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Remove spurious indentation changes 

This commits reverts various spurious indentation changes that were on the
ecb-master but not on the master branch.
time-shift
Sébastien Villemot 2019-09-26 15:17:54 +02:00
parent ca3b241317
commit f665117879
No known key found for this signature in database
GPG Key ID: 2CECE9350ECEBE4A
98 changed files with 13313 additions and 13307 deletions
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1
doc/dynare.texi
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@ -10746,6 +10746,7 @@ plotted in levels.
@end deffn
@deffn Command dynatype (@var{FILENAME}) [@var{VARIABLE_NAME}@dots{}];
This command prints the listed variables in a text file named
@var{FILENAME}. If no @var{VARIABLE_NAME} is listed, all endogenous

1
dynare++/sylv/matlab/gensylv.m
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@ -73,3 +73,4 @@ else
error('Must have 2 or 3 output arguments.');
end
err = 0;

4
examples/NK_baseline_steadystate.m
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@ -69,8 +69,8 @@ vw=(1-thetaw)/(1-thetaw*PI^((1-chiw)*eta)*mu_z^eta)*PIstarw^(-eta);
tempvaromega=alppha/(1-alppha)*w/r*mu_z*mu_I;
[ld,fval,exitflag]=fzero(@(ld)(1-betta*thetaw*mu_z^(eta-1)*PI^(-(1-chiw)*(1-eta)))/(1-betta*thetaw*mu_z^(eta*(1+gammma))*PI^(eta*(1-chiw)*(1+gammma)))...
-(eta-1)/eta*wstar/(varpsi*PIstarw^(-eta*gammma)*ld^gammma)*((1-h*mu_z^(-1))^(-1)-betta*h*(mu_z-h)^(-1))*...
((mu_A*mu_z^(-1)*vp^(-1)*tempvaromega^alppha-tempvaromega*(1-(1-delta)*(mu_z*mu_I)^(-1)))*ld-vp^(-1)*Phi)^(-1),0.25,options);
-(eta-1)/eta*wstar/(varpsi*PIstarw^(-eta*gammma)*ld^gammma)*((1-h*mu_z^(-1))^(-1)-betta*h*(mu_z-h)^(-1))*...
((mu_A*mu_z^(-1)*vp^(-1)*tempvaromega^alppha-tempvaromega*(1-(1-delta)*(mu_z*mu_I)^(-1)))*ld-vp^(-1)*Phi)^(-1),0.25,options);
if exitflag <1
%indicate the SS computation was not sucessful; this would also be detected by Dynare
%setting the indicator here shows how to use this functionality to

4
examples/fsdat_simul.m
View File

@ -205,7 +205,7 @@ gy_obs =[
1.0197363
1.0221185
];
];
gp_obs =[
1.0079715
@ -412,5 +412,5 @@ gp_obs =[
1.0171195
0.99233844
];
];

2
matlab/AHessian.m
View File

@ -66,7 +66,9 @@ while notsteady && t<smpl
iF = inv(F);
K = P(:,mf)*iF;
lik(t) = log(det(F))+transpose(v)*iF*v;
[DK,DF,DP1] = computeDKalman(T,DT,DOm,P,DP,DH,mf,iF,K);
for ii = 1:k
Dv(:,ii) = -Da(mf,ii) - DYss(mf,ii);
Da(:,ii) = DT(:,:,ii)*(a+K*v) + T*(Da(:,ii)+DK(:,:,ii)*v + K*Dv(:,ii));

2
matlab/block_bytecode_mfs_steadystate.m
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@ -1,5 +1,5 @@
function [r, g1] = block_bytecode_mfs_steadystate(y, b, y_all, exo, params, M)
% Wrapper around the static.m file, for use with dynare_solve,
% Wrapper around the *_static.m file, for use with dynare_solve,
% when block_mfs option is given to steady.
% Copyright (C) 2009-2012 Dynare Team

2
matlab/block_mfs_steadystate.m
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@ -1,5 +1,5 @@
function [r, g1] = block_mfs_steadystate(y, b, y_all, exo, params, M)
% Wrapper around the static.m file, for use with dynare_solve,
% Wrapper around the *_static.m file, for use with dynare_solve,
% when block_mfs option is given to steady.
% Copyright (C) 2009-2012 Dynare Team

2
matlab/bytecode_steadystate.m
View File

@ -1,5 +1,5 @@
function [r, g1] = bytecode_steadystate(y, exo, params)
% Wrapper around the static.m file, for use with dynare_solve,
% Wrapper around the *_static.m file, for use with dynare_solve,
% when block_mfs option is given to steady.
% Copyright (C) 2009-2011 Dynare Team

1
matlab/convergence_diagnostics/geweke_chi2_test.m
View File

@ -64,6 +64,7 @@ for k=1:length(options.convergence.geweke.taper_steps)+1
sum_of_weights=sum(1./(NSE.^2),2);
pooled_mean=sum(means./(NSE.^2),2)./sum_of_weights;
pooled_NSE=1./sqrt(sum_of_weights);
test_stat=diff_Means.^2./sum(NSE.^2,2);
p = 1-chi2cdf(test_stat,1);
results_struct.pooled_mean(:,k) = pooled_mean;

1
matlab/dr_block.m
View File

@ -685,6 +685,7 @@ for i = 1:Size
dr.ghu(endo, exo) = ghu;
data(i).pol.i_ghu = exo;
end
if (verbose)
disp('dr.ghx');
dr.ghx

1
matlab/endogenous_prior_restrictions.m
View File

@ -1,5 +1,4 @@
function [info, info_irf, info_moment, data_irf, data_moment] = endogenous_prior_restrictions(T,R,Model,DynareOptions,DynareResults)
% Check for prior (sign) restrictions on irf's and theoretical moments
%
% INPUTS

4
matlab/getH.m
View File

@ -194,8 +194,8 @@ else
[U,T] = ordschur(U,T,e1);
T = T(k+1:end,k+1:end);
dyssdtheta = -U(:,k+1:end)*(T\U(:,k+1:end)')*df;
if nargout>5,
for j=1:length(indx),
if nargout>5
for j=1:length(indx)
d2yssdtheta(:,:,j) = -U(:,k+1:end)*(T\U(:,k+1:end)')*d2f(:,:,j);
end
end

2
matlab/gsa/pick.m
View File

@ -2,7 +2,7 @@ function pick
%
% Copyright (C) 2001-2017 European Commission
% Copyright (C) 2017 DynareTeam
%
% This file is part of GLUEWIN
% GLUEWIN is a MATLAB code designed for analysing the output
% of Monte Carlo runs when empirical observations of the model output are available

2
matlab/occbin/map_regime.m
View File

@ -21,4 +21,4 @@ end
if (regime(end)==1)
warning('Increase nperiods');
endx
end

4
matlab/perfect-foresight-models/perfect_foresight_mcp_problem.m
View File

@ -13,7 +13,7 @@ function [residuals,JJacobian] = perfect_foresight_mcp_problem(y, dynamic_functi
%
% INPUTS
% y [double] N*1 array, terminal conditions for the endogenous variables
% dynamic_function [handle] function handle to the dynamic routine
% dynamic_function [handle] function handle to _dynamic-file
% Y0 [double] N*1 array, initial conditions for the endogenous variables
% YT [double] N*1 array, terminal conditions for the endogenous variables
% exo_simul [double] nperiods*M_.exo_nbr matrix of exogenous variables (in declaration order)
@ -24,7 +24,7 @@ function [residuals,JJacobian] = perfect_foresight_mcp_problem(y, dynamic_functi
% T [scalar] number of simulation periods
% ny [scalar] number of endogenous variables
% i_cols [double] indices of variables appearing in M.lead_lag_incidence
% and that need to be passed to the dynamic routine
% and that need to be passed to _dynamic-file
% i_cols_J1 [double] indices of contemporaneous and forward looking variables
% appearing in M.lead_lag_incidence
% i_cols_1 [double] indices of contemporaneous and forward looking variables in

4
matlab/perfect-foresight-models/perfect_foresight_problem.m
View File

@ -12,7 +12,7 @@ function [residuals,JJacobian] = perfect_foresight_problem(y, dynamic_function,
%
% INPUTS
% y [double] N*1 array, terminal conditions for the endogenous variables
% dynamic_function [handle] function handle to the dynamic routine
% dynamic_function [handle] function handle to _dynamic-file
% Y0 [double] N*1 array, initial conditions for the endogenous variables
% YT [double] N*1 array, terminal conditions for the endogenous variables
% exo_simul [double] nperiods*M_.exo_nbr matrix of exogenous variables (in declaration order)
@ -23,7 +23,7 @@ function [residuals,JJacobian] = perfect_foresight_problem(y, dynamic_function,
% T [scalar] number of simulation periods
% ny [scalar] number of endogenous variables
% i_cols [double] indices of variables appearing in M.lead_lag_incidence
% and that need to be passed to the dynamic routine
% and that need to be passed to _dynamic-file
% i_cols_J1 [double] indices of contemporaneous and forward looking variables
% appearing in M.lead_lag_incidence
% i_cols_1 [double] indices of contemporaneous and forward looking variables in

4
matlab/perfect-foresight-models/private/initialize_stacked_problem.m
View File

@ -15,7 +15,7 @@ function [options, y0, yT, z, i_cols, i_cols_J1, i_cols_T, i_cols_j, i_cols_1, .
% - yT [double] N*1 array, terminal conditions for the endogenous variables
% - z [double] T*M array, paths for the exogenous variables.
% - i_cols [double] indices of variables appearing in M.lead_lag_incidence
% and that need to be passed to the dynamic routine
% and that need to be passed to _dynamic-file
% - i_cols_J1 [double] indices of contemporaneous and forward looking variables
% appearing in M.lead_lag_incidence
% - i_cols_T [double] columns of dynamic Jacobian related to
@ -25,7 +25,7 @@ function [options, y0, yT, z, i_cols, i_cols_J1, i_cols_T, i_cols_j, i_cols_1, .
% in dynamic Jacobian (relevant in intermediate periods)
% - i_cols_1 [double] indices of contemporaneous and forward looking variables in
% M.lead_lag_incidence in dynamic Jacobian (relevant in first period)
% - dynamicmodel [handle] function handle to the dynamic routine
% - dynamicmodel [handle] function handle to _dynamic-file
% Copyright (C) 2015-2017 Dynare Team
%

16
mex/sources/bytecode/testing/bytecode_debug.m
View File

@ -54,12 +54,12 @@ end;
fclose(fid);
function print_object(fid, object_arg)
if iscell(object_arg)
if iscell(object_arg)
object = cell2mat(object_arg);
else
else
object = object_arg;
end;
if isa(object,'float') == 1
end;
if isa(object,'float') == 1
fprintf(fid, '%d ', 0);
fprintf(fid, '%d %d\n',size(object,1), size(object,2));
fprintf(fid, '%f\n', object);
@ -68,7 +68,7 @@ if isa(object,'float') == 1
%fprintf(fid, '%f\n', object(i,j));
%end;
%end;
elseif isa(object,'char') == 1
elseif isa(object,'char') == 1
fprintf(fid, '%d ', 3);
fprintf(fid, '%d %d\n',size(object,1), size(object,2));
%object
@ -79,7 +79,7 @@ elseif isa(object,'char') == 1
%fprintf(fid, '\n');
end;
fprintf(fid, '\n');
elseif isa(object,'struct') == 1
elseif isa(object,'struct') == 1
fprintf(fid, '%d ', 5);
nfields = fields(object);
fprintf(fid, '%d %d %d\n',size(nfields,1), size(object,1), size(object,2));
@ -95,9 +95,9 @@ elseif isa(object,'struct') == 1
print_object(fid, getfield(object, AA));
end;
end;
else
else
disp(['type ' object 'note handle']);
end;
end;

