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Preprocessor: full support for normcdf() function, in evaluation and in C files (closes #84)

time-shift
Sébastien Villemot 2010-02-23 14:39:49 +01:00
parent 38bb29fa11
commit 7b8166043e
3 changed files with 68 additions and 12 deletions
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34
preprocessor/ExprNode.cc
View File

@ -2945,8 +2945,7 @@ TrinaryOpNode::eval_opcode(double v1, TrinaryOpcode op_code, double v2, double v
switch (op_code)
{
case oNormcdf:
cerr << "NORMCDF: eval not implemented" << endl;
exit(EXIT_FAILURE);
return (0.5*(1+erf((v1-v2)/v3/M_SQRT2)));
}
// Suppress GCC warning
exit(EXIT_FAILURE);
@ -3008,9 +3007,6 @@ void
TrinaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_type &temporary_terms) const
{
// TrinaryOpNode not implemented for C output
assert(!IS_C(output_type));
// If current node is a temporary term
temporary_terms_type::const_iterator it = temporary_terms.find(const_cast<TrinaryOpNode *>(this));
if (it != temporary_terms.end())
@ -3022,15 +3018,29 @@ TrinaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
switch (op_code)
{
case oNormcdf:
output << "normcdf(";
if (IS_C(output_type))
{
// In C, there is no normcdf() primitive, so use erf()
output << "(0.5*(1+erf(((";
arg1->writeOutput(output, output_type, temporary_terms);
output << ")-(";
arg2->writeOutput(output, output_type, temporary_terms);
output << "))/(";
arg3->writeOutput(output, output_type, temporary_terms);
output << ")/M_SQRT2)))";
}
else
{
output << "normcdf(";
arg1->writeOutput(output, output_type, temporary_terms);
output << ",";
arg2->writeOutput(output, output_type, temporary_terms);
output << ",";
arg3->writeOutput(output, output_type, temporary_terms);
output << ")";
}
break;
}
arg1->writeOutput(output, output_type, temporary_terms);
output << ",";
arg2->writeOutput(output, output_type, temporary_terms);
output << ",";
arg3->writeOutput(output, output_type, temporary_terms);
output << ")";
}
void

1
tests/Makefile.am
View File

@ -11,6 +11,7 @@ OCTAVE_MODS = \
osr_example.mod \
ramsey.mod \
ramst_initval_file.mod \
ramst_normcdf.mod \
example1_varexo_det.mod \
predetermined_variables.mod \
block_bytecode/fs2000_simk.mod \

45
tests/ramst_normcdf.mod Normal file
View File

@ -0,0 +1,45 @@
// Tests the normcdf() function, in the static M-file, and in a dynamic C file
var c k t;
varexo x;
parameters alph gam delt bet aa;
alph=0.5;
gam=0.5;
delt=0.02;
bet=0.05;
aa=0.5;
model(use_dll);
c + k - aa*x*k(-1)^alph - (1-delt)*k(-1);
c^(-gam) - (1+bet)^(-1)*(aa*alph*x(+1)*k^(alph-1) + 1 - delt)*c(+1)^(-gam);
t = normcdf(x, 2, 3);
end;
initval;
x = 1;
k = ((delt+bet)/(1.0*aa*alph))^(1/(alph-1));
c = aa*k^alph-delt*k;
t = 0;
end;
steady;
check;
shocks;
var x;
periods 1;
values 1.2;
end;
simul(periods=20);
if (abs(oo_.steady_state(3) - normcdf(1, 2, 3)) > 1e-10)
error('Test failed in static M-file')
end
if (abs(oo_.endo_simul(3, 2) - normcdf(1.2, 2, 3)) > 1e-10)
error('Test failed in dynamic C file')
end