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extended-preprocessor: adding missing file for test example

time-shift
Michel Juillard 2013-11-09 09:49:48 +01:00
parent 351e04ab50
commit d4910b4a48
1 changed files with 71 additions and 0 deletions
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others/cpp/tests/test1.cc Normal file
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#include <iostream>
#include "dynare_cpp_driver.hh"
#include "DecisionRules.hh"
DynareInfo *preprocessorOutput(void);
void steadystate(const double *, const double *, double *, int *);
void FirstDerivatives(const double *y, double *x, int nb_row_x, double *params, double *steady_state, int it_, double *residual, double *g1, double *v2, double *v3);
main(int argc, char **argv)
{
DynareInfo model_info;
int endo_nbr = model_info.get_endo_nbr();
int exo_nbr = model_info.get_exo_nbr();
double *params = model_info.get_params_data();
// Steady state
double *steady_state = new double[endo_nbr];
int info;
steadystate(NULL,params, steady_state, &info);
for (int i=0; i < endo_nbr; ++i)
std::cout << model_info.get_endo_name_by_index(i) << " " << steady_state[i] << "\n";
// 1st order approximation
double qz_criterium = 1.000001;
vector<size_t> zeta_back = model_info.get_zeta_back();
vector<size_t> zeta_fwrd = model_info.get_zeta_fwrd();
vector<size_t> zeta_mixed = model_info.get_zeta_mixed();
vector<size_t> zeta_static = model_info.get_zeta_static();
int nfwrd = zeta_fwrd.size();
int nback = zeta_back.size();
int nmixed = zeta_mixed.size();
int nstatic = zeta_static.size();
int jacob_cols = zeta_back.size()+zeta_fwrd.size()+zeta_mixed.size()+exo_nbr;
double *exo_steady_state = new double[exo_nbr];
double *jacob_data = new double[endo_nbr*jacob_cols];
FirstDerivatives(steady_state, exo_steady_state, 0, params, steady_state, 1, NULL, jacob_data, NULL, NULL);
DecisionRules dr(endo_nbr, exo_nbr, zeta_fwrd, zeta_back, zeta_mixed,
zeta_static, qz_criterium);
int sdyn = nfwrd + nback + 2*nmixed;
int jacobian_col_nbr = sdyn + endo_nbr + exo_nbr;
MatrixView jacob_tmp(jacob_data, endo_nbr, jacobian_col_nbr, endo_nbr);
Matrix jacobian(endo_nbr, jacobian_col_nbr), g_y(endo_nbr, nback+nmixed), g_u(endo_nbr, exo_nbr);
jacobian = jacob_tmp;
try
{
dr.compute(jacobian, g_y, g_u);
}
catch (GeneralizedSchurDecomposition::GSDException &e)
{
std::cerr << e << std::endl;
}
catch (DecisionRules::BlanchardKahnException &e)
{
std::cerr << e << std::endl;
}
Vector eig_real(sdyn), eig_cmplx(sdyn);
dr.getGeneralizedEigenvalues(eig_real, eig_cmplx);
std::cout << "Eigenvalues (real part): " << eig_real
<< "Eigenvalues (complex part): " << eig_cmplx << std::endl
<< "g_y = " << std::endl << g_y << std::endl
<< "g_u = " << std::endl << g_u;
}