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Testsuite / External functions: add check for numerical results

time-shift
Sébastien Villemot 2020-07-09 18:37:55 +02:00
parent e525798a64
commit 5b88113668
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GPG Key ID: 2CECE9350ECEBE4A
10 changed files with 119 additions and 0 deletions
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20
tests/Makefile.am
View File

@ -184,6 +184,7 @@ MODFILES = \
dsge-var/simul_hybrid.mod \
dsge-var/dsgevar_forward_calibrated_lambda.mod \
dsge-var/dsgevar_forward_estimated_lambda.mod \
external_function/benchmark.mod \
external_function/first_deriv_given.mod \
external_function/first_deriv_given_dll.mod \
external_function/first_and_2nd_deriv_given.mod \
@ -494,6 +495,25 @@ dsge-var/dsgevar_forward_estimated_lambda.m.trs: dsge-var/simul_hybrid.m.trs
dsge-var/dsgevar_forward_calibrated_lambda.o.trs: dsge-var/simul_hybrid.o.trs
dsge-var/dsgevar_forward_estimated_lambda.o.trs: dsge-var/simul_hybrid.o.trs
external_function/first_deriv_given.m.trs: external_function/benchmark.m.trs
external_function/first_deriv_given.o.trs: external_function/benchmark.o.trs
external_function/first_deriv_given_dll.m.trs: external_function/benchmark.m.trs
external_function/first_deriv_given_dll.o.trs: external_function/benchmark.o.trs
external_function/first_and_2nd_deriv_given.m.trs: external_function/benchmark.m.trs
external_function/first_and_2nd_deriv_given.o.trs: external_function/benchmark.o.trs
external_function/first_and_2nd_deriv_given_dll.m.trs: external_function/benchmark.m.trs
external_function/first_and_2nd_deriv_given_dll.o.trs: external_function/benchmark.o.trs
external_function/first_and_2nd_deriv_given_namespace.m.trs: external_function/benchmark.m.trs
external_function/first_and_2nd_deriv_given_namespace.o.trs: external_function/benchmark.o.trs
external_function/first_and_2nd_deriv_given_dll_namespace.m.trs: external_function/benchmark.m.trs
external_function/first_and_2nd_deriv_given_dll_namespace.o.trs: external_function/benchmark.o.trs
external_function/no_deriv_given.m.trs: external_function/benchmark.m.trs
external_function/no_deriv_given.o.trs: external_function/benchmark.o.trs
external_function/no_deriv_given_dll.m.trs: external_function/benchmark.m.trs
external_function/no_deriv_given_dll.o.trs: external_function/benchmark.o.trs
external_function/extfun_in_mlv.m.trs: external_function/benchmark.m.trs
external_function/extfun_in_mlv.o.trs: external_function/benchmark.o.trs
smoother2histval/fs2000_simul.m.trs: smoother2histval/fs2000_smooth.m.trs
smoother2histval/fs2000_simul.o.trs: smoother2histval/fs2000_smooth.o.trs

11
tests/external_function/extfun_in_mlv.mod
View File

@ -45,3 +45,14 @@ var e, u = phi*0.009*0.009;
end;
stoch_simul;
L = load('benchmark_results.mat');
if max(max(abs(L.oo_.dr.ghu - oo_.dr.ghu))) > 1e-12
error('Failure in external function')
end
if max(max(abs(L.oo_.dr.ghx - oo_.dr.ghx))) > 1e-12
error('Failure in external function')
end
if max(max(abs(L.oo_.var - oo_.var))) > 1e-12
error('Failure in external function')
end

11
tests/external_function/first_and_2nd_deriv_given.mod
View File

@ -44,3 +44,14 @@ var e, u = phi*0.009*0.009;
end;
stoch_simul;
L = load('benchmark_results.mat');
if max(max(abs(L.oo_.dr.ghu - oo_.dr.ghu))) > 1e-12
error('Failure in external function')
end
if max(max(abs(L.oo_.dr.ghx - oo_.dr.ghx))) > 1e-12
error('Failure in external function')
end
if max(max(abs(L.oo_.var - oo_.var))) > 1e-12
error('Failure in external function')
end