172
tests/AIM/data_ca1.m
View File

@ -1,90 +1,90 @@
data = [0.928467646476 11.8716889412 20 0.418037507392 0.227382377518 ...
-0.705994063083 11.7522582094 21.25 1.09254424511 -1.29488274994 ...
-0.511895351926 9.68144025625 17.25 -1.66150408407 0.331508393098 ...
-0.990955971267 10.0890781236 17 1.43016275252 -2.43589670141 ...
-0.981233061806 12.1094840679 18.25 2.91293288733 -0.790246576864 ...
-0.882182844512 8.54559460406 15 0.419579139481 0.358729719566 ...
-0.930893002836 6.19238374422 12.5 -1.48847457959 0.739779938797 ...
1.53158206947 2.76544271886 11.5 -0.336216769682 0.455559918769 ...
2.2659052834 5.47418162513 11 0.306436789767 -0.0707985731221 ...
1.05419803797 6.35698426189 11 0.140700250477 0.620401487202 ...
1.20161076793 3.4253301593 11 0.461296492351 0.14354323987 ...
1.73934077971 4.70926070322 11.5 1.35798282982 0.38564694435 ...
1.71735262584 3.54232079749 12.5 2.9097529155 -0.804308583301 ...
0.426343657844 3.32719108897 13 1.64214862652 -1.18214664701 ...
1.67751812324 2.93444727338 11.25 0.344434910651 -1.6529373719 ...
1.37013301099 4.72303361923 11.75 2.61511526582 0.327684243041 ...
0.281231073781 4.4893853071 10.5 1.17043449257 1.12855106649 ...
1.53638992834 3.7325309699 10.25 -0.683947046728 0.11943538737 ...
1.68081431462 3.34729969129 10 1.41159342106 -1.59065680853 ...
-0.343321601133 5.05563513564 12 1.75117366498 -2.40127764642 ...
0.873415608666 3.2779996255 10.25 -1.39895866711 0.0971444398216 ...
0.26399696544 4.78229419828 9.75 0.0914692438124 0.299310457612 ...
-0.562233624818 3.88598638237 9.75 -0.0505384765105 0.332826708151 ...
2.15161914936 3.84859710132 8.75 -3.44811080489 0.789138678784 ...
1.2345093726 5.62225030942 9.5 -0.366945407434 2.32974981198 ...
1.62554967459 4.24667132831 10 -0.800958371402 0.0293183770935 ...
1.33035402527 2.75248979249 9.75 -0.855723113225 0.852493939813 ...
1.52078814077 3.53415985826 9.75 -3.37963469203 -1.05133958119 ...
1.16704983697 4.92754079464 10.75 -3.0142303324 0.459907431978 ...
0.277213572101 4.55532133037 11.75 -0.851995599415 2.03242034852 ...
0.842215068977 3.11164509647 12.25 -1.08290421696 0.014323281961 ...
1.05325028606 4.92882647578 13.5 -1.1953883867 0.706764750654 ...
0.453051253568 6.82998950103 13.5 0.111803656462 0.088462593153 ...
0.199885995525 5.82643354662 13.5 -0.920501518421 -0.26504958666 ...
0.137907999624 2.66076369132 13.5 -1.17122929812 -0.995642430514 ...
0.721949686709 5.70497876823 14.25 1.19378169018 -1.10644839651 ...
-0.418465249225 3.75861110232 14.75 -1.03131674824 0.188507675831 ...
-0.644028342116 4.15104788154 13.75 -1.48911756546 0.204560913792 ...
-0.848213852668 5.65580324027 12.75 0.677011703877 -0.849628054542 ...
-1.51954076928 11.4866911266 11.25 -0.446024680774 -0.456342350765 ...
0.265275055215 2.85472749592 9.75 -0.598778202436 -0.907311640831 ...
0.356162529063 2.29614015658 9.5 -0.46820788432 -1.22130883441 ...
0.368308864363 -0.539083504685 8 -0.781333991956 0.374007246518 ...
-0.145751412732 1.61507621789 8.25 3.68291932628 1.32438399845 ...
0.285457283664 2.14334055993 7 1.42819405379 -0.00818660844123 ...
0.372390129412 1.60000213334 6.25 0.626106424052 -0.10136772765 ...
0.382720203063 1.72614243263 7.25 4.89631941021 -1.10060711916 ...
0.737957515573 2.90430582851 6 -0.0422721010314 0.4178952497 ...
0.649532581668 0.657135682543 6 0.692066153971 0.422299120276 ...
0.627159201987 1.70352689913 5.75 2.62066711305 -1.29237304034 ...
0.905441299817 1.95663197267 5.5 1.5949697565 -0.27115830703 ...
1.49322577898 -2.08741765309 6.25 1.23027694802 0.418336889527 ...
1.48750731567 -1.57274121871 8 3.01660550994 -0.893958254365 ...
1.39783858087 2.22623066426 7 -0.80842319214 1.47625453886 ...
0.89274836317 1.30378081742 8 -0.249485058661 0.159871204185 ...
0.920652246088 4.1437741965 9.75 2.8204453623 0.178149239655 ...
-0.00264276644799 3.07989972052 8.75 -2.56342461535 2.105998353 ...
0.0198190461681 0.766283759256 8 -1.15838865989 1.56888883418 ...
0.440050515311 0.127570085801 7.5 0.0400753569995 0.028914333532 ...
0.129536637901 1.78174141526 6.75 0.959943962785 0.307781224401 ...
0.398549827172 3.03606770667 6.5 -0.340209794742 0.100979469478 ...
1.17174775425 0.629625188037 5.75 0.403003686814 0.902394579377 ...
0.991163981251 2.50862910684 4.75 -1.44963996982 1.16150986945 ...
0.967603566096 2.12003739013 4.75 0.610846030775 -0.889994896068 ...
1.14689383604 1.24185011459 4.75 2.01098091308 -1.73846431001 ...
1.32593824054 0.990713820685 4.75 -0.0955142989332 -0.0369257308362 ...
0.861135002644 -0.24744943605 6 1.72793107135 -0.691506789639 ...
1.26870850151 2.09844764887 6.5 1.50720217572 -1.31399187077 ...
0.260364987715 1.10650139716 6.5 1.13659047496 0.0720441664643 ...
1.09731242214 0.490796381346 7.25 4.59123894147 -2.14073070763 ...
1.63792841781 0.612652594286 6.75 1.79604605035 -0.644363995357 ...
1.48465576034 0.978295808687 6.75 -2.00753620902 1.39437534964 ...
1.0987608663 4.25212569087 6.25 -2.58901196498 2.56054320803 ...
1.42592178132 2.76984518311 6.25 0.888195752358 1.03114549274 ...
1.52958239462 1.31795955491 6.5 -0.902907564082 -0.0952198893776 ...
1.0170168994 2.14733589918 7 -1.3054866978 2.68803738466 ...
0.723253652257 3.43552889347 7.5 1.8213700853 0.592593586195 ...
1.24720806008 3.87383806577 7.5 0.0522300654168 0.988871238698 ...
0.482531471239 2.67793287032 7.5 2.9693944293 -0.108591166081 ...
0.154056100439 0.927269031704 6.75 0.119222057561 3.30489209451 ...
0.0694865769274 6.65916526788 6.25 0.889014476084 -2.83976849035 ...
-0.121267434867 0.341442615696 5.25 0.323053239216 -3.49289229012 ...
0.726473690375 -3.5423730964 4 2.19149290449 -3.20855054004 ...
1.39271709108 2.63121085718 3.75 0.88406577736 0.75622580197 ...
1.07502077727 5.88578836799 4.25 -2.55088273352 2.89018116374 ...
0.759049251607 4.24703604223 4.5 0.575687665685 -0.388292506167 ...
];
-0.705994063083 11.7522582094 21.25 1.09254424511 -1.29488274994 ...
-0.511895351926 9.68144025625 17.25 -1.66150408407 0.331508393098 ...
-0.990955971267 10.0890781236 17 1.43016275252 -2.43589670141 ...
-0.981233061806 12.1094840679 18.25 2.91293288733 -0.790246576864 ...
-0.882182844512 8.54559460406 15 0.419579139481 0.358729719566 ...
-0.930893002836 6.19238374422 12.5 -1.48847457959 0.739779938797 ...
1.53158206947 2.76544271886 11.5 -0.336216769682 0.455559918769 ...
2.2659052834 5.47418162513 11 0.306436789767 -0.0707985731221 ...
1.05419803797 6.35698426189 11 0.140700250477 0.620401487202 ...
1.20161076793 3.4253301593 11 0.461296492351 0.14354323987 ...
1.73934077971 4.70926070322 11.5 1.35798282982 0.38564694435 ...
1.71735262584 3.54232079749 12.5 2.9097529155 -0.804308583301 ...
0.426343657844 3.32719108897 13 1.64214862652 -1.18214664701 ...
1.67751812324 2.93444727338 11.25 0.344434910651 -1.6529373719 ...
1.37013301099 4.72303361923 11.75 2.61511526582 0.327684243041 ...
0.281231073781 4.4893853071 10.5 1.17043449257 1.12855106649 ...
1.53638992834 3.7325309699 10.25 -0.683947046728 0.11943538737 ...
1.68081431462 3.34729969129 10 1.41159342106 -1.59065680853 ...
-0.343321601133 5.05563513564 12 1.75117366498 -2.40127764642 ...
0.873415608666 3.2779996255 10.25 -1.39895866711 0.0971444398216 ...
0.26399696544 4.78229419828 9.75 0.0914692438124 0.299310457612 ...
-0.562233624818 3.88598638237 9.75 -0.0505384765105 0.332826708151 ...
2.15161914936 3.84859710132 8.75 -3.44811080489 0.789138678784 ...
1.2345093726 5.62225030942 9.5 -0.366945407434 2.32974981198 ...
1.62554967459 4.24667132831 10 -0.800958371402 0.0293183770935 ...
1.33035402527 2.75248979249 9.75 -0.855723113225 0.852493939813 ...
1.52078814077 3.53415985826 9.75 -3.37963469203 -1.05133958119 ...
1.16704983697 4.92754079464 10.75 -3.0142303324 0.459907431978 ...
0.277213572101 4.55532133037 11.75 -0.851995599415 2.03242034852 ...
0.842215068977 3.11164509647 12.25 -1.08290421696 0.014323281961 ...
1.05325028606 4.92882647578 13.5 -1.1953883867 0.706764750654 ...
0.453051253568 6.82998950103 13.5 0.111803656462 0.088462593153 ...
0.199885995525 5.82643354662 13.5 -0.920501518421 -0.26504958666 ...
0.137907999624 2.66076369132 13.5 -1.17122929812 -0.995642430514 ...
0.721949686709 5.70497876823 14.25 1.19378169018 -1.10644839651 ...
-0.418465249225 3.75861110232 14.75 -1.03131674824 0.188507675831 ...
-0.644028342116 4.15104788154 13.75 -1.48911756546 0.204560913792 ...
-0.848213852668 5.65580324027 12.75 0.677011703877 -0.849628054542 ...
-1.51954076928 11.4866911266 11.25 -0.446024680774 -0.456342350765 ...
0.265275055215 2.85472749592 9.75 -0.598778202436 -0.907311640831 ...
0.356162529063 2.29614015658 9.5 -0.46820788432 -1.22130883441 ...
0.368308864363 -0.539083504685 8 -0.781333991956 0.374007246518 ...
-0.145751412732 1.61507621789 8.25 3.68291932628 1.32438399845 ...
0.285457283664 2.14334055993 7 1.42819405379 -0.00818660844123 ...
0.372390129412 1.60000213334 6.25 0.626106424052 -0.10136772765 ...
0.382720203063 1.72614243263 7.25 4.89631941021 -1.10060711916 ...
0.737957515573 2.90430582851 6 -0.0422721010314 0.4178952497 ...
0.649532581668 0.657135682543 6 0.692066153971 0.422299120276 ...
0.627159201987 1.70352689913 5.75 2.62066711305 -1.29237304034 ...
0.905441299817 1.95663197267 5.5 1.5949697565 -0.27115830703 ...
1.49322577898 -2.08741765309 6.25 1.23027694802 0.418336889527 ...
1.48750731567 -1.57274121871 8 3.01660550994 -0.893958254365 ...
1.39783858087 2.22623066426 7 -0.80842319214 1.47625453886 ...
0.89274836317 1.30378081742 8 -0.249485058661 0.159871204185 ...
0.920652246088 4.1437741965 9.75 2.8204453623 0.178149239655 ...
-0.00264276644799 3.07989972052 8.75 -2.56342461535 2.105998353 ...
0.0198190461681 0.766283759256 8 -1.15838865989 1.56888883418 ...
0.440050515311 0.127570085801 7.5 0.0400753569995 0.028914333532 ...
0.129536637901 1.78174141526 6.75 0.959943962785 0.307781224401 ...
0.398549827172 3.03606770667 6.5 -0.340209794742 0.100979469478 ...
1.17174775425 0.629625188037 5.75 0.403003686814 0.902394579377 ...
0.991163981251 2.50862910684 4.75 -1.44963996982 1.16150986945 ...
0.967603566096 2.12003739013 4.75 0.610846030775 -0.889994896068 ...
1.14689383604 1.24185011459 4.75 2.01098091308 -1.73846431001 ...
1.32593824054 0.990713820685 4.75 -0.0955142989332 -0.0369257308362 ...
0.861135002644 -0.24744943605 6 1.72793107135 -0.691506789639 ...
1.26870850151 2.09844764887 6.5 1.50720217572 -1.31399187077 ...
0.260364987715 1.10650139716 6.5 1.13659047496 0.0720441664643 ...
1.09731242214 0.490796381346 7.25 4.59123894147 -2.14073070763 ...
1.63792841781 0.612652594286 6.75 1.79604605035 -0.644363995357 ...
1.48465576034 0.978295808687 6.75 -2.00753620902 1.39437534964 ...
1.0987608663 4.25212569087 6.25 -2.58901196498 2.56054320803 ...
1.42592178132 2.76984518311 6.25 0.888195752358 1.03114549274 ...
1.52958239462 1.31795955491 6.5 -0.902907564082 -0.0952198893776 ...
1.0170168994 2.14733589918 7 -1.3054866978 2.68803738466 ...
0.723253652257 3.43552889347 7.5 1.8213700853 0.592593586195 ...
1.24720806008 3.87383806577 7.5 0.0522300654168 0.988871238698 ...
0.482531471239 2.67793287032 7.5 2.9693944293 -0.108591166081 ...
0.154056100439 0.927269031704 6.75 0.119222057561 3.30489209451 ...
0.0694865769274 6.65916526788 6.25 0.889014476084 -2.83976849035 ...
-0.121267434867 0.341442615696 5.25 0.323053239216 -3.49289229012 ...
0.726473690375 -3.5423730964 4 2.19149290449 -3.20855054004 ...
1.39271709108 2.63121085718 3.75 0.88406577736 0.75622580197 ...
1.07502077727 5.88578836799 4.25 -2.55088273352 2.89018116374 ...
0.759049251607 4.24703604223 4.5 0.575687665685 -0.388292506167 ...
];
data = reshape(data,5,86)';
y_obs = data(:,1);

