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Merge branch 'k_order_test' of git.dynare.org:JohannesPfeifer/dynare 

Ref. !1950
pac-components
Sébastien Villemot 2021-10-25 18:08:44 +02:00
parent e155c5cbb2 485c815f50
commit 864fa25cf6
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1 changed files with 12 additions and 2 deletions
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14
tests/k_order_perturbation/burnside_k_order.mod
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@ -140,8 +140,16 @@ dr = oo_.dr;
vcov = M_.Sigma_e;
seed = options_.DynareRandomStreams;
tStart1 = tic; fortran_endo_simul = k_order_simul(order, nstat, npred, nboth, nfwrd, nexog, ystart, ex_, ysteady, dr); tElapsed1 = toc(tStart1);
tStart2 = tic; dynare_endo_simul = dynare_simul_(order, nstat, npred, nboth, nfwrd, nexog, ystart,ex_,vcov,seed, ysteady, dr); tElapsed2 = toc(tStart2);
%do 1 call to get k_order_simul into memory (dynare_simul_ was already called within stoch_simul)
fortran_endo_simul = k_order_simul(order, nstat, npred, nboth, nfwrd, nexog, ystart, ex_, ysteady, dr);
tElapsed=NaN(2,1000);
for ii=1:1000
tStart1 = tic; fortran_endo_simul = k_order_simul(order, nstat, npred, nboth, nfwrd, nexog, ystart, ex_, ysteady, dr); tElapsed(1,ii) = toc(tStart1);
tStart2 = tic; dynare_endo_simul = dynare_simul_(order, nstat, npred, nboth, nfwrd, nexog, ystart,ex_,vcov,seed, ysteady, dr); tElapsed(2,ii) = toc(tStart2);
end
if max(max(abs(oo_.endo_simul-fortran_endo_simul(oo_.dr.order_var,:)))) > 1e-10
error('Error in k_order_simul: inaccurate simulation');
@ -151,6 +159,8 @@ if max(max(abs(dynare_endo_simul-fortran_endo_simul))) > 1e-10
error('Error in k_order_simul: inaccurate simulation');
end;
tElapsed1=mean(tElapsed(1,:))
tElapsed2=mean(tElapsed(2,:))
if tElapsed1<tElapsed2
skipline()
dprintf('k_order_simul is %5.2f times faster than dynare_simul_', tElapsed2/tElapsed1)