Unit test checking correctness of decision rules against results from Dynare 4.3.2

Detects problems as the unnoticed one introduced by caa04fb251

tests/Makefile.am

@@ -205,7 +205,8 @@ MODFILES = \
 	measurement_errors/fs2000_corr_me_ml_mcmc/fs2000_corr_ME.mod \
 	trend_var/fs2000_nonstationary.mod \
 	trend_var/fs2000_log_nonstationary.mod \
-	third_order/FV2011.mod \
+	decision_rules/third_order/FV2011.mod \
+	decision_rules/example_1.mod \
 	shock_decomposition/example1_calib_shock_decomp.mod \
 	shock_decomposition/fs2000_est.mod \
 	shock_decomposition/fs2000_est_varlist.mod \
@@ -438,8 +439,7 @@ EXTRA_DIST = \
 	identification/as2007/as2007_steadystate.m \
 	estimation/fsdat_simul.m \
 	ep/mean_preserving_spread.m \
-	third_order/comparison_policy_functions_dynare_mathematica.m \
-	third_order/policyfunctions.mat \
+	decision_rules/third_order/comparison_policy_functions_dynare_mathematica.m \
 	shock_decomposition/example1_calib_shock_decomp_data.mat \
 	shock_decomposition/fsdat_simul.m \
 	loglinear/results_exp.mat \

tests/decision_rules/example1.mod

@@ -0,0 +1,87 @@
+/*
+ * Example 1 from F. Collard (2001): "Stochastic simulations with DYNARE:
+ * A practical guide" (see "guide.pdf" in the documentation directory).
+ */
+
+/*
+ * Copyright (C) 2001-2010 Dynare Team
+ *
+ * This file is part of Dynare.
+ *
+ * Dynare is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * Dynare is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+
+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;
+
+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)+(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;
+
+steady(solve_algo=4,maxit=1000);
+stoch_simul;
+
+if ~isoctave() && ~matlab_ver_less_than('8.4')
+   websave('example1_results_dyn_432.mat','http://www.dynare.org/Datasets/example1_results_dyn_432.mat')
+else
+   urlwrite('http://www.dynare.org/Datasets/example1_results_dyn_432.mat','example1_results_dyn_432.mat')
+end
+
+dyn_432_results=load('example1_results_dyn_432.mat');
+
+if max(max(abs(oo_.dr.ghx-dyn_432_results.oo_.dr.ghx)))>1e-6 || max(max(abs(oo_.dr.ghu-dyn_432_results.oo_.dr.ghu))) >1e-6
+    error('First order decision rules wrong')
+end
+
+if max(max(abs(oo_.dr.ghxx-dyn_432_results.oo_.dr.ghxx)))>1e-6 || max(max(abs(oo_.dr.ghuu-dyn_432_results.oo_.dr.ghuu))) >1e-6 ...
+        || max(max(abs(oo_.dr.ghxu-dyn_432_results.oo_.dr.ghxu))) >1e-6 || max(max(abs(oo_.dr.ghs2-dyn_432_results.oo_.dr.ghs2))) >1e-6
+    error('Second order decision rules wrong')
+end
+

tests/decision_rules/third_order/comparison_policy_functions_dynare_mathematica.m

@@ -1,5 +1,11 @@
 %read in the FV et al. policy functions derived from Mathematica
-load policyfunctions
+if ~isoctave() && ~matlab_ver_less_than('8.4')
+   websave('FV_2011_policyfunctions.mat','http://www.dynare.org/Datasets/FV_2011_policyfunctions.mat')
+else
+   urlwrite('http://www.dynare.org/Datasets/policyfunctions.mat','FV_2011_policyfunctions.mat')
+end
+
+load FV_2011_policyfunctions
 
 order=options_.order;
 dr=oo_.dr;