388
tests/AIM/fsdat.m
View File

@ -1,198 +1,198 @@
data_q = [
18.02 1474.5 150.2
17.94 1538.2 150.9
18.01 1584.5 151.4
18.42 1644.1 152
18.73 1678.6 152.7
19.46 1693.1 153.3
19.55 1724 153.9
19.56 1758.2 154.7
19.79 1760.6 155.4
19.77 1779.2 156
19.82 1778.8 156.6
20.03 1790.9 157.3
20.12 1846 158
20.1 1882.6 158.6
20.14 1897.3 159.2
20.22 1887.4 160
20.27 1858.2 160.7
20.34 1849.9 161.4
20.39 1848.5 162
20.42 1868.9 162.8
20.47 1905.6 163.6
20.56 1959.6 164.3
20.62 1994.4 164.9
20.78 2020.1 165.7
21 2030.5 166.5
21.2 2023.6 167.2
21.33 2037.7 167.9
21.62 2033.4 168.7
21.71 2066.2 169.5
22.01 2077.5 170.2
22.15 2071.9 170.9
22.27 2094 171.7
22.29 2070.8 172.5
22.56 2012.6 173.1
22.64 2024.7 173.8
22.77 2072.3 174.5
22.88 2120.6 175.3
22.92 2165 176.045
22.91 2223.3 176.727
22.94 2221.4 177.481
23.03 2230.95 178.268
23.13 2279.22 179.694
23.22 2265.48 180.335
23.32 2268.29 181.094
23.4 2238.57 181.915
23.45 2251.68 182.634
23.51 2292.02 183.337
23.56 2332.61 184.103
23.63 2381.01 184.894
23.75 2422.59 185.553
23.81 2448.01 186.203
23.87 2471.86 186.926
23.94 2476.67 187.68
24 2508.7 188.299
24.07 2538.05 188.906
24.12 2586.26 189.631
24.29 2604.62 190.362
24.35 2666.69 190.954
24.41 2697.54 191.56
24.52 2729.63 192.256
24.64 2739.75 192.938
24.77 2808.88 193.467
24.88 2846.34 193.994
25.01 2898.79 194.647
25.17 2970.48 195.279
25.32 3042.35 195.763
25.53 3055.53 196.277
25.79 3076.51 196.877
26.02 3102.36 197.481
26.14 3127.15 197.967
26.31 3129.53 198.455
26.6 3154.19 199.012
26.9 3177.98 199.572
27.21 3236.18 199.995
27.49 3292.07 200.452
27.75 3316.11 200.997
28.12 3331.22 201.538
28.39 3381.86 201.955
28.73 3390.23 202.419
29.14 3409.65 202.986
29.51 3392.6 203.584
29.94 3386.49 204.086
30.36 3391.61 204.721
30.61 3422.95 205.419
31.02 3389.36 206.13
31.5 3481.4 206.763
31.93 3500.95 207.362
32.27 3523.8 208
32.54 3533.79 208.642
33.02 3604.73 209.142
33.2 3687.9 209.637
33.49 3726.18 210.181
33.95 3790.44 210.737
34.36 3892.22 211.192
34.94 3919.01 211.663
35.61 3907.08 212.191
36.29 3947.11 212.708
37.01 3908.15 213.144
37.79 3922.57 213.602
38.96 3879.98 214.147
40.13 3854.13 214.7
41.05 3800.93 215.135
41.66 3835.21 215.652
42.41 3907.02 216.289
43.19 3952.48 216.848
43.69 4044.59 217.314
44.15 4072.19 217.776
44.77 4088.49 218.338
45.57 4126.39 218.917
46.32 4176.28 219.427
47.07 4260.08 219.956
47.66 4329.46 220.573
48.63 4328.33 221.201
49.42 4345.51 221.719
50.41 4510.73 222.281
51.27 4552.14 222.933
52.35 4603.65 223.583
53.51 4605.65 224.152
54.65 4615.64 224.737
55.82 4644.93 225.418
56.92 4656.23 226.117
58.18 4678.96 226.754
59.55 4566.62 227.389
61.01 4562.25 228.07
62.59 4651.86 228.689
64.15 4739.16 229.155
65.37 4696.82 229.674
66.65 4753.02 230.301
67.87 4693.76 230.903
68.86 4615.89 231.395
69.72 4634.88 231.906
70.66 4612.08 232.498
71.44 4618.26 233.074
72.08 4662.97 233.546
72.83 4763.57 234.028
73.48 4849 234.603
74.19 4939.23 235.153
75.02 5053.56 235.605
75.58 5132.87 236.082
76.25 5170.34 236.657
76.81 5203.68 237.232
77.63 5257.26 237.673
78.25 5283.73 238.176
78.76 5359.6 238.789
79.45 5393.57 239.387
79.81 5460.83 239.861
80.22 5466.95 240.368
80.84 5496.29 240.962
81.45 5526.77 241.539
82.09 5561.8 242.009
82.68 5618 242.52
83.33 5667.39 243.12
84.09 5750.57 243.721
84.67 5785.29 244.208
85.56 5844.05 244.716
86.66 5878.7 245.354
87.44 5952.83 245.966
88.45 6010.96 246.46
89.39 6055.61 247.017
90.13 6087.96 247.698
90.88 6093.51 248.374
92 6152.59 248.928
93.18 6171.57 249.564
94.14 6142.1 250.299
95.11 6078.96 251.031
96.27 6047.49 251.65
97 6074.66 252.295
97.7 6090.14 253.033
98.31 6105.25 253.743
99.13 6175.69 254.338
99.79 6214.22 255.032
100.17 6260.74 255.815
100.88 6327.12 256.543
101.84 6327.93 257.151
102.35 6359.9 257.785
102.83 6393.5 258.516
103.51 6476.86 259.191
104.13 6524.5 259.738
104.71 6600.31 260.351
105.39 6629.47 261.04
106.09 6688.61 261.692
106.75 6717.46 262.236
107.24 6724.2 262.847
107.75 6779.53 263.527
108.29 6825.8 264.169
108.91 6882 264.681
109.24 6983.91 265.258
109.74 7020 265.887
110.23 7093.12 266.491
111 7166.68 266.987
111.43 7236.5 267.545
111.76 7311.24 268.171
112.08 7364.63 268.815
];
18.02 1474.5 150.2
17.94 1538.2 150.9
18.01 1584.5 151.4
18.42 1644.1 152
18.73 1678.6 152.7
19.46 1693.1 153.3
19.55 1724 153.9
19.56 1758.2 154.7
19.79 1760.6 155.4
19.77 1779.2 156
19.82 1778.8 156.6
20.03 1790.9 157.3
20.12 1846 158
20.1 1882.6 158.6
20.14 1897.3 159.2
20.22 1887.4 160
20.27 1858.2 160.7
20.34 1849.9 161.4
20.39 1848.5 162
20.42 1868.9 162.8
20.47 1905.6 163.6
20.56 1959.6 164.3
20.62 1994.4 164.9
20.78 2020.1 165.7
21 2030.5 166.5
21.2 2023.6 167.2
21.33 2037.7 167.9
21.62 2033.4 168.7
21.71 2066.2 169.5
22.01 2077.5 170.2
22.15 2071.9 170.9
22.27 2094 171.7
22.29 2070.8 172.5
22.56 2012.6 173.1
22.64 2024.7 173.8
22.77 2072.3 174.5
22.88 2120.6 175.3
22.92 2165 176.045
22.91 2223.3 176.727
22.94 2221.4 177.481
23.03 2230.95 178.268
23.13 2279.22 179.694
23.22 2265.48 180.335
23.32 2268.29 181.094
23.4 2238.57 181.915
23.45 2251.68 182.634
23.51 2292.02 183.337
23.56 2332.61 184.103
23.63 2381.01 184.894
23.75 2422.59 185.553
23.81 2448.01 186.203
23.87 2471.86 186.926
23.94 2476.67 187.68
24 2508.7 188.299
24.07 2538.05 188.906
24.12 2586.26 189.631
24.29 2604.62 190.362
24.35 2666.69 190.954
24.41 2697.54 191.56
24.52 2729.63 192.256
24.64 2739.75 192.938
24.77 2808.88 193.467
24.88 2846.34 193.994
25.01 2898.79 194.647
25.17 2970.48 195.279
25.32 3042.35 195.763
25.53 3055.53 196.277
25.79 3076.51 196.877
26.02 3102.36 197.481
26.14 3127.15 197.967
26.31 3129.53 198.455
26.6 3154.19 199.012
26.9 3177.98 199.572
27.21 3236.18 199.995
27.49 3292.07 200.452
27.75 3316.11 200.997
28.12 3331.22 201.538
28.39 3381.86 201.955
28.73 3390.23 202.419
29.14 3409.65 202.986
29.51 3392.6 203.584
29.94 3386.49 204.086
30.36 3391.61 204.721
30.61 3422.95 205.419
31.02 3389.36 206.13
31.5 3481.4 206.763
31.93 3500.95 207.362
32.27 3523.8 208
32.54 3533.79 208.642
33.02 3604.73 209.142
33.2 3687.9 209.637
33.49 3726.18 210.181
33.95 3790.44 210.737
34.36 3892.22 211.192
34.94 3919.01 211.663
35.61 3907.08 212.191
36.29 3947.11 212.708
37.01 3908.15 213.144
37.79 3922.57 213.602
38.96 3879.98 214.147
40.13 3854.13 214.7
41.05 3800.93 215.135
41.66 3835.21 215.652
42.41 3907.02 216.289
43.19 3952.48 216.848
43.69 4044.59 217.314
44.15 4072.19 217.776
44.77 4088.49 218.338
45.57 4126.39 218.917
46.32 4176.28 219.427
47.07 4260.08 219.956
47.66 4329.46 220.573
48.63 4328.33 221.201
49.42 4345.51 221.719
50.41 4510.73 222.281
51.27 4552.14 222.933
52.35 4603.65 223.583
53.51 4605.65 224.152
54.65 4615.64 224.737
55.82 4644.93 225.418
56.92 4656.23 226.117
58.18 4678.96 226.754
59.55 4566.62 227.389
61.01 4562.25 228.07
62.59 4651.86 228.689
64.15 4739.16 229.155
65.37 4696.82 229.674
66.65 4753.02 230.301
67.87 4693.76 230.903
68.86 4615.89 231.395
69.72 4634.88 231.906
70.66 4612.08 232.498
71.44 4618.26 233.074
72.08 4662.97 233.546
72.83 4763.57 234.028
73.48 4849 234.603
74.19 4939.23 235.153
75.02 5053.56 235.605
75.58 5132.87 236.082
76.25 5170.34 236.657
76.81 5203.68 237.232
77.63 5257.26 237.673
78.25 5283.73 238.176
78.76 5359.6 238.789
79.45 5393.57 239.387
79.81 5460.83 239.861
80.22 5466.95 240.368
80.84 5496.29 240.962
81.45 5526.77 241.539
82.09 5561.8 242.009
82.68 5618 242.52
83.33 5667.39 243.12
84.09 5750.57 243.721
84.67 5785.29 244.208
85.56 5844.05 244.716
86.66 5878.7 245.354
87.44 5952.83 245.966
88.45 6010.96 246.46
89.39 6055.61 247.017
90.13 6087.96 247.698
90.88 6093.51 248.374
92 6152.59 248.928
93.18 6171.57 249.564
94.14 6142.1 250.299
95.11 6078.96 251.031
96.27 6047.49 251.65
97 6074.66 252.295
97.7 6090.14 253.033
98.31 6105.25 253.743
99.13 6175.69 254.338
99.79 6214.22 255.032
100.17 6260.74 255.815
100.88 6327.12 256.543
101.84 6327.93 257.151
102.35 6359.9 257.785
102.83 6393.5 258.516
103.51 6476.86 259.191
104.13 6524.5 259.738
104.71 6600.31 260.351
105.39 6629.47 261.04
106.09 6688.61 261.692
106.75 6717.46 262.236
107.24 6724.2 262.847
107.75 6779.53 263.527
108.29 6825.8 264.169
108.91 6882 264.681
109.24 6983.91 265.258
109.74 7020 265.887
110.23 7093.12 266.491
111 7166.68 266.987
111.43 7236.5 267.545
111.76 7311.24 268.171
112.08 7364.63 268.815
];
%GDPD GDPQ GPOP
series = zeros(193,2);

8
tests/analytic_derivatives/fsdat_simul.m
View File

@ -203,7 +203,7 @@ gy_obs =[
0.99825038
0.99403411
];
];
gp_obs =[
1.0079715
@ -410,7 +410,7 @@ gp_obs =[
1.0154053
1.01703
];
];
Y_obs =[
1
@ -617,7 +617,7 @@ Y_obs =[
0.94070026
0.93172987
];
];
P_obs =[
1
@ -824,5 +824,5 @@ P_obs =[
1.4175823
1.4266407
];
];

10
tests/block_bytecode/run_ls2003.m
View File

@ -20,12 +20,12 @@ function run_ls2003(block, bytecode, solve_algo, stack_solve_algo)
disp(['TEST: ls2003 (block=' num2str(block) ', bytecode=' ...
num2str(bytecode) ', solve_algo=' num2str(solve_algo) ...
', stack_solve_algo=' num2str(stack_solve_algo) ')...']);
fid = fopen('ls2003_tmp.mod', 'w');
assert(fid > 0);
fprintf(fid, ['@#define block = %d\n@#define bytecode = %d\n' ...
fid = fopen('ls2003_tmp.mod', 'w');
assert(fid > 0);
fprintf(fid, ['@#define block = %d\n@#define bytecode = %d\n' ...
'@#define solve_algo = %d\n@#define stack_solve_algo = %d\n' ...
'@#include \"ls2003.mod\"\n'], block, bytecode, ...
solve_algo, stack_solve_algo);
fclose(fid);
dynare('ls2003_tmp.mod','console')
fclose(fid);
dynare('ls2003_tmp.mod','console')
end

2004
tests/bvar_a_la_sims/bvar_sample.m
View File

File diff suppressed because it is too large Load Diff

8
tests/conditional_forecasts/2/fsdat_simul.m
View File

@ -203,7 +203,7 @@ gy_obs =[
0.99825038
0.99403411
];
];
gp_obs =[
1.0079715
@ -410,7 +410,7 @@ gp_obs =[
1.0154053
1.01703
];
];
Y_obs =[
1
@ -617,7 +617,7 @@ Y_obs =[
0.94070026
0.93172987
];
];
P_obs =[
1
@ -824,5 +824,5 @@ P_obs =[
1.4175823
1.4266407
];
];

8
tests/dates/fsdat_simul.m
View File

@ -206,7 +206,7 @@ gy_obs =[
0.99825038
0.99403411
];
];
gp_obs =[
1.0079715
@ -413,7 +413,7 @@ gp_obs =[
1.0154053
1.01703
];
];
Y_obs =[
1
@ -620,7 +620,7 @@ Y_obs =[
0.94070026
0.93172987
];
];
P_obs =[
1
@ -827,5 +827,5 @@ P_obs =[
1.4175823
1.4266407
];
];

36
tests/ep/exact_solution.m
View File

@ -1,30 +1,30 @@
function y=exact_solution(M,oo,n)
beta = M.params(1);
theta = M.params(2);
rho = M.params(3);
xbar = M.params(4);
sigma2 = M.Sigma_e;
beta = M.params(1);
theta = M.params(2);
rho = M.params(3);
xbar = M.params(4);
sigma2 = M.Sigma_e;
if beta*exp(theta*xbar+.5*theta^2*sigma2/(1-rho)^2)>1-eps
if beta*exp(theta*xbar+.5*theta^2*sigma2/(1-rho)^2)>1-eps
disp('The model doesn''t have a solution!')
return
end
end
i = 1:n;
a = theta*xbar*i+(theta^2*sigma2)/(2*(1-rho)^2)*(i-2*rho*(1-rho.^i)/(1-rho)+rho^2*(1-rho.^(2*i))/(1-rho^2));
b = theta*rho*(1-rho.^i)/(1-rho);
i = 1:n;
a = theta*xbar*i+(theta^2*sigma2)/(2*(1-rho)^2)*(i-2*rho*(1-rho.^i)/(1-rho)+rho^2*(1-rho.^(2*i))/(1-rho^2));
b = theta*rho*(1-rho.^i)/(1-rho);
x = oo.endo_simul(2,:);
xhat = x-xbar;
x = oo.endo_simul(2,:);
xhat = x-xbar;
n2 = size(x,2);
n2 = size(x,2);
y = zeros(1,n2);
y = zeros(1,n2);
for j=1:n2
for j=1:n2
y(j) = sum(beta.^i.*exp(a+b*xhat(j)));
end
end
disp(sum(beta.^i.*exp(theta*xbar*i)))
disp(sum(beta.^i.*exp(a)))
disp(sum(beta.^i.*exp(theta*xbar*i)))
disp(sum(beta.^i.*exp(a)))

96
tests/ep/rbcii_steady_state.m
View File

@ -1,61 +1,61 @@
function [ys_, params, info] = rbcii_steady_state(ys_, exo_, params)
function [ys_, params, info] = rbcii_steadystate2(ys_, exo_, params)
% Flag initialization (equal to zero if the deterministic steady state exists)
info = 0;
% Flag initialization (equal to zero if the deterministic steady state exists)
info = 0;
% efficiency
ys_(13)=0;
% efficiency
ys_(13)=0;
% Efficiency
ys_(12)=params(8);
% Efficiency
ys_(12)=params(8);
% Steady state ratios
Output_per_unit_of_Capital=((1/params(1)-1+params(6))/params(4))^(1/(1-params(5)));
Consumption_per_unit_of_Capital=Output_per_unit_of_Capital-params(6);
Labour_per_unit_of_Capital=(((Output_per_unit_of_Capital/ys_(12))^params(5)-params(4))/(1-params(4)))^(1/params(5));
Output_per_unit_of_Labour=Output_per_unit_of_Capital/Labour_per_unit_of_Capital;
Consumption_per_unit_of_Labour=Consumption_per_unit_of_Capital/Labour_per_unit_of_Capital;
% Steady state ratios
Output_per_unit_of_Capital=((1/params(1)-1+params(6))/params(4))^(1/(1-params(5)));
Consumption_per_unit_of_Capital=Output_per_unit_of_Capital-params(6);
Labour_per_unit_of_Capital=(((Output_per_unit_of_Capital/ys_(12))^params(5)-params(4))/(1-params(4)))^(1/params(5));
Output_per_unit_of_Labour=Output_per_unit_of_Capital/Labour_per_unit_of_Capital;
Consumption_per_unit_of_Labour=Consumption_per_unit_of_Capital/Labour_per_unit_of_Capital;
% Steady state share of capital revenues in total revenues (calibration check)
ShareOfCapital=params(4)/(params(4)+(1-params(4))*Labour_per_unit_of_Capital^params(5));
% Steady state share of capital revenues in total revenues (calibration check)
ShareOfCapital=params(4)/(params(4)+(1-params(4))*Labour_per_unit_of_Capital^params(5));
% Steady state level of labour
ys_(3)=1/(1+Consumption_per_unit_of_Labour/((1-params(4))*params(2)/(1-params(2))*Output_per_unit_of_Labour^(1-params(5))));
% Steady state level of labour
ys_(3)=1/(1+Consumption_per_unit_of_Labour/((1-params(4))*params(2)/(1-params(2))*Output_per_unit_of_Labour^(1-params(5))));
% Steady state level of consumption
ys_(4)=Consumption_per_unit_of_Labour*ys_(3);
% Steady state level of consumption
ys_(4)=Consumption_per_unit_of_Labour*ys_(3);
% Steady state level of physical capital stock
ys_(1)=ys_(3)/Labour_per_unit_of_Capital;
% Steady state level of physical capital stock
ys_(1)=ys_(3)/Labour_per_unit_of_Capital;
% Steady state level of output
ys_(2)=Output_per_unit_of_Capital*ys_(1);
% Steady state level of output
ys_(2)=Output_per_unit_of_Capital*ys_(1);
% Steady state level of investment
ys_(5)=params(6)*ys_(1);
% Steady state level of investment
ys_(5)=params(6)*ys_(1);
% Steady state level of the expected term appearing in the Euler equation
ys_(14)=(ys_(4)^params(2)*(1-ys_(3))^(1-params(2)))^(1-params(3))/ys_(4)*(1+params(4)*(ys_(2)/ys_(1))^(1-params(5))-params(6));
% Steady state level of the expected term appearing in the Euler equation
ys_(14)=(ys_(4)^params(2)*(1-ys_(3))^(1-params(2)))^(1-params(3))/ys_(4)*(1+params(4)*(ys_(2)/ys_(1))^(1-params(5))-params(6));
% Steady state level of output in the unconstrained regime (positive investment)
ys_(6)=ys_(2);
% Steady state level of output in the unconstrained regime (positive investment)
ys_(6)=ys_(2);
% Steady state level of labour in the unconstrained regime
ys_(7)=ys_(3);
% Steady state level of labour in the unconstrained regime
ys_(7)=ys_(3);
% Steady state level of consumption in the unconstrained regime
ys_(8)=ys_(4);
% Steady state level of consumption in the unconstrained regime
ys_(8)=ys_(4);
% Steady state level of labour in the constrained regime (noinvestment)
[lss,info] = l_solver(ys_(3),params(4),params(5),params(2),params(8),ys_(1),100);
if info, return, end
ys_(10) = lss;
% Steady state level of labour in the constrained regime (noinvestment)
[lss,info] = l_solver(ys_(3),params(4),params(5),params(2),params(8),ys_(1),100);
if info, return, end
ys_(10) = lss;
% Steady state level of consumption in the constrained regime
ys_(11)=params(8)*(params(4)*ys_(1)^params(5)+(1-params(4))*ys_(10)^params(5))^(1/params(5));
% Steady state level of consumption in the constrained regime
ys_(11)=params(8)*(params(4)*ys_(1)^params(5)+(1-params(4))*ys_(10)^params(5))^(1/params(5));
% Steady state level of output in the constrained regime
ys_(9)=ys_(11);
% Steady state level of output in the constrained regime
ys_(9)=ys_(11);
end
@ -63,18 +63,18 @@ end
function r = p0(labour,alpha,psi,theta,effstar,kstar)
r = labour * ( alpha*kstar^psi/labour^psi + 1-alpha + theta*(1-alpha)/(1-theta)/effstar^psi ) - theta*(1-alpha)/(1-theta)/effstar^psi;
r = labour * ( alpha*kstar^psi/labour^psi + 1-alpha + theta*(1-alpha)/(1-theta)/effstar^psi ) - theta*(1-alpha)/(1-theta)/effstar^psi;
end
function d = p1(labour,alpha,psi,theta,effstar,kstar)
d = alpha*(1-psi)*kstar^psi/labour^psi + 1-alpha + theta*(1-alpha)/(1-alpha)/effstar^psi;
d = alpha*(1-psi)*kstar^psi/labour^psi + 1-alpha + theta*(1-alpha)/(1-alpha)/effstar^psi;
end
function [labour,info] = l_solver(labour,alpha,psi,theta,effstar,kstar,maxiter)
iteration = 1; info = 0;
r = p0(labour,alpha,psi,theta,effstar,kstar);
condition = abs(r);
while condition
iteration = 1; info = 0;
r = p0(labour,alpha,psi,theta,effstar,kstar);
condition = abs(r);
while condition
if iteration==maxiter
info = 1;
break
@ -84,5 +84,5 @@ while condition
r = p0(labour,alpha,psi,theta,effstar,kstar);
condition = abs(r)>1e-9;
iteration = iteration + 1;
end
end
end

