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✔️ Add unit tests for correct identification analysis

time-shift
Willi Mutschler 2020-06-18 12:02:04 +02:00
parent b0fddeeef3
commit 42503e102e
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GPG Key ID: 91E724BF17A73F6D
2 changed files with 68 additions and 3 deletions
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38
tests/identification/BrockMirman/BrockMirman.mod
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@ -65,8 +65,42 @@ steady; % compute steady state given the starting values
resid; % check the starting values for the steady state
check; % check Blanchard & Khan rank condition
@#define CORRFLAG = 1
@#ifdef kronflag
identification(ar=3, useautocorr=1, nodisplay, nograph, parameter_set=calibration, analytic_derivation_mode=@{kronflag});
identification(ar=3, useautocorr=@{CORRFLAG}, nodisplay, nograph, parameter_set=calibration, analytic_derivation_mode=@{kronflag},tol_rank=1e-8);
@#else
identification(ar=3, useautocorr=1, nodisplay, nograph, parameter_set=calibration, analytic_derivation_mode=0);
identification(ar=3, useautocorr=@{CORRFLAG}, nodisplay, nograph, parameter_set=calibration, analytic_derivation_mode=0, tol_rank=1e-8);
@#endif
% Unit test for correct identification results
load('BrockMirman/identification/BrockMirman_Current_params_identif.mat','ide_moments_point', 'ide_spectrum_point', 'ide_minimal_point', 'ide_reducedform_point')
pause(1);
chk.ind0 = [1 1 1 1 1];
chk.indno = [1 0 0 0 1];
chk.jweak = [1 0 0 0 1];
chk.jweak_pair = [0 0 0 0 0 0 0 0 0 0 1 0 0 0 0];
for strVars = {'ind0' 'indno' 'jweak' 'jweak_pair'}
if ~isequal(ide_moments_point.(strVars{:}) , chk.(strVars{:}))
disp('dMoments:')
disp(ide_moments_point.dMOMENTS);
disp(strVars{:})
disp(ide_moments_point.(strVars{:}));
error('identification based on moments is wrong for %s',strVars{:})
end
if ~isequal(ide_spectrum_point.(strVars{:}) , chk.(strVars{:}))
disp('dSPECTRUM');
disp(ide_spectrum_point.dSPECTRUM);
disp(strVars{:})
disp(ide_spectrum_point.(strVars{:}));
error('identification based on spectrum is wrong for %s',strVars{:})
end
if ~isequal(ide_minimal_point.(strVars{:}) , chk.(strVars{:}))
disp('dMINIMAL')
disp(ide_minimal_point.dMINIMAL);
disp(strVars{:})
disp(ide_minimal_point.(strVars{:}));
error('identification based on minimal system is wrong for %s',strVars{:})
end
end

33
tests/identification/kim/kim2.mod
View File

@ -81,7 +81,7 @@ end;
varobs c i;
identification(advanced=1,max_dim_cova_group=3);
identification(advanced=1,max_dim_cova_group=3,tol_rank=1e-8);
//varobs c i lam; //to check if observing lam identifies phi and theta
//identification(ar=1,advanced=1,max_dim_cova_group=3,prior_mc=250);
//identification(prior_mc=100);
@ -92,6 +92,37 @@ if store_options_ident.analytic_derivation~=1 && store_options_ident.analytic_de
error('the steady state file changed parameters and we should switch to numerical derivatives for the steady state, i.e. analytic_derivation_mode=-2')
end
% Unit test for correct identification results
load('kim2/identification/kim2_prior_mean_identif.mat','ide_moments_point', 'ide_spectrum_point', 'ide_minimal_point', 'ide_reducedform_point')
pause(1);
chk.ind0 = [1 1 1 0];
chk.indno = [0 0 0 1; 0 1 1 0];
chk.jweak = [0 1 1 0];
chk.jweak_pair = [0 0 0 0 1 0 0 0 0 0];
for strVars = {'ind0' 'indno' 'jweak' 'jweak_pair'}
if ~isequal(ide_moments_point.(strVars{:}) , chk.(strVars{:}))
disp('dMoments:')
disp(ide_moments_point.dMOMENTS);
disp(strVars{:})
disp(ide_moments_point.(strVars{:}));
error('identification based on moments is wrong for %s',strVars{:})
end
if ~isequal(ide_spectrum_point.(strVars{:}) , chk.(strVars{:}))
disp('dSPECTRUM');
disp(ide_spectrum_point.dSPECTRUM);
disp(strVars{:})
disp(ide_spectrum_point.(strVars{:}));
error('identification based on spectrum is wrong for %s',strVars{:})
end
if ~isequal(ide_minimal_point.(strVars{:}) , chk.(strVars{:}))
disp('dMINIMAL')
disp(ide_minimal_point.dMINIMAL);
disp(strVars{:})
disp(ide_minimal_point.(strVars{:}));
error('identification based on minimal system is wrong for %s',strVars{:})
end
end
% Integration test if identification works without priors
estim_params_=[];
identification(advanced=1,max_dim_cova_group=3);