Support MATLAB namespaces in function calls #1639

shorten test names because adding `_namespace` made some .mod file names too long
time-shift
Houtan Bastani 2019-10-08 16:10:30 +02:00
parent 8b86f8a25b
commit 4a1b5eccb2
No known key found for this signature in database
GPG Key ID: 000094FB955BE169
12 changed files with 117 additions and 7 deletions

@ -1 +1 @@
Subproject commit fac9e4436c1c1f7d97e03d5fee77f7fb45dff54a
Subproject commit 9e454debb5eb7cbabcf29e844e16f2463d8d7eb6

View File

@ -173,12 +173,14 @@ MODFILES = \
dsge-var/simul_hybrid.mod \
dsge-var/dsgevar_forward_calibrated_lambda.mod \
dsge-var/dsgevar_forward_estimated_lambda.mod \
external_function/first_and_2nd_deriv_fcns_provided.mod \
external_function/first_and_2nd_deriv_fcns_provided_dll.mod \
external_function/first_deriv_fcn_provided.mod \
external_function/first_deriv_fcn_provided_dll.mod \
external_function/no_deriv_fcns_provided.mod \
external_function/no_deriv_fcns_provided_dll.mod \
external_function/first_deriv_given.mod \
external_function/first_deriv_given_dll.mod \
external_function/first_and_2nd_deriv_given.mod \
external_function/first_and_2nd_deriv_given_namespace.mod \
external_function/first_and_2nd_deriv_given_dll.mod \
external_function/first_and_2nd_deriv_given_dll_namespace.mod \
external_function/no_deriv_given.mod \
external_function/no_deriv_given_dll.mod \
seeds.mod \
identification/kim/kim2.mod \
identification/as2007/as2007.mod \

View File

@ -0,0 +1,3 @@
function y=extFunNoDerivsNamespace(a,b)
y=a*(b^2);
end

View File

@ -0,0 +1,9 @@
function [y df d2f]=extFunWithFirstAndSecondDerivsNamespace(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

View File

@ -0,0 +1,48 @@
// 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;
addpath(pwd)
external_function(nargs=2, name=matlab.namespace.extFunWithFirstAndSecondDerivsNamespace, first_deriv_provided, second_deriv_provided);
model(use_dll);
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)+matlab.namespace.extFunWithFirstAndSecondDerivsNamespace((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;

View File

@ -0,0 +1,48 @@
// 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;
addpath(pwd)
external_function(nargs=2, name=matlab.namespace.extFunWithFirstAndSecondDerivsNamespace, 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)+matlab.namespace.extFunWithFirstAndSecondDerivsNamespace((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;