8
tests/estimation/fsdat_simul.m
View File

@ -203,7 +203,7 @@ gy_obs =[
0.99825038
0.99403411
];
];
gp_obs =[
1.0079715
@ -410,7 +410,7 @@ gp_obs =[
1.0154053
1.01703
];
];
Y_obs =[
1
@ -617,7 +617,7 @@ Y_obs =[
0.94070026
0.93172987
];
];
P_obs =[
1
@ -824,5 +824,5 @@ P_obs =[
1.4175823
1.4266407
];
];

20
tests/expectations/expectation_ss_old_steadystate.m
View File

@ -1,12 +1,12 @@
function [ys_, check_] = expectation_ss_old_steadystate(ys_orig_, exo_)
ys_=zeros(6,1);
global M_
ys_(4)=0;
ys_(6)=0;
ys_(5)=0.3333333333333333;
ys_(3)=((1/M_.params(1)-(1-M_.params(4)))/(M_.params(3)*ys_(5)^(1-M_.params(3))))^(1/(M_.params(3)-1));
ys_(1)=ys_(5)^(1-M_.params(3))*ys_(3)^M_.params(3);
ys_(2)=ys_(1)-M_.params(4)*ys_(3);
M_.params(5)=(1-M_.params(3))*ys_(1)/(ys_(2)*ys_(5)^(1+M_.params(6)));
check_=0;
ys_=zeros(6,1);
global M_
ys_(4)=0;
ys_(6)=0;
ys_(5)=0.3333333333333333;
ys_(3)=((1/M_.params(1)-(1-M_.params(4)))/(M_.params(3)*ys_(5)^(1-M_.params(3))))^(1/(M_.params(3)-1));
ys_(1)=ys_(5)^(1-M_.params(3))*ys_(3)^M_.params(3);
ys_(2)=ys_(1)-M_.params(4)*ys_(3);
M_.params(5)=(1-M_.params(3))*ys_(1)/(ys_(2)*ys_(5)^(1+M_.params(6)));
check_=0;
end

6
tests/fataltest.m
View File

@ -1,4 +1,4 @@
function fataltest(a,b,n)
if max(max(abs(a)-abs(b))) > 1e-5
function test(a,b,n)
if max(max(abs(a)-abs(b))) > 1e-5
error(['Test error in test ' int2str(n)])
end
end

8
tests/fs2000/fsdat_simul.m
View File

@ -203,7 +203,7 @@ gy_obs =[
0.99825038
0.99403411
];
];
gp_obs =[
1.0079715
@ -410,7 +410,7 @@ gp_obs =[
1.0154053
1.01703
];
];
Y_obs =[
1
@ -617,7 +617,7 @@ Y_obs =[
0.94070026
0.93172987
];
];
P_obs =[
1
@ -824,5 +824,5 @@ P_obs =[
1.4175823
1.4266407
];
];

4
tests/fs2000/fsdat_simul_missing_obs.m
View File

@ -205,7 +205,7 @@ gy_obs =[
NaN
1.0221185
];
];
gp_obs =[
1.0079715
@ -412,5 +412,5 @@ gp_obs =[
NaN
0.99233844
];
];

4
tests/fs2000_ssfile_aux.m
View File

@ -1,4 +1,4 @@
function [W, e] = fs2000_ssfile_aux(l, n)
W = l/n;
e = 1;
W = l/n;
e = 1;
end

172
tests/gsa/data_ca1.m
View File

@ -1,90 +1,90 @@
data = [0.928467646476 11.8716889412 20 0.418037507392 0.227382377518 ...
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1.05419803797 6.35698426189 11 0.140700250477 0.620401487202 ...
1.20161076793 3.4253301593 11 0.461296492351 0.14354323987 ...
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0.737957515573 2.90430582851 6 -0.0422721010314 0.4178952497 ...
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1.48750731567 -1.57274121871 8 3.01660550994 -0.893958254365 ...
1.39783858087 2.22623066426 7 -0.80842319214 1.47625453886 ...
0.89274836317 1.30378081742 8 -0.249485058661 0.159871204185 ...
0.920652246088 4.1437741965 9.75 2.8204453623 0.178149239655 ...
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0.0198190461681 0.766283759256 8 -1.15838865989 1.56888883418 ...
0.440050515311 0.127570085801 7.5 0.0400753569995 0.028914333532 ...
0.129536637901 1.78174141526 6.75 0.959943962785 0.307781224401 ...
0.398549827172 3.03606770667 6.5 -0.340209794742 0.100979469478 ...
1.17174775425 0.629625188037 5.75 0.403003686814 0.902394579377 ...
0.991163981251 2.50862910684 4.75 -1.44963996982 1.16150986945 ...
0.967603566096 2.12003739013 4.75 0.610846030775 -0.889994896068 ...
1.14689383604 1.24185011459 4.75 2.01098091308 -1.73846431001 ...
1.32593824054 0.990713820685 4.75 -0.0955142989332 -0.0369257308362 ...
0.861135002644 -0.24744943605 6 1.72793107135 -0.691506789639 ...
1.26870850151 2.09844764887 6.5 1.50720217572 -1.31399187077 ...
0.260364987715 1.10650139716 6.5 1.13659047496 0.0720441664643 ...
1.09731242214 0.490796381346 7.25 4.59123894147 -2.14073070763 ...
1.63792841781 0.612652594286 6.75 1.79604605035 -0.644363995357 ...
1.48465576034 0.978295808687 6.75 -2.00753620902 1.39437534964 ...
1.0987608663 4.25212569087 6.25 -2.58901196498 2.56054320803 ...
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1.52958239462 1.31795955491 6.5 -0.902907564082 -0.0952198893776 ...
1.0170168994 2.14733589918 7 -1.3054866978 2.68803738466 ...
0.723253652257 3.43552889347 7.5 1.8213700853 0.592593586195 ...
1.24720806008 3.87383806577 7.5 0.0522300654168 0.988871238698 ...
0.482531471239 2.67793287032 7.5 2.9693944293 -0.108591166081 ...
0.154056100439 0.927269031704 6.75 0.119222057561 3.30489209451 ...
0.0694865769274 6.65916526788 6.25 0.889014476084 -2.83976849035 ...
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0.726473690375 -3.5423730964 4 2.19149290449 -3.20855054004 ...
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0.759049251607 4.24703604223 4.5 0.575687665685 -0.388292506167 ...
];
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-0.511895351926 9.68144025625 17.25 -1.66150408407 0.331508393098 ...
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-0.882182844512 8.54559460406 15 0.419579139481 0.358729719566 ...
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1.53158206947 2.76544271886 11.5 -0.336216769682 0.455559918769 ...
2.2659052834 5.47418162513 11 0.306436789767 -0.0707985731221 ...
1.05419803797 6.35698426189 11 0.140700250477 0.620401487202 ...
1.20161076793 3.4253301593 11 0.461296492351 0.14354323987 ...
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0.265275055215 2.85472749592 9.75 -0.598778202436 -0.907311640831 ...
0.356162529063 2.29614015658 9.5 -0.46820788432 -1.22130883441 ...
0.368308864363 -0.539083504685 8 -0.781333991956 0.374007246518 ...
-0.145751412732 1.61507621789 8.25 3.68291932628 1.32438399845 ...
0.285457283664 2.14334055993 7 1.42819405379 -0.00818660844123 ...
0.372390129412 1.60000213334 6.25 0.626106424052 -0.10136772765 ...
0.382720203063 1.72614243263 7.25 4.89631941021 -1.10060711916 ...
0.737957515573 2.90430582851 6 -0.0422721010314 0.4178952497 ...
0.649532581668 0.657135682543 6 0.692066153971 0.422299120276 ...
0.627159201987 1.70352689913 5.75 2.62066711305 -1.29237304034 ...
0.905441299817 1.95663197267 5.5 1.5949697565 -0.27115830703 ...
1.49322577898 -2.08741765309 6.25 1.23027694802 0.418336889527 ...
1.48750731567 -1.57274121871 8 3.01660550994 -0.893958254365 ...
1.39783858087 2.22623066426 7 -0.80842319214 1.47625453886 ...
0.89274836317 1.30378081742 8 -0.249485058661 0.159871204185 ...
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0.0198190461681 0.766283759256 8 -1.15838865989 1.56888883418 ...
0.440050515311 0.127570085801 7.5 0.0400753569995 0.028914333532 ...
0.129536637901 1.78174141526 6.75 0.959943962785 0.307781224401 ...
0.398549827172 3.03606770667 6.5 -0.340209794742 0.100979469478 ...
1.17174775425 0.629625188037 5.75 0.403003686814 0.902394579377 ...
0.991163981251 2.50862910684 4.75 -1.44963996982 1.16150986945 ...
0.967603566096 2.12003739013 4.75 0.610846030775 -0.889994896068 ...
1.14689383604 1.24185011459 4.75 2.01098091308 -1.73846431001 ...
1.32593824054 0.990713820685 4.75 -0.0955142989332 -0.0369257308362 ...
0.861135002644 -0.24744943605 6 1.72793107135 -0.691506789639 ...
1.26870850151 2.09844764887 6.5 1.50720217572 -1.31399187077 ...
0.260364987715 1.10650139716 6.5 1.13659047496 0.0720441664643 ...
1.09731242214 0.490796381346 7.25 4.59123894147 -2.14073070763 ...
1.63792841781 0.612652594286 6.75 1.79604605035 -0.644363995357 ...
1.48465576034 0.978295808687 6.75 -2.00753620902 1.39437534964 ...
1.0987608663 4.25212569087 6.25 -2.58901196498 2.56054320803 ...
1.42592178132 2.76984518311 6.25 0.888195752358 1.03114549274 ...
1.52958239462 1.31795955491 6.5 -0.902907564082 -0.0952198893776 ...
1.0170168994 2.14733589918 7 -1.3054866978 2.68803738466 ...
0.723253652257 3.43552889347 7.5 1.8213700853 0.592593586195 ...
1.24720806008 3.87383806577 7.5 0.0522300654168 0.988871238698 ...
0.482531471239 2.67793287032 7.5 2.9693944293 -0.108591166081 ...
0.154056100439 0.927269031704 6.75 0.119222057561 3.30489209451 ...
0.0694865769274 6.65916526788 6.25 0.889014476084 -2.83976849035 ...
-0.121267434867 0.341442615696 5.25 0.323053239216 -3.49289229012 ...
0.726473690375 -3.5423730964 4 2.19149290449 -3.20855054004 ...
1.39271709108 2.63121085718 3.75 0.88406577736 0.75622580197 ...
1.07502077727 5.88578836799 4.25 -2.55088273352 2.89018116374 ...
0.759049251607 4.24703604223 4.5 0.575687665685 -0.388292506167 ...
];
data = reshape(data,5,86)';
y_obs = data(:,1);

1
tests/kalman/likelihood/compare_kalman_routines.m
View File

@ -187,3 +187,4 @@ else
disp(['percentage dev. = ' num2str((LIK3/LIK2-1)*100)])
end
end

22
tests/kalman/likelihood/simul_state_space_model.m
View File

@ -1,25 +1,25 @@
function observed_data = simul_state_space_model(T,R,Q,mf,nobs,H)
pp = length(mf);
mm = length(T);
rr = length(Q);
pp = length(mf);
mm = length(T);
rr = length(Q);
upper_cholesky_Q = chol(Q);
if nargin>5
upper_cholesky_Q = chol(Q);
if nargin>5
upper_cholesky_H = chol(H);
end
end
state_data = zeros(mm,1);
state_data = zeros(mm,1);
if (nargin==5)
if (nargin==5)
for t = 1:nobs
state_data = T*state_data + R* upper_cholesky_Q * randn(rr,1);
observed_data(:,t) = state_data(mf);
end
elseif (nargin==6)
elseif (nargin==6)
for t = 1:nobs
state_data = T*state_data + R* upper_cholesky_Q * randn(rr,1);
observed_data(:,t) = state_data(mf) + upper_cholesky_H * randn(pp,1);
end
else
else
error('simul_state_space_model:: I don''t understand what you want!!!')
end
end

8
tests/kalman_filter_smoother/compare_results_simulation/fsdat_simul_logged.m
View File

@ -203,7 +203,7 @@ gy_obs =[
0.99825038
0.99403411
];
];
gp_obs =[
1.0079715
@ -410,7 +410,7 @@ gp_obs =[
1.0154053
1.01703
];
];
Y_obs =[
1
@ -617,7 +617,7 @@ Y_obs =[
0.94070026
0.93172987
];
];
P_obs =[
1
@ -824,7 +824,7 @@ P_obs =[
1.4175823
1.4266407
];
];
gp_obs=log(gp_obs);
gy_obs=log(gy_obs);

8
tests/kalman_filter_smoother/fsdat_simul.m
View File

@ -203,7 +203,7 @@ gy_obs =[
0.99825038
0.99403411
];
];
gp_obs =[
1.0079715
@ -410,7 +410,7 @@ gp_obs =[
1.0154053
1.01703
];
];
Y_obs =[
1
@ -617,7 +617,7 @@ Y_obs =[
0.94070026
0.93172987
];
];
P_obs =[
1
@ -824,5 +824,5 @@ P_obs =[
1.4175823
1.4266407
];
];

14
tests/load_octave_packages.m
View File

@ -11,11 +11,11 @@
## 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/>.
##
## You should have received a copy of the GNU General Public License
## along with Dynare. If not, see <http://www.gnu.org/licenses/>.
pkg load io
pkg load optim
pkg load control
pkg load statistics
pkg load io
pkg load optim
pkg load control
pkg load statistics

