon(:,1), ghx, ghu, constant, ghxx, ghuu, ghxu, 1);
yhat1 = local_state_space_iteration_2(yhat1, epsilon(:,2), ghx, ghu, constant, ghxx, ghuu, ghxu, 1); yhat1 = local_state_space_iteration_2(yhat1(state_variables_idx), epsilon(:,2), ghx, ghu, constant, ghxx, ghuu, ghxu, 1);
catch catch
t(1) = false; t(1) = false;
end end
try try
[yhat2, yhat2_] = local_state_space_iteration_2(yhatinit, epsilon(:,1), ghx, ghu, constant, ghxx, ghuu, ghxu, yhatinit_, ss, 1); [yhat2, yhat2_] = local_state_space_iteration_2(yhatinit, epsilon(:,1), ghx, ghu, constant, ghxx, ghuu, ghxu, yhatinit_, steadystate, 1);
[yhat2, yhat2_] = local_state_space_iteration_2(yhat2, epsilon(:,2), ghx, ghu, constant, ghxx, ghuu, ghxu, yhat2_, ss, 1); [yhat2, yhat2_] = local_state_space_iteration_2(yhat2(state_variables_idx), epsilon(:,2), ghx, ghu, constant, ghxx, ghuu, ghxu, yhat2_(state_variables_idx), steadystate, 1);
catch catch
t(2) = false; t(2) = false;
end end
@ -143,18 +144,18 @@ rmpath(sprintf('%s/missing/mex/local_state_space_iterations', fileparts(which('d
% Call the tested routine (mex). % Call the tested routine (mex).
try try
yhat3 = local_state_space_iteration_2(yhatinit, epsilon(:,1), ghx, ghu, constant, ghxx, ghuu, ghxu, 1); yhat3 = local_state_space_iteration_2(yhatinit, epsilon(:,1), ghx, ghu, constant, ghxx, ghuu, ghxu, 1);
yhat3 = local_state_space_iteration_2(yhat3, epsilon(:,2), ghx, ghu, constant, ghxx, ghuu, ghxu, 1); yhat3 = local_state_space_iteration_2(yhat3(state_variables_idx), epsilon(:,2), ghx, ghu, constant, ghxx, ghuu, ghxu, 1);
catch catch
t(3) = false; t(3) = false;
end end
try try
[yhat4, yhat4_] = local_state_space_iteration_2(yhatinit, epsilon(:,1), ghx, ghu, constant, ghxx, ghuu, ghxu, yhatinit_, ss, 1); [yhat4, yhat4_] = local_state_space_iteration_2(yhatinit, epsilon(:,1), ghx, ghu, constant, ghxx, ghuu, ghxu, yhatinit_, steadystate, 1);
[yhat4, yhat4_] = local_state_space_iteration_2(yhat4, epsilon(:,2), ghx, ghu, constant, ghxx, ghuu, ghxu, yhat4_, ss, 1); [yhat4, yhat4_] = local_state_space_iteration_2(yhat4(state_variables_idx), epsilon(:,2), ghx, ghu, constant, ghxx, ghuu, ghxu, yhat4_(state_variables_idx), steadystate, 1);
catch catch
t(4) = false; t(4) = false;
end end
t(5) = max(abs(yhat1-yhat3))<1e-10; % Compare matlab and mex routines without pruning. t(5) = max(abs(yhat1-yhat3))<1e-12; % Compare matlab and mex routines without pruning.
t(6) = max(abs(yhat2-yhat4))<1e-10; % Compare matlab and mex routines with pruning. t(6) = max(abs(yhat2-yhat4))<1e-12; % Compare matlab and mex routines with pruning.
% Check the results. % Check the results.
T = all(t); T = all(t);
%@eof:2 %@eof:2