11
tests/external_function/first_and_2nd_deriv_given_dll.mod
View File

@ -44,3 +44,14 @@ var e, u = phi*0.009*0.009;
end;
stoch_simul;
L = load('benchmark_results.mat');
if max(max(abs(L.oo_.dr.ghu - oo_.dr.ghu))) > 1e-12
error('Failure in external function')
end
if max(max(abs(L.oo_.dr.ghx - oo_.dr.ghx))) > 1e-12
error('Failure in external function')
end
if max(max(abs(L.oo_.var - oo_.var))) > 1e-12
error('Failure in external function')
end

11
tests/external_function/first_and_2nd_deriv_given_dll_namespace.mod
View File

@ -46,3 +46,14 @@ var e, u = phi*0.009*0.009;
end;
stoch_simul;
L = load('benchmark_results.mat');
if max(max(abs(L.oo_.dr.ghu - oo_.dr.ghu))) > 1e-12
error('Failure in external function')
end
if max(max(abs(L.oo_.dr.ghx - oo_.dr.ghx))) > 1e-12
error('Failure in external function')
end
if max(max(abs(L.oo_.var - oo_.var))) > 1e-12
error('Failure in external function')
end

11
tests/external_function/first_and_2nd_deriv_given_namespace.mod
View File

@ -46,3 +46,14 @@ var e, u = phi*0.009*0.009;
end;
stoch_simul;
L = load('benchmark_results.mat');
if max(max(abs(L.oo_.dr.ghu - oo_.dr.ghu))) > 1e-12
error('Failure in external function')
end
if max(max(abs(L.oo_.dr.ghx - oo_.dr.ghx))) > 1e-12
error('Failure in external function')
end
if max(max(abs(L.oo_.var - oo_.var))) > 1e-12
error('Failure in external function')
end

11
tests/external_function/first_deriv_given.mod
View File

@ -44,3 +44,14 @@ var e, u = phi*0.009*0.009;
end;
stoch_simul;
L = load('benchmark_results.mat');
if max(max(abs(L.oo_.dr.ghu - oo_.dr.ghu))) > 1e-12
error('Failure in external function')
end
if max(max(abs(L.oo_.dr.ghx - oo_.dr.ghx))) > 1e-12
error('Failure in external function')
end
if max(max(abs(L.oo_.var - oo_.var))) > 1e-12
error('Failure in external function')
end

11
tests/external_function/first_deriv_given_dll.mod
View File

@ -44,3 +44,14 @@ var e, u = phi*0.009*0.009;
end;
stoch_simul;
L = load('benchmark_results.mat');
if max(max(abs(L.oo_.dr.ghu - oo_.dr.ghu))) > 1e-12
error('Failure in external function')
end
if max(max(abs(L.oo_.dr.ghx - oo_.dr.ghx))) > 1e-12
error('Failure in external function')
end
if max(max(abs(L.oo_.var - oo_.var))) > 1e-12
error('Failure in external function')
end

11
tests/external_function/no_deriv_given.mod
View File

@ -44,3 +44,14 @@ var e, u = phi*0.009*0.009;
end;
stoch_simul;
L = load('benchmark_results.mat');
if max(max(abs(L.oo_.dr.ghu - oo_.dr.ghu))) > 1e-9
error('Failure in external function')
end
if max(max(abs(L.oo_.dr.ghx - oo_.dr.ghx))) > 1e-9
error('Failure in external function')
end
if max(max(abs(L.oo_.var - oo_.var))) > 1e-12
error('Failure in external function')
end

11
tests/external_function/no_deriv_given_dll.mod
View File

@ -44,3 +44,14 @@ var e, u = phi*0.009*0.009;
end;
stoch_simul;
L = load('benchmark_results.mat');
if max(max(abs(L.oo_.dr.ghu - oo_.dr.ghu))) > 1e-9
error('Failure in external function')
end
if max(max(abs(L.oo_.dr.ghx - oo_.dr.ghx))) > 1e-9
error('Failure in external function')
end
if max(max(abs(L.oo_.var - oo_.var))) > 1e-12
error('Failure in external function')
end