172
tests/ls2003/data_ca1.m
View File

@ -1,90 +1,90 @@
data = [0.928467646476 11.8716889412 20 0.418037507392 0.227382377518 ...
-0.705994063083 11.7522582094 21.25 1.09254424511 -1.29488274994 ...
-0.511895351926 9.68144025625 17.25 -1.66150408407 0.331508393098 ...
-0.990955971267 10.0890781236 17 1.43016275252 -2.43589670141 ...
-0.981233061806 12.1094840679 18.25 2.91293288733 -0.790246576864 ...
-0.882182844512 8.54559460406 15 0.419579139481 0.358729719566 ...
-0.930893002836 6.19238374422 12.5 -1.48847457959 0.739779938797 ...
1.53158206947 2.76544271886 11.5 -0.336216769682 0.455559918769 ...
2.2659052834 5.47418162513 11 0.306436789767 -0.0707985731221 ...
1.05419803797 6.35698426189 11 0.140700250477 0.620401487202 ...
1.20161076793 3.4253301593 11 0.461296492351 0.14354323987 ...
1.73934077971 4.70926070322 11.5 1.35798282982 0.38564694435 ...
1.71735262584 3.54232079749 12.5 2.9097529155 -0.804308583301 ...
0.426343657844 3.32719108897 13 1.64214862652 -1.18214664701 ...
1.67751812324 2.93444727338 11.25 0.344434910651 -1.6529373719 ...
1.37013301099 4.72303361923 11.75 2.61511526582 0.327684243041 ...
0.281231073781 4.4893853071 10.5 1.17043449257 1.12855106649 ...
1.53638992834 3.7325309699 10.25 -0.683947046728 0.11943538737 ...
1.68081431462 3.34729969129 10 1.41159342106 -1.59065680853 ...
-0.343321601133 5.05563513564 12 1.75117366498 -2.40127764642 ...
0.873415608666 3.2779996255 10.25 -1.39895866711 0.0971444398216 ...
0.26399696544 4.78229419828 9.75 0.0914692438124 0.299310457612 ...
-0.562233624818 3.88598638237 9.75 -0.0505384765105 0.332826708151 ...
2.15161914936 3.84859710132 8.75 -3.44811080489 0.789138678784 ...
1.2345093726 5.62225030942 9.5 -0.366945407434 2.32974981198 ...
1.62554967459 4.24667132831 10 -0.800958371402 0.0293183770935 ...
1.33035402527 2.75248979249 9.75 -0.855723113225 0.852493939813 ...
1.52078814077 3.53415985826 9.75 -3.37963469203 -1.05133958119 ...
1.16704983697 4.92754079464 10.75 -3.0142303324 0.459907431978 ...
0.277213572101 4.55532133037 11.75 -0.851995599415 2.03242034852 ...
0.842215068977 3.11164509647 12.25 -1.08290421696 0.014323281961 ...
1.05325028606 4.92882647578 13.5 -1.1953883867 0.706764750654 ...
0.453051253568 6.82998950103 13.5 0.111803656462 0.088462593153 ...
0.199885995525 5.82643354662 13.5 -0.920501518421 -0.26504958666 ...
0.137907999624 2.66076369132 13.5 -1.17122929812 -0.995642430514 ...
0.721949686709 5.70497876823 14.25 1.19378169018 -1.10644839651 ...
-0.418465249225 3.75861110232 14.75 -1.03131674824 0.188507675831 ...
-0.644028342116 4.15104788154 13.75 -1.48911756546 0.204560913792 ...
-0.848213852668 5.65580324027 12.75 0.677011703877 -0.849628054542 ...
-1.51954076928 11.4866911266 11.25 -0.446024680774 -0.456342350765 ...
0.265275055215 2.85472749592 9.75 -0.598778202436 -0.907311640831 ...
0.356162529063 2.29614015658 9.5 -0.46820788432 -1.22130883441 ...
0.368308864363 -0.539083504685 8 -0.781333991956 0.374007246518 ...
-0.145751412732 1.61507621789 8.25 3.68291932628 1.32438399845 ...
0.285457283664 2.14334055993 7 1.42819405379 -0.00818660844123 ...
0.372390129412 1.60000213334 6.25 0.626106424052 -0.10136772765 ...
0.382720203063 1.72614243263 7.25 4.89631941021 -1.10060711916 ...
0.737957515573 2.90430582851 6 -0.0422721010314 0.4178952497 ...
0.649532581668 0.657135682543 6 0.692066153971 0.422299120276 ...
0.627159201987 1.70352689913 5.75 2.62066711305 -1.29237304034 ...
0.905441299817 1.95663197267 5.5 1.5949697565 -0.27115830703 ...
1.49322577898 -2.08741765309 6.25 1.23027694802 0.418336889527 ...
1.48750731567 -1.57274121871 8 3.01660550994 -0.893958254365 ...
1.39783858087 2.22623066426 7 -0.80842319214 1.47625453886 ...
0.89274836317 1.30378081742 8 -0.249485058661 0.159871204185 ...
0.920652246088 4.1437741965 9.75 2.8204453623 0.178149239655 ...
-0.00264276644799 3.07989972052 8.75 -2.56342461535 2.105998353 ...
0.0198190461681 0.766283759256 8 -1.15838865989 1.56888883418 ...
0.440050515311 0.127570085801 7.5 0.0400753569995 0.028914333532 ...
0.129536637901 1.78174141526 6.75 0.959943962785 0.307781224401 ...
0.398549827172 3.03606770667 6.5 -0.340209794742 0.100979469478 ...
1.17174775425 0.629625188037 5.75 0.403003686814 0.902394579377 ...
0.991163981251 2.50862910684 4.75 -1.44963996982 1.16150986945 ...
0.967603566096 2.12003739013 4.75 0.610846030775 -0.889994896068 ...
1.14689383604 1.24185011459 4.75 2.01098091308 -1.73846431001 ...
1.32593824054 0.990713820685 4.75 -0.0955142989332 -0.0369257308362 ...
0.861135002644 -0.24744943605 6 1.72793107135 -0.691506789639 ...
1.26870850151 2.09844764887 6.5 1.50720217572 -1.31399187077 ...
0.260364987715 1.10650139716 6.5 1.13659047496 0.0720441664643 ...
1.09731242214 0.490796381346 7.25 4.59123894147 -2.14073070763 ...
1.63792841781 0.612652594286 6.75 1.79604605035 -0.644363995357 ...
1.48465576034 0.978295808687 6.75 -2.00753620902 1.39437534964 ...
1.0987608663 4.25212569087 6.25 -2.58901196498 2.56054320803 ...
1.42592178132 2.76984518311 6.25 0.888195752358 1.03114549274 ...
1.52958239462 1.31795955491 6.5 -0.902907564082 -0.0952198893776 ...
1.0170168994 2.14733589918 7 -1.3054866978 2.68803738466 ...
0.723253652257 3.43552889347 7.5 1.8213700853 0.592593586195 ...
1.24720806008 3.87383806577 7.5 0.0522300654168 0.988871238698 ...
0.482531471239 2.67793287032 7.5 2.9693944293 -0.108591166081 ...
0.154056100439 0.927269031704 6.75 0.119222057561 3.30489209451 ...
0.0694865769274 6.65916526788 6.25 0.889014476084 -2.83976849035 ...
-0.121267434867 0.341442615696 5.25 0.323053239216 -3.49289229012 ...
0.726473690375 -3.5423730964 4 2.19149290449 -3.20855054004 ...
1.39271709108 2.63121085718 3.75 0.88406577736 0.75622580197 ...
1.07502077727 5.88578836799 4.25 -2.55088273352 2.89018116374 ...
0.759049251607 4.24703604223 4.5 0.575687665685 -0.388292506167 ...
];
-0.705994063083 11.7522582094 21.25 1.09254424511 -1.29488274994 ...
-0.511895351926 9.68144025625 17.25 -1.66150408407 0.331508393098 ...
-0.990955971267 10.0890781236 17 1.43016275252 -2.43589670141 ...
-0.981233061806 12.1094840679 18.25 2.91293288733 -0.790246576864 ...
-0.882182844512 8.54559460406 15 0.419579139481 0.358729719566 ...
-0.930893002836 6.19238374422 12.5 -1.48847457959 0.739779938797 ...
1.53158206947 2.76544271886 11.5 -0.336216769682 0.455559918769 ...
2.2659052834 5.47418162513 11 0.306436789767 -0.0707985731221 ...
1.05419803797 6.35698426189 11 0.140700250477 0.620401487202 ...
1.20161076793 3.4253301593 11 0.461296492351 0.14354323987 ...
1.73934077971 4.70926070322 11.5 1.35798282982 0.38564694435 ...
1.71735262584 3.54232079749 12.5 2.9097529155 -0.804308583301 ...
0.426343657844 3.32719108897 13 1.64214862652 -1.18214664701 ...
1.67751812324 2.93444727338 11.25 0.344434910651 -1.6529373719 ...
1.37013301099 4.72303361923 11.75 2.61511526582 0.327684243041 ...
0.281231073781 4.4893853071 10.5 1.17043449257 1.12855106649 ...
1.53638992834 3.7325309699 10.25 -0.683947046728 0.11943538737 ...
1.68081431462 3.34729969129 10 1.41159342106 -1.59065680853 ...
-0.343321601133 5.05563513564 12 1.75117366498 -2.40127764642 ...
0.873415608666 3.2779996255 10.25 -1.39895866711 0.0971444398216 ...
0.26399696544 4.78229419828 9.75 0.0914692438124 0.299310457612 ...
-0.562233624818 3.88598638237 9.75 -0.0505384765105 0.332826708151 ...
2.15161914936 3.84859710132 8.75 -3.44811080489 0.789138678784 ...
1.2345093726 5.62225030942 9.5 -0.366945407434 2.32974981198 ...
1.62554967459 4.24667132831 10 -0.800958371402 0.0293183770935 ...
1.33035402527 2.75248979249 9.75 -0.855723113225 0.852493939813 ...
1.52078814077 3.53415985826 9.75 -3.37963469203 -1.05133958119 ...
1.16704983697 4.92754079464 10.75 -3.0142303324 0.459907431978 ...
0.277213572101 4.55532133037 11.75 -0.851995599415 2.03242034852 ...
0.842215068977 3.11164509647 12.25 -1.08290421696 0.014323281961 ...
1.05325028606 4.92882647578 13.5 -1.1953883867 0.706764750654 ...
0.453051253568 6.82998950103 13.5 0.111803656462 0.088462593153 ...
0.199885995525 5.82643354662 13.5 -0.920501518421 -0.26504958666 ...
0.137907999624 2.66076369132 13.5 -1.17122929812 -0.995642430514 ...
0.721949686709 5.70497876823 14.25 1.19378169018 -1.10644839651 ...
-0.418465249225 3.75861110232 14.75 -1.03131674824 0.188507675831 ...
-0.644028342116 4.15104788154 13.75 -1.48911756546 0.204560913792 ...
-0.848213852668 5.65580324027 12.75 0.677011703877 -0.849628054542 ...
-1.51954076928 11.4866911266 11.25 -0.446024680774 -0.456342350765 ...
0.265275055215 2.85472749592 9.75 -0.598778202436 -0.907311640831 ...
0.356162529063 2.29614015658 9.5 -0.46820788432 -1.22130883441 ...
0.368308864363 -0.539083504685 8 -0.781333991956 0.374007246518 ...
-0.145751412732 1.61507621789 8.25 3.68291932628 1.32438399845 ...
0.285457283664 2.14334055993 7 1.42819405379 -0.00818660844123 ...
0.372390129412 1.60000213334 6.25 0.626106424052 -0.10136772765 ...
0.382720203063 1.72614243263 7.25 4.89631941021 -1.10060711916 ...
0.737957515573 2.90430582851 6 -0.0422721010314 0.4178952497 ...
0.649532581668 0.657135682543 6 0.692066153971 0.422299120276 ...
0.627159201987 1.70352689913 5.75 2.62066711305 -1.29237304034 ...
0.905441299817 1.95663197267 5.5 1.5949697565 -0.27115830703 ...
1.49322577898 -2.08741765309 6.25 1.23027694802 0.418336889527 ...
1.48750731567 -1.57274121871 8 3.01660550994 -0.893958254365 ...
1.39783858087 2.22623066426 7 -0.80842319214 1.47625453886 ...
0.89274836317 1.30378081742 8 -0.249485058661 0.159871204185 ...
0.920652246088 4.1437741965 9.75 2.8204453623 0.178149239655 ...
-0.00264276644799 3.07989972052 8.75 -2.56342461535 2.105998353 ...
0.0198190461681 0.766283759256 8 -1.15838865989 1.56888883418 ...
0.440050515311 0.127570085801 7.5 0.0400753569995 0.028914333532 ...
0.129536637901 1.78174141526 6.75 0.959943962785 0.307781224401 ...
0.398549827172 3.03606770667 6.5 -0.340209794742 0.100979469478 ...
1.17174775425 0.629625188037 5.75 0.403003686814 0.902394579377 ...
0.991163981251 2.50862910684 4.75 -1.44963996982 1.16150986945 ...
0.967603566096 2.12003739013 4.75 0.610846030775 -0.889994896068 ...
1.14689383604 1.24185011459 4.75 2.01098091308 -1.73846431001 ...
1.32593824054 0.990713820685 4.75 -0.0955142989332 -0.0369257308362 ...
0.861135002644 -0.24744943605 6 1.72793107135 -0.691506789639 ...
1.26870850151 2.09844764887 6.5 1.50720217572 -1.31399187077 ...
0.260364987715 1.10650139716 6.5 1.13659047496 0.0720441664643 ...
1.09731242214 0.490796381346 7.25 4.59123894147 -2.14073070763 ...
1.63792841781 0.612652594286 6.75 1.79604605035 -0.644363995357 ...
1.48465576034 0.978295808687 6.75 -2.00753620902 1.39437534964 ...
1.0987608663 4.25212569087 6.25 -2.58901196498 2.56054320803 ...
1.42592178132 2.76984518311 6.25 0.888195752358 1.03114549274 ...
1.52958239462 1.31795955491 6.5 -0.902907564082 -0.0952198893776 ...
1.0170168994 2.14733589918 7 -1.3054866978 2.68803738466 ...
0.723253652257 3.43552889347 7.5 1.8213700853 0.592593586195 ...
1.24720806008 3.87383806577 7.5 0.0522300654168 0.988871238698 ...
0.482531471239 2.67793287032 7.5 2.9693944293 -0.108591166081 ...
0.154056100439 0.927269031704 6.75 0.119222057561 3.30489209451 ...
0.0694865769274 6.65916526788 6.25 0.889014476084 -2.83976849035 ...
-0.121267434867 0.341442615696 5.25 0.323053239216 -3.49289229012 ...
0.726473690375 -3.5423730964 4 2.19149290449 -3.20855054004 ...
1.39271709108 2.63121085718 3.75 0.88406577736 0.75622580197 ...
1.07502077727 5.88578836799 4.25 -2.55088273352 2.89018116374 ...
0.759049251607 4.24703604223 4.5 0.575687665685 -0.388292506167 ...
];
data = reshape(data,5,86)';
y_obs = data(:,1);

172
tests/measurement_errors/data_ca1.m
View File

@ -1,90 +1,90 @@
data = [0.928467646476 11.8716889412 20 0.418037507392 0.227382377518 ...
-0.705994063083 11.7522582094 21.25 1.09254424511 -1.29488274994 ...
-0.511895351926 9.68144025625 17.25 -1.66150408407 0.331508393098 ...
-0.990955971267 10.0890781236 17 1.43016275252 -2.43589670141 ...
-0.981233061806 12.1094840679 18.25 2.91293288733 -0.790246576864 ...
-0.882182844512 8.54559460406 15 0.419579139481 0.358729719566 ...
-0.930893002836 6.19238374422 12.5 -1.48847457959 0.739779938797 ...
1.53158206947 2.76544271886 11.5 -0.336216769682 0.455559918769 ...
2.2659052834 5.47418162513 11 0.306436789767 -0.0707985731221 ...
1.05419803797 6.35698426189 11 0.140700250477 0.620401487202 ...
1.20161076793 3.4253301593 11 0.461296492351 0.14354323987 ...
1.73934077971 4.70926070322 11.5 1.35798282982 0.38564694435 ...
1.71735262584 3.54232079749 12.5 2.9097529155 -0.804308583301 ...
0.426343657844 3.32719108897 13 1.64214862652 -1.18214664701 ...
1.67751812324 2.93444727338 11.25 0.344434910651 -1.6529373719 ...
1.37013301099 4.72303361923 11.75 2.61511526582 0.327684243041 ...
0.281231073781 4.4893853071 10.5 1.17043449257 1.12855106649 ...
1.53638992834 3.7325309699 10.25 -0.683947046728 0.11943538737 ...
1.68081431462 3.34729969129 10 1.41159342106 -1.59065680853 ...
-0.343321601133 5.05563513564 12 1.75117366498 -2.40127764642 ...
0.873415608666 3.2779996255 10.25 -1.39895866711 0.0971444398216 ...
0.26399696544 4.78229419828 9.75 0.0914692438124 0.299310457612 ...
-0.562233624818 3.88598638237 9.75 -0.0505384765105 0.332826708151 ...
2.15161914936 3.84859710132 8.75 -3.44811080489 0.789138678784 ...
1.2345093726 5.62225030942 9.5 -0.366945407434 2.32974981198 ...
1.62554967459 4.24667132831 10 -0.800958371402 0.0293183770935 ...
1.33035402527 2.75248979249 9.75 -0.855723113225 0.852493939813 ...
1.52078814077 3.53415985826 9.75 -3.37963469203 -1.05133958119 ...
1.16704983697 4.92754079464 10.75 -3.0142303324 0.459907431978 ...
0.277213572101 4.55532133037 11.75 -0.851995599415 2.03242034852 ...
0.842215068977 3.11164509647 12.25 -1.08290421696 0.014323281961 ...
1.05325028606 4.92882647578 13.5 -1.1953883867 0.706764750654 ...
0.453051253568 6.82998950103 13.5 0.111803656462 0.088462593153 ...
0.199885995525 5.82643354662 13.5 -0.920501518421 -0.26504958666 ...
0.137907999624 2.66076369132 13.5 -1.17122929812 -0.995642430514 ...
0.721949686709 5.70497876823 14.25 1.19378169018 -1.10644839651 ...
-0.418465249225 3.75861110232 14.75 -1.03131674824 0.188507675831 ...
-0.644028342116 4.15104788154 13.75 -1.48911756546 0.204560913792 ...
-0.848213852668 5.65580324027 12.75 0.677011703877 -0.849628054542 ...
-1.51954076928 11.4866911266 11.25 -0.446024680774 -0.456342350765 ...
0.265275055215 2.85472749592 9.75 -0.598778202436 -0.907311640831 ...
0.356162529063 2.29614015658 9.5 -0.46820788432 -1.22130883441 ...
0.368308864363 -0.539083504685 8 -0.781333991956 0.374007246518 ...
-0.145751412732 1.61507621789 8.25 3.68291932628 1.32438399845 ...
0.285457283664 2.14334055993 7 1.42819405379 -0.00818660844123 ...
0.372390129412 1.60000213334 6.25 0.626106424052 -0.10136772765 ...
0.382720203063 1.72614243263 7.25 4.89631941021 -1.10060711916 ...
0.737957515573 2.90430582851 6 -0.0422721010314 0.4178952497 ...
0.649532581668 0.657135682543 6 0.692066153971 0.422299120276 ...
0.627159201987 1.70352689913 5.75 2.62066711305 -1.29237304034 ...
0.905441299817 1.95663197267 5.5 1.5949697565 -0.27115830703 ...
1.49322577898 -2.08741765309 6.25 1.23027694802 0.418336889527 ...
1.48750731567 -1.57274121871 8 3.01660550994 -0.893958254365 ...
1.39783858087 2.22623066426 7 -0.80842319214 1.47625453886 ...
0.89274836317 1.30378081742 8 -0.249485058661 0.159871204185 ...
0.920652246088 4.1437741965 9.75 2.8204453623 0.178149239655 ...
-0.00264276644799 3.07989972052 8.75 -2.56342461535 2.105998353 ...
0.0198190461681 0.766283759256 8 -1.15838865989 1.56888883418 ...
0.440050515311 0.127570085801 7.5 0.0400753569995 0.028914333532 ...
0.129536637901 1.78174141526 6.75 0.959943962785 0.307781224401 ...
0.398549827172 3.03606770667 6.5 -0.340209794742 0.100979469478 ...
1.17174775425 0.629625188037 5.75 0.403003686814 0.902394579377 ...
0.991163981251 2.50862910684 4.75 -1.44963996982 1.16150986945 ...
0.967603566096 2.12003739013 4.75 0.610846030775 -0.889994896068 ...
1.14689383604 1.24185011459 4.75 2.01098091308 -1.73846431001 ...
1.32593824054 0.990713820685 4.75 -0.0955142989332 -0.0369257308362 ...
0.861135002644 -0.24744943605 6 1.72793107135 -0.691506789639 ...
1.26870850151 2.09844764887 6.5 1.50720217572 -1.31399187077 ...
0.260364987715 1.10650139716 6.5 1.13659047496 0.0720441664643 ...
1.09731242214 0.490796381346 7.25 4.59123894147 -2.14073070763 ...
1.63792841781 0.612652594286 6.75 1.79604605035 -0.644363995357 ...
1.48465576034 0.978295808687 6.75 -2.00753620902 1.39437534964 ...
1.0987608663 4.25212569087 6.25 -2.58901196498 2.56054320803 ...
1.42592178132 2.76984518311 6.25 0.888195752358 1.03114549274 ...
1.52958239462 1.31795955491 6.5 -0.902907564082 -0.0952198893776 ...
1.0170168994 2.14733589918 7 -1.3054866978 2.68803738466 ...
0.723253652257 3.43552889347 7.5 1.8213700853 0.592593586195 ...
1.24720806008 3.87383806577 7.5 0.0522300654168 0.988871238698 ...
0.482531471239 2.67793287032 7.5 2.9693944293 -0.108591166081 ...
0.154056100439 0.927269031704 6.75 0.119222057561 3.30489209451 ...
0.0694865769274 6.65916526788 6.25 0.889014476084 -2.83976849035 ...
-0.121267434867 0.341442615696 5.25 0.323053239216 -3.49289229012 ...
0.726473690375 -3.5423730964 4 2.19149290449 -3.20855054004 ...
1.39271709108 2.63121085718 3.75 0.88406577736 0.75622580197 ...
1.07502077727 5.88578836799 4.25 -2.55088273352 2.89018116374 ...
0.759049251607 4.24703604223 4.5 0.575687665685 -0.388292506167 ...
];
-0.705994063083 11.7522582094 21.25 1.09254424511 -1.29488274994 ...
-0.511895351926 9.68144025625 17.25 -1.66150408407 0.331508393098 ...
-0.990955971267 10.0890781236 17 1.43016275252 -2.43589670141 ...
-0.981233061806 12.1094840679 18.25 2.91293288733 -0.790246576864 ...
-0.882182844512 8.54559460406 15 0.419579139481 0.358729719566 ...
-0.930893002836 6.19238374422 12.5 -1.48847457959 0.739779938797 ...
1.53158206947 2.76544271886 11.5 -0.336216769682 0.455559918769 ...
2.2659052834 5.47418162513 11 0.306436789767 -0.0707985731221 ...
1.05419803797 6.35698426189 11 0.140700250477 0.620401487202 ...
1.20161076793 3.4253301593 11 0.461296492351 0.14354323987 ...
1.73934077971 4.70926070322 11.5 1.35798282982 0.38564694435 ...
1.71735262584 3.54232079749 12.5 2.9097529155 -0.804308583301 ...
0.426343657844 3.32719108897 13 1.64214862652 -1.18214664701 ...
1.67751812324 2.93444727338 11.25 0.344434910651 -1.6529373719 ...
1.37013301099 4.72303361923 11.75 2.61511526582 0.327684243041 ...
0.281231073781 4.4893853071 10.5 1.17043449257 1.12855106649 ...
1.53638992834 3.7325309699 10.25 -0.683947046728 0.11943538737 ...
1.68081431462 3.34729969129 10 1.41159342106 -1.59065680853 ...
-0.343321601133 5.05563513564 12 1.75117366498 -2.40127764642 ...
0.873415608666 3.2779996255 10.25 -1.39895866711 0.0971444398216 ...
0.26399696544 4.78229419828 9.75 0.0914692438124 0.299310457612 ...
-0.562233624818 3.88598638237 9.75 -0.0505384765105 0.332826708151 ...
2.15161914936 3.84859710132 8.75 -3.44811080489 0.789138678784 ...
1.2345093726 5.62225030942 9.5 -0.366945407434 2.32974981198 ...
1.62554967459 4.24667132831 10 -0.800958371402 0.0293183770935 ...
1.33035402527 2.75248979249 9.75 -0.855723113225 0.852493939813 ...
1.52078814077 3.53415985826 9.75 -3.37963469203 -1.05133958119 ...
1.16704983697 4.92754079464 10.75 -3.0142303324 0.459907431978 ...
0.277213572101 4.55532133037 11.75 -0.851995599415 2.03242034852 ...
0.842215068977 3.11164509647 12.25 -1.08290421696 0.014323281961 ...
1.05325028606 4.92882647578 13.5 -1.1953883867 0.706764750654 ...
0.453051253568 6.82998950103 13.5 0.111803656462 0.088462593153 ...
0.199885995525 5.82643354662 13.5 -0.920501518421 -0.26504958666 ...
0.137907999624 2.66076369132 13.5 -1.17122929812 -0.995642430514 ...
0.721949686709 5.70497876823 14.25 1.19378169018 -1.10644839651 ...
-0.418465249225 3.75861110232 14.75 -1.03131674824 0.188507675831 ...
-0.644028342116 4.15104788154 13.75 -1.48911756546 0.204560913792 ...
-0.848213852668 5.65580324027 12.75 0.677011703877 -0.849628054542 ...
-1.51954076928 11.4866911266 11.25 -0.446024680774 -0.456342350765 ...
0.265275055215 2.85472749592 9.75 -0.598778202436 -0.907311640831 ...
0.356162529063 2.29614015658 9.5 -0.46820788432 -1.22130883441 ...
0.368308864363 -0.539083504685 8 -0.781333991956 0.374007246518 ...
-0.145751412732 1.61507621789 8.25 3.68291932628 1.32438399845 ...
0.285457283664 2.14334055993 7 1.42819405379 -0.00818660844123 ...
0.372390129412 1.60000213334 6.25 0.626106424052 -0.10136772765 ...
0.382720203063 1.72614243263 7.25 4.89631941021 -1.10060711916 ...
0.737957515573 2.90430582851 6 -0.0422721010314 0.4178952497 ...
0.649532581668 0.657135682543 6 0.692066153971 0.422299120276 ...
0.627159201987 1.70352689913 5.75 2.62066711305 -1.29237304034 ...
0.905441299817 1.95663197267 5.5 1.5949697565 -0.27115830703 ...
1.49322577898 -2.08741765309 6.25 1.23027694802 0.418336889527 ...
1.48750731567 -1.57274121871 8 3.01660550994 -0.893958254365 ...
1.39783858087 2.22623066426 7 -0.80842319214 1.47625453886 ...
0.89274836317 1.30378081742 8 -0.249485058661 0.159871204185 ...
0.920652246088 4.1437741965 9.75 2.8204453623 0.178149239655 ...
-0.00264276644799 3.07989972052 8.75 -2.56342461535 2.105998353 ...
0.0198190461681 0.766283759256 8 -1.15838865989 1.56888883418 ...
0.440050515311 0.127570085801 7.5 0.0400753569995 0.028914333532 ...
0.129536637901 1.78174141526 6.75 0.959943962785 0.307781224401 ...
0.398549827172 3.03606770667 6.5 -0.340209794742 0.100979469478 ...
1.17174775425 0.629625188037 5.75 0.403003686814 0.902394579377 ...
0.991163981251 2.50862910684 4.75 -1.44963996982 1.16150986945 ...
0.967603566096 2.12003739013 4.75 0.610846030775 -0.889994896068 ...
1.14689383604 1.24185011459 4.75 2.01098091308 -1.73846431001 ...
1.32593824054 0.990713820685 4.75 -0.0955142989332 -0.0369257308362 ...
0.861135002644 -0.24744943605 6 1.72793107135 -0.691506789639 ...
1.26870850151 2.09844764887 6.5 1.50720217572 -1.31399187077 ...
0.260364987715 1.10650139716 6.5 1.13659047496 0.0720441664643 ...
1.09731242214 0.490796381346 7.25 4.59123894147 -2.14073070763 ...
1.63792841781 0.612652594286 6.75 1.79604605035 -0.644363995357 ...
1.48465576034 0.978295808687 6.75 -2.00753620902 1.39437534964 ...
1.0987608663 4.25212569087 6.25 -2.58901196498 2.56054320803 ...
1.42592178132 2.76984518311 6.25 0.888195752358 1.03114549274 ...
1.52958239462 1.31795955491 6.5 -0.902907564082 -0.0952198893776 ...
1.0170168994 2.14733589918 7 -1.3054866978 2.68803738466 ...
0.723253652257 3.43552889347 7.5 1.8213700853 0.592593586195 ...
1.24720806008 3.87383806577 7.5 0.0522300654168 0.988871238698 ...
0.482531471239 2.67793287032 7.5 2.9693944293 -0.108591166081 ...
0.154056100439 0.927269031704 6.75 0.119222057561 3.30489209451 ...
0.0694865769274 6.65916526788 6.25 0.889014476084 -2.83976849035 ...
-0.121267434867 0.341442615696 5.25 0.323053239216 -3.49289229012 ...
0.726473690375 -3.5423730964 4 2.19149290449 -3.20855054004 ...
1.39271709108 2.63121085718 3.75 0.88406577736 0.75622580197 ...
1.07502077727 5.88578836799 4.25 -2.55088273352 2.89018116374 ...
0.759049251607 4.24703604223 4.5 0.575687665685 -0.388292506167 ...
];
data = reshape(data,5,86)';
y_obs = data(:,1);

4
tests/measurement_errors/fs2000_corr_me_ml_mcmc/fsdat_simul.m
View File

@ -205,7 +205,7 @@ gy_obs =[
1.0197363
1.0221185
];
];
gp_obs =[
1.0079715
@ -412,5 +412,5 @@ gp_obs =[
1.0171195
0.99233844
];
];

24
tests/ms-sbvar/archive-files/ftd_RSvensson_4v.m
View File

@ -1,4 +1,4 @@
function [Ui,Vi,n0,np,ixmC0Pres] = ftd_RSvensson_4v(lags,nvar,nexo,indxC0Pres)
function [Ui,Vi,n0,np,ixmC0Pres] = ftd_reac_function_4v(lags,nvar,nexo,indxC0Pres)
% vlist = [ff+ch fh dpgdp ffr)
%
% Exporting orthonormal matrices for the deterministic linear restrictions (equation by equation)
@ -122,10 +122,10 @@ k=nvar*lags+nexo;
Ri = zeros(k,k,nvar);
% constraints on IS curve /conso+corporate investment
for nv=1:2
for ll=1:lags
Ri(ll,3+lags*(ll-1),nv)=1;
Ri(ll,4+lags*(ll-1),nv)=1;
end
for ll=1:lags
Ri(ll,3+lags*(ll-1),nv)=1;
Ri(ll,4+lags*(ll-1),nv)=1;
end
end
% constraints on IS curve /conso+corporate investment only on the long run
@ -140,7 +140,7 @@ end
% constraints on Ph curve / inflation does not react to interest rates
for ll=1:lags
Ri(ll,4+lags*(ll-1),3)=1;
Ri(ll,4+lags*(ll-1),3)=1;
end
@ -175,13 +175,13 @@ if indxC0Pres
3 2 2 1];
% % 4 columns.
% ncres = 5; % manually key in the number of cross-A0-A+ restrictions
% % 4 columns.
% ncres = 5; % manually key in the number of cross-A0-A+ restrictions
% % 1st: the jth column (equation) of A+ or A0: f_j or a_j
% % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+
% % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0
% % 4th: the number s such that f_j(i) = s * a_j(h) holds.
% % 1st: the jth column (equation) of A+ or A0: f_j or a_j
% % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+
% % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0
% % 4th: the number s such that f_j(i) = s * a_j(h) holds.
else
ixmC0Pres = NaN;
end

12
tests/ms-sbvar/archive-files/ftd_cholesky.m
View File

@ -238,13 +238,13 @@ if indxC0Pres
3 2 2 1];
% % 4 columns.
% ncres = 5; % manually key in the number of cross-A0-A+ restrictions
% % 4 columns.
% ncres = 5; % manually key in the number of cross-A0-A+ restrictions
% % 1st: the jth column (equation) of A+ or A0: f_j or a_j
% % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+
% % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0
% % 4th: the number s such that f_j(i) = s * a_j(h) holds.
% % 1st: the jth column (equation) of A+ or A0: f_j or a_j
% % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+
% % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0
% % 4th: the number s such that f_j(i) = s * a_j(h) holds.
else
ixmC0Pres = NaN;
end

14
tests/ms-sbvar/archive-files/ftd_non_rec_5v.m
View File

@ -1,4 +1,4 @@
function [Ui,Vi,n0,np,ixmC0Pres] = ftd_non_rec_5v(lags,nvar,nexo,indxC0Pres)
function [Ui,Vi,n0,np,ixmC0Pres] = ftd_upperchol5v(lags,nvar,nexo,indxC0Pres)
% vlist = [127 124 93 141 21]; % 1: GDP; 2: GDP deflator 124 (consumption deflator 79); 3: R; 4: M3 141 (M2 140); 5: exchange rate 21.
% varlist={'y', 'P', 'R', 'M3', 'Ex'};
%
@ -179,13 +179,13 @@ if indxC0Pres
3 2 2 1];
% % 4 columns.
% ncres = 5; % manually key in the number of cross-A0-A+ restrictions
% % 4 columns.
% ncres = 5; % manually key in the number of cross-A0-A+ restrictions
% % 1st: the jth column (equation) of A+ or A0: f_j or a_j
% % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+
% % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0
% % 4th: the number s such that f_j(i) = s * a_j(h) holds.
% % 1st: the jth column (equation) of A+ or A0: f_j or a_j
% % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+
% % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0
% % 4th: the number s such that f_j(i) = s * a_j(h) holds.
else
ixmC0Pres = NaN;
end

12
tests/ms-sbvar/archive-files/ftd_simszha5v.m
View File

@ -177,13 +177,13 @@ if indxC0Pres
3 2 2 1];
% % 4 columns.
% ncres = 5; % manually key in the number of cross-A0-A+ restrictions
% % 4 columns.
% ncres = 5; % manually key in the number of cross-A0-A+ restrictions
% % 1st: the jth column (equation) of A+ or A0: f_j or a_j
% % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+
% % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0
% % 4th: the number s such that f_j(i) = s * a_j(h) holds.
% % 1st: the jth column (equation) of A+ or A0: f_j or a_j
% % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+
% % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0
% % 4th: the number s such that f_j(i) = s * a_j(h) holds.
else
ixmC0Pres = NaN;
end

12
tests/ms-sbvar/archive-files/ftd_upperchol3v.m
View File

@ -157,13 +157,13 @@ if indxC0Pres
3 2 2 1];
% % 4 columns.
% ncres = 5; % manually key in the number of cross-A0-A+ restrictions
% % 4 columns.
% ncres = 5; % manually key in the number of cross-A0-A+ restrictions
% % 1st: the jth column (equation) of A+ or A0: f_j or a_j
% % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+
% % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0
% % 4th: the number s such that f_j(i) = s * a_j(h) holds.
% % 1st: the jth column (equation) of A+ or A0: f_j or a_j
% % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+
% % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0
% % 4th: the number s such that f_j(i) = s * a_j(h) holds.
else
ixmC0Pres = NaN;
end

12
tests/ms-sbvar/archive-files/ftd_upperchol4v.m
View File

@ -165,13 +165,13 @@ if indxC0Pres
3 2 2 1];
% % 4 columns.
% ncres = 5; % manually key in the number of cross-A0-A+ restrictions
% % 4 columns.
% ncres = 5; % manually key in the number of cross-A0-A+ restrictions
% % 1st: the jth column (equation) of A+ or A0: f_j or a_j
% % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+
% % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0
% % 4th: the number s such that f_j(i) = s * a_j(h) holds.
% % 1st: the jth column (equation) of A+ or A0: f_j or a_j
% % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+
% % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0
% % 4th: the number s such that f_j(i) = s * a_j(h) holds.
else
ixmC0Pres = NaN;
end

12
tests/ms-sbvar/archive-files/ftd_upperchol5v.m
View File

@ -174,13 +174,13 @@ if indxC0Pres
3 2 2 1];
% % 4 columns.
% ncres = 5; % manually key in the number of cross-A0-A+ restrictions
% % 4 columns.
% ncres = 5; % manually key in the number of cross-A0-A+ restrictions
% % 1st: the jth column (equation) of A+ or A0: f_j or a_j
% % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+
% % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0
% % 4th: the number s such that f_j(i) = s * a_j(h) holds.
% % 1st: the jth column (equation) of A+ or A0: f_j or a_j
% % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+
% % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0
% % 4th: the number s such that f_j(i) = s * a_j(h) holds.
else
ixmC0Pres = NaN;
end

12
tests/ms-sbvar/archive-files/ftd_upperchol6v.m
View File

@ -181,13 +181,13 @@ if indxC0Pres
3 2 2 1];
% % 4 columns.
% ncres = 5; % manually key in the number of cross-A0-A+ restrictions
% % 4 columns.
% ncres = 5; % manually key in the number of cross-A0-A+ restrictions
% % 1st: the jth column (equation) of A+ or A0: f_j or a_j
% % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+
% % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0
% % 4th: the number s such that f_j(i) = s * a_j(h) holds.
% % 1st: the jth column (equation) of A+ or A0: f_j or a_j
% % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+
% % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0
% % 4th: the number s such that f_j(i) = s * a_j(h) holds.
else
ixmC0Pres = NaN;
end

12
tests/ms-sbvar/archive-files/ftd_upperchol7v.m
View File

@ -191,13 +191,13 @@ if indxC0Pres
3 2 2 1];
% % 4 columns.
% ncres = 5; % manually key in the number of cross-A0-A+ restrictions
% % 4 columns.
% ncres = 5; % manually key in the number of cross-A0-A+ restrictions
% % 1st: the jth column (equation) of A+ or A0: f_j or a_j
% % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+
% % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0
% % 4th: the number s such that f_j(i) = s * a_j(h) holds.
% % 1st: the jth column (equation) of A+ or A0: f_j or a_j
% % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+
% % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0
% % 4th: the number s such that f_j(i) = s * a_j(h) holds.
else
ixmC0Pres = NaN;
end

378
tests/ms-sbvar/data.m
View File

@ -1,193 +1,193 @@
sbvar_data = [
-9.3174834887745916e-003, 1.7994658843431877e-002, 2.5699999999999997e-002;
7.7668705855149511e-003, 6.0096276044880881e-003, 3.0800000000000001e-002;
-1.9541593158383108e-003, 1.1443694953360728e-002, 3.5799999999999998e-002;
-7.3230760374594084e-003, 1.6080663886388402e-002, 3.9900000000000005e-002;
5.7366104256297845e-003, 9.6254961625830138e-003, 3.9300000000000002e-002;
-8.3093609995312789e-003, 1.7721697565065142e-002, 3.7000000000000005e-002;
-1.5818734568909143e-002, 1.8802248364432783e-002, 2.9399999999999999e-002;
-3.8114188274117389e-002, 1.7753163941062411e-002, 2.3000000000000000e-002;
-4.1399862204639426e-002, 4.5389998028741996e-003, 2.0000000000000000e-002;
-3.2217707697825837e-002, 7.3753322217300354e-003, 1.7299999999999999e-002;
-2.5646357007195419e-002, 1.0583418386522991e-002, 1.6799999999999999e-002;
-1.4897222570872337e-002, 1.0366269881014523e-002, 2.4000000000000000e-002;
-6.6220480083236666e-003, 2.3042923285839567e-002, 2.4600000000000000e-002;
-5.3027079623060303e-003, 1.0468178907987236e-002, 2.6099999999999998e-002;
-5.7275387773225717e-003, 1.0815248301383029e-002, 2.8500000000000001e-002;
-1.2909019643277730e-002, 1.3963993831495269e-002, 2.9200000000000000e-002;
-9.6082193296807006e-003, 1.1306915202373702e-002, 2.9700000000000001e-002;
-6.9847294194245180e-003, 4.0554812275257479e-003, 2.9600000000000001e-002;
1.8176103434601742e-003, 7.3752799189321649e-003, 3.3300000000000003e-002;
-4.5038023245602687e-004, 2.3887283546807359e-002, 3.4500000000000003e-002;
1.1624668564948593e-002, 1.4307761419874110e-002, 3.4599999999999999e-002;
1.2948656776092804e-002, 1.3154713006571006e-002, 3.4900000000000000e-002;
1.6160285046599832e-002, 1.9531653948000383e-002, 3.4599999999999999e-002;
8.4081398395898788e-003, 1.8522230201726275e-002, 3.5799999999999998e-002;
2.2153370885423129e-002, 1.7709079726716315e-002, 3.9699999999999999e-002;
2.4844201757035833e-002, 1.7812125625833675e-002, 4.0800000000000003e-002;
3.4050690186470334e-002, 1.7733161216544779e-002, 4.0700000000000000e-002;
4.6893307071320223e-002, 2.4854086852623247e-002, 4.1700000000000001e-002;
5.9972460768834779e-002, 2.4879959563927745e-002, 4.5599999999999995e-002;
5.2289186415585220e-002, 3.7979469553559353e-002, 4.9100000000000005e-002;
4.7741188658148914e-002, 3.9049003040727781e-002, 5.4100000000000002e-002;
4.4667561574096126e-002, 3.5671179948047138e-002, 5.5599999999999997e-002;
4.2427836565945398e-002, 1.9374879269963063e-002, 4.8200000000000000e-002;
3.1462874033119093e-002, 2.5309792721300628e-002, 3.9900000000000005e-002;
2.8437659950142802e-002, 3.7210113920888466e-002, 3.8900000000000004e-002;
2.5156025048538311e-002, 4.4947363315081201e-002, 4.1700000000000001e-002;
3.4855619579102992e-002, 4.3766256282161686e-002, 4.7899999999999998e-002;
4.1146105898716812e-002, 4.5485089147871749e-002, 5.9800000000000006e-002;
3.7608522339491302e-002, 3.9312213398265738e-002, 5.9400000000000001e-002;
3.1755688168807694e-002, 5.7147340097736921e-002, 5.9200000000000003e-002;
3.7547536338742304e-002, 4.0820102882030529e-002, 6.5700000000000008e-002;
3.0780798807969134e-002, 5.4795099957268389e-002, 8.3299999999999999e-002;
2.7622883356809069e-002, 5.9674785474016057e-002, 8.9800000000000005e-002;
1.3687491471252144e-002, 5.1526594947709725e-002, 8.9399999999999993e-002;
3.0365204590552253e-003, 5.7110106004252703e-002, 8.5699999999999998e-002;
-3.8946120840908094e-003, 5.8310720503999880e-002, 7.8799999999999995e-002;
-3.7031729362304588e-003, 3.2162694194911579e-002, 6.7000000000000004e-002;
-2.2953853215847531e-002, 5.2193859691229916e-002, 5.5700000000000000e-002;
-3.9774834192911612e-003, 6.1343390594280400e-002, 3.8599999999999995e-002;
-6.6430088990969693e-003, 5.4548116487401987e-002, 4.5599999999999995e-002;
-6.9966828696923500e-003, 4.0591135320590110e-002, 5.4699999999999999e-002;
-1.2347397716578001e-002, 3.2276797966984239e-002, 4.7500000000000001e-002;
-2.9473495209533240e-003, 6.7805039825567626e-002, 3.5400000000000001e-002;
1.2120764500071601e-002, 2.3686434724627725e-002, 4.2999999999999997e-002;
1.3231348379735053e-002, 3.7187744116042420e-002, 4.7400000000000005e-002;
2.0987028138604202e-002, 4.7889363970077925e-002, 5.1399999999999994e-002;
3.7485754706574781e-002, 5.3965548807981989e-002, 6.5400000000000000e-002;
4.0318879693293397e-002, 6.8340638829176292e-002, 7.8200000000000006e-002;
2.6218511286559831e-002, 7.8958874043481897e-002, 1.0560000000000000e-001;
2.6929695576288992e-002, 7.0997794665009550e-002, 1.0000000000000001e-001;
9.4554586277908470e-003, 8.4242699131246379e-002, 9.3200000000000005e-002;
3.6174737897027853e-003, 9.1565984601668537e-002, 1.1250000000000000e-001;
-1.4685635040370570e-002, 1.2944791465588246e-001, 1.2089999999999999e-001;
-2.7095820218557165e-002, 1.2813135610460602e-001, 9.3500000000000000e-002;
-4.7490291499844517e-002, 9.5634229266530868e-002, 6.3000000000000000e-002;
-4.8493379593802288e-002, 6.0105697293320492e-002, 5.4199999999999998e-002;
-3.9943449805699416e-002, 7.6752303729665350e-002, 6.1600000000000002e-002;
-3.5077206071779443e-002, 7.2995258807648344e-002, 5.4100000000000002e-002;
-2.0906071356066036e-002, 4.5679585226099162e-002, 4.8300000000000003e-002;
-2.1531096410072337e-002, 4.3592360792875207e-002, 5.2000000000000005e-002;
-2.4735476775209264e-002, 5.5187881222506396e-002, 5.2800000000000000e-002;
-2.5561529099840996e-002, 7.0182306554444240e-002, 4.8700000000000000e-002;
-2.1575901985043444e-002, 6.8358747781264828e-002, 4.6600000000000003e-002;
-1.0282812897440152e-002, 6.5803889922906311e-002, 5.1600000000000000e-002;
-9.1324207260257140e-004, 5.6172786341162295e-002, 5.8200000000000002e-002;
-9.5486836624303351e-003, 6.9205174325260410e-002, 6.5099999999999991e-002;
-1.4957543819619445e-002, 6.8508819756844419e-002, 6.7599999999999993e-002;
1.5069561708809687e-002, 7.9300571687745292e-002, 7.2800000000000004e-002;
1.6283475252537372e-002, 7.0872150059167804e-002, 8.1000000000000003e-002;
2.0908466837013862e-002, 8.4120663761548808e-002, 9.5799999999999996e-002;
1.4559374240283418e-002, 7.4654989747748868e-002, 1.0070000000000000e-001;
7.4026792768986382e-003, 1.0065048845414548e-001, 1.0180000000000000e-001;
6.7867658044900026e-003, 8.4869122045493794e-002, 1.0949999999999999e-001;
2.0964569874966088e-003, 8.1073829867721159e-002, 1.3580000000000000e-001;
-2.1618734445638665e-003, 9.0701460926355892e-002, 1.5049999999999999e-001;
-2.9866760868227260e-002, 9.1306883112545645e-002, 1.2689999999999999e-001;
-3.8807200394211705e-002, 9.3833166941218682e-002, 9.8400000000000001e-002;
-2.7491967650325577e-002, 1.1718934484063248e-001, 1.5850000000000000e-001;
-1.4366396848604523e-002, 1.0830156525255896e-001, 1.6570000000000001e-001;
-2.8990249638850329e-002, 7.2488303659308695e-002, 1.7780000000000001e-001;
-2.3603799101664436e-002, 7.5735091281379452e-002, 1.7579999999999998e-001;
-4.2733757910307091e-002, 7.1783638615472212e-002, 1.3589999999999999e-001;
-6.5834256612443909e-002, 5.7815346934783074e-002, 1.4230000000000001e-001;
-6.7076173517195414e-002, 5.0774215309779880e-002, 1.4510000000000001e-001;
-7.7493754839396800e-002, 5.6543508350202609e-002, 1.1010000000000000e-001;
-8.3437100867300273e-002, 4.3285023548542245e-002, 9.2899999999999996e-002;
-7.8140443582185526e-002, 3.4701884333945499e-002, 8.6500000000000007e-002;
-6.2904972370690260e-002, 2.9380728193572736e-002, 8.8000000000000009e-002;
-5.0575674226140066e-002, 4.1378527908603857e-002, 9.4600000000000004e-002;
-3.7530293571547801e-002, 2.9492818368749285e-002, 9.4299999999999995e-002;
-2.5480519753907416e-002, 5.0489471212566306e-002, 9.6900000000000000e-002;
-1.5811147128429681e-002, 3.6455602629870576e-002, 1.0560000000000000e-001;
-1.3623195024511148e-002, 3.3023322354348572e-002, 1.1390000000000000e-001;
-1.3078242370475834e-002, 2.3921358528453451e-002, 9.2699999999999991e-002;
-1.1665978412656486e-002, 4.6889910860992590e-002, 8.4800000000000000e-002;
-1.1057518477750605e-002, 2.1095767295774115e-002, 7.9199999999999993e-002;
-3.5500769385130582e-003, 1.9350259876930620e-002, 7.9000000000000001e-002;
-4.0091273397440119e-003, 2.4435086241793469e-002, 8.1000000000000003e-002;
-2.6706581505724358e-003, 2.0699597271832237e-002, 7.8299999999999995e-002;
-6.9080484514429941e-003, 1.9443895441419112e-002, 6.9199999999999998e-002;
-5.5474687375021148e-003, 2.5823472588566876e-002, 6.2100000000000002e-002;
-8.5975304020564636e-003, 2.8570642360117970e-002, 6.2699999999999992e-002;
-1.0035881703480243e-002, 3.1152336660817959e-002, 6.2199999999999998e-002;
-7.0303958060371485e-003, 2.1687265092285912e-002, 6.6500000000000004e-002;
-5.8350389745083220e-003, 3.0295425205495219e-002, 6.8400000000000002e-002;
3.7000011882959427e-003, 2.7397559342506872e-002, 6.9199999999999998e-002;
8.4384375816348722e-004, 3.3739380042497880e-002, 6.6600000000000006e-002;
5.7875193242438172e-003, 3.9850322530345039e-002, 7.1599999999999997e-002;
3.4826974951247536e-003, 4.7684800945334560e-002, 7.9800000000000010e-002;
9.0205001602736701e-003, 3.2309473053872662e-002, 8.4700000000000011e-002;
1.1602002723241966e-002, 4.2437558261487096e-002, 9.4399999999999998e-002;
1.0727253531554126e-002, 3.9442307350746830e-002, 9.7299999999999998e-002;
1.0478054167251116e-002, 2.9474511048905416e-002, 9.0800000000000006e-002;
5.7769411729271525e-003, 2.6619819505881992e-002, 8.6099999999999996e-002;
1.0146775956780374e-002, 4.9017285623800477e-002, 8.2500000000000004e-002;
5.6961778759188064e-003, 4.7444796184034521e-002, 8.2400000000000001e-002;
-1.1072568495222868e-003, 3.6239655982325480e-002, 8.1600000000000006e-002;
-1.5465707409310525e-002, 3.1366693341789098e-002, 7.7399999999999997e-002;
-2.7250024246535887e-002, 4.7905236749817171e-002, 6.4299999999999996e-002;
-2.7337568911169896e-002, 2.5679327033720556e-002, 5.8600000000000006e-002;
-2.8996765457870666e-002, 2.7744462882228538e-002, 5.6399999999999999e-002;
-3.0694988523064737e-002, 2.0348807487869491e-002, 4.8200000000000000e-002;
-2.6687542665930764e-002, 2.6838736648956640e-002, 4.0199999999999993e-002;
-2.3361909698373040e-002, 2.0963598977361553e-002, 3.7699999999999997e-002;
-1.9843866905633334e-002, 1.7512821090635011e-002, 3.2599999999999997e-002;
-1.5118603774070039e-002, 2.1185582236595835e-002, 3.0400000000000000e-002;
-2.0197613265910519e-002, 3.1946708550473213e-002, 3.0400000000000000e-002;
-2.1520678025641615e-002, 2.1834134877041667e-002, 2.9999999999999999e-002;
-2.2826650301176699e-002, 1.8033708065957166e-002, 3.0600000000000002e-002;
-1.5976648136103222e-002, 1.9600906791856332e-002, 2.9900000000000003e-002;
-1.2481565520511495e-002, 2.5764744780397253e-002, 3.2099999999999997e-002;
-6.2498609089072232e-003, 1.7163326403677015e-002, 3.9399999999999998e-002;
-7.5419440421207184e-003, 2.4448612633015232e-002, 4.4900000000000002e-002;
-2.9008641302628035e-003, 1.9270549031769058e-002, 5.1699999999999996e-002;
-7.2102329848391378e-003, 2.6468635791329520e-002, 5.8099999999999999e-002;
-1.2589423111688092e-002, 1.4805044409490042e-002, 6.0199999999999997e-002;
-1.1715387895728568e-002, 1.7085018789666284e-002, 5.7999999999999996e-002;
-1.1777024741238762e-002, 1.9780736678506994e-002, 5.7200000000000001e-002;
-1.2215155411272605e-002, 2.4726200999461767e-002, 5.3600000000000002e-002;
-3.5465932809213285e-003, 1.3486465713533846e-002, 5.2400000000000002e-002;
-2.9219038194341351e-003, 1.9323425037825803e-002, 5.3099999999999994e-002;
8.2672938771111149e-004, 1.6730936106534644e-002, 5.2800000000000000e-002;
5.2731183513543556e-004, 2.1687064498104203e-002, 5.2800000000000000e-002;
7.4708897268216390e-003, 1.3887651948481405e-002, 5.5199999999999999e-002;
1.1578449231922860e-002, 1.0535540622131023e-002, 5.5300000000000002e-002;
1.0543713785281739e-002, 1.3591721544186308e-002, 5.5099999999999996e-002;
1.3043222430857426e-002, 9.7155784328055717e-003, 5.5199999999999999e-002;
1.1021797245557963e-002, 7.8485022563632434e-003, 5.5000000000000000e-002;
1.3766304579396760e-002, 1.4031942678612408e-002, 5.5300000000000002e-002;
2.0010289782806723e-002, 1.1684049976040223e-002, 4.8600000000000004e-002;
1.9500810360241871e-002, 1.5486288460806463e-002, 4.7300000000000002e-002;
1.8677267947765586e-002, 1.7674602281525287e-002, 4.7500000000000001e-002;
2.1068187519647452e-002, 1.3207048148448308e-002, 5.0900000000000001e-002;
2.9432867931319606e-002, 1.8614186008366396e-002, 5.3099999999999994e-002;
2.2709401609937174e-002, 3.3601370511199269e-002, 5.6799999999999996e-002;
2.9063996825298588e-002, 1.9804593863093523e-002, 6.2699999999999992e-002;
1.8810297095397388e-002, 1.8609127901011213e-002, 6.5199999999999994e-002;
1.4978576794066001e-002, 1.7916238079900726e-002, 6.4699999999999994e-002;
4.8316137761403866e-003, 3.2976319868455617e-002, 5.5899999999999998e-002;
-9.1822274865016595e-004, 3.1213866380320532e-002, 4.3299999999999998e-002;
-1.3163778876048582e-002, 1.5733791887268644e-002, 3.5000000000000003e-002;
-1.7841900605217731e-002, 1.6933827369602694e-002, 2.1299999999999999e-002;
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];
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1.2948656776092804e-002, 1.3154713006571006e-002, 3.4900000000000000e-002;
1.6160285046599832e-002, 1.9531653948000383e-002, 3.4599999999999999e-002;
8.4081398395898788e-003, 1.8522230201726275e-002, 3.5799999999999998e-002;
2.2153370885423129e-002, 1.7709079726716315e-002, 3.9699999999999999e-002;
2.4844201757035833e-002, 1.7812125625833675e-002, 4.0800000000000003e-002;
3.4050690186470334e-002, 1.7733161216544779e-002, 4.0700000000000000e-002;
4.6893307071320223e-002, 2.4854086852623247e-002, 4.1700000000000001e-002;
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4.7741188658148914e-002, 3.9049003040727781e-002, 5.4100000000000002e-002;
4.4667561574096126e-002, 3.5671179948047138e-002, 5.5599999999999997e-002;
4.2427836565945398e-002, 1.9374879269963063e-002, 4.8200000000000000e-002;
3.1462874033119093e-002, 2.5309792721300628e-002, 3.9900000000000005e-002;
2.8437659950142802e-002, 3.7210113920888466e-002, 3.8900000000000004e-002;
2.5156025048538311e-002, 4.4947363315081201e-002, 4.1700000000000001e-002;
3.4855619579102992e-002, 4.3766256282161686e-002, 4.7899999999999998e-002;
4.1146105898716812e-002, 4.5485089147871749e-002, 5.9800000000000006e-002;
3.7608522339491302e-002, 3.9312213398265738e-002, 5.9400000000000001e-002;
3.1755688168807694e-002, 5.7147340097736921e-002, 5.9200000000000003e-002;
3.7547536338742304e-002, 4.0820102882030529e-002, 6.5700000000000008e-002;
3.0780798807969134e-002, 5.4795099957268389e-002, 8.3299999999999999e-002;
2.7622883356809069e-002, 5.9674785474016057e-002, 8.9800000000000005e-002;
1.3687491471252144e-002, 5.1526594947709725e-002, 8.9399999999999993e-002;
3.0365204590552253e-003, 5.7110106004252703e-002, 8.5699999999999998e-002;
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1.2120764500071601e-002, 2.3686434724627725e-002, 4.2999999999999997e-002;
1.3231348379735053e-002, 3.7187744116042420e-002, 4.7400000000000005e-002;
2.0987028138604202e-002, 4.7889363970077925e-002, 5.1399999999999994e-002;
3.7485754706574781e-002, 5.3965548807981989e-002, 6.5400000000000000e-002;
4.0318879693293397e-002, 6.8340638829176292e-002, 7.8200000000000006e-002;
2.6218511286559831e-002, 7.8958874043481897e-002, 1.0560000000000000e-001;
2.6929695576288992e-002, 7.0997794665009550e-002, 1.0000000000000001e-001;
9.4554586277908470e-003, 8.4242699131246379e-002, 9.3200000000000005e-002;
3.6174737897027853e-003, 9.1565984601668537e-002, 1.1250000000000000e-001;
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1.5069561708809687e-002, 7.9300571687745292e-002, 7.2800000000000004e-002;
1.6283475252537372e-002, 7.0872150059167804e-002, 8.1000000000000003e-002;
2.0908466837013862e-002, 8.4120663761548808e-002, 9.5799999999999996e-002;
1.4559374240283418e-002, 7.4654989747748868e-002, 1.0070000000000000e-001;
7.4026792768986382e-003, 1.0065048845414548e-001, 1.0180000000000000e-001;
6.7867658044900026e-003, 8.4869122045493794e-002, 1.0949999999999999e-001;
2.0964569874966088e-003, 8.1073829867721159e-002, 1.3580000000000000e-001;
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3.7000011882959427e-003, 2.7397559342506872e-002, 6.9199999999999998e-002;
8.4384375816348722e-004, 3.3739380042497880e-002, 6.6600000000000006e-002;
5.7875193242438172e-003, 3.9850322530345039e-002, 7.1599999999999997e-002;
3.4826974951247536e-003, 4.7684800945334560e-002, 7.9800000000000010e-002;
9.0205001602736701e-003, 3.2309473053872662e-002, 8.4700000000000011e-002;
1.1602002723241966e-002, 4.2437558261487096e-002, 9.4399999999999998e-002;
1.0727253531554126e-002, 3.9442307350746830e-002, 9.7299999999999998e-002;
1.0478054167251116e-002, 2.9474511048905416e-002, 9.0800000000000006e-002;
5.7769411729271525e-003, 2.6619819505881992e-002, 8.6099999999999996e-002;
1.0146775956780374e-002, 4.9017285623800477e-002, 8.2500000000000004e-002;
5.6961778759188064e-003, 4.7444796184034521e-002, 8.2400000000000001e-002;
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8.2672938771111149e-004, 1.6730936106534644e-002, 5.2800000000000000e-002;
5.2731183513543556e-004, 2.1687064498104203e-002, 5.2800000000000000e-002;
7.4708897268216390e-003, 1.3887651948481405e-002, 5.5199999999999999e-002;
1.1578449231922860e-002, 1.0535540622131023e-002, 5.5300000000000002e-002;
1.0543713785281739e-002, 1.3591721544186308e-002, 5.5099999999999996e-002;
1.3043222430857426e-002, 9.7155784328055717e-003, 5.5199999999999999e-002;
1.1021797245557963e-002, 7.8485022563632434e-003, 5.5000000000000000e-002;
1.3766304579396760e-002, 1.4031942678612408e-002, 5.5300000000000002e-002;
2.0010289782806723e-002, 1.1684049976040223e-002, 4.8600000000000004e-002;
1.9500810360241871e-002, 1.5486288460806463e-002, 4.7300000000000002e-002;
1.8677267947765586e-002, 1.7674602281525287e-002, 4.7500000000000001e-002;
2.1068187519647452e-002, 1.3207048148448308e-002, 5.0900000000000001e-002;
2.9432867931319606e-002, 1.8614186008366396e-002, 5.3099999999999994e-002;
2.2709401609937174e-002, 3.3601370511199269e-002, 5.6799999999999996e-002;
2.9063996825298588e-002, 1.9804593863093523e-002, 6.2699999999999992e-002;
1.8810297095397388e-002, 1.8609127901011213e-002, 6.5199999999999994e-002;
1.4978576794066001e-002, 1.7916238079900726e-002, 6.4699999999999994e-002;
4.8316137761403866e-003, 3.2976319868455617e-002, 5.5899999999999998e-002;
-9.1822274865016595e-004, 3.1213866380320532e-002, 4.3299999999999998e-002;
-1.3163778876048582e-002, 1.5733791887268644e-002, 3.5000000000000003e-002;
-1.7841900605217731e-002, 1.6933827369602694e-002, 2.1299999999999999e-002;
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-3.5301487936340692e-002, 3.0770251840726015e-002, 1.2500000000000001e-002;
-3.3809664438850362e-002, 1.1207937615285157e-002, 1.2500000000000001e-002;
-2.3738888747095288e-002, 1.8271566479553414e-002, 1.0200000000000001e-002;
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-1.8172640165300180e-002, 3.8524562683139418e-002, 1.0100000000000000e-002;
-1.5851276113677315e-002, 1.4577624436418635e-002, 1.4300000000000000e-002;
-1.5145664166732686e-002, 2.7339757365790307e-002, 1.9500000000000000e-002;
-1.3284941407389894e-002, 3.0828456732055809e-002, 2.4700000000000003e-002;
-1.2679438144379773e-002, 2.5660138484441486e-002, 2.9399999999999999e-002;
-1.0133886633141742e-002, 3.3074553498490200e-002, 3.4599999999999999e-002;
-1.5055016783550812e-002, 3.0184663811322121e-002, 3.9800000000000002e-002;
];
Y = sbvar_data(:, 1);
Pie = sbvar_data(:, 2);

172
tests/parallel/data_ca1.m
View File

@ -1,90 +1,90 @@
data = [0.928467646476 11.8716889412 20 0.418037507392 0.227382377518 ...
-0.705994063083 11.7522582094 21.25 1.09254424511 -1.29488274994 ...
-0.511895351926 9.68144025625 17.25 -1.66150408407 0.331508393098 ...
-0.990955971267 10.0890781236 17 1.43016275252 -2.43589670141 ...
-0.981233061806 12.1094840679 18.25 2.91293288733 -0.790246576864 ...
-0.882182844512 8.54559460406 15 0.419579139481 0.358729719566 ...
-0.930893002836 6.19238374422 12.5 -1.48847457959 0.739779938797 ...
1.53158206947 2.76544271886 11.5 -0.336216769682 0.455559918769 ...
2.2659052834 5.47418162513 11 0.306436789767 -0.0707985731221 ...
1.05419803797 6.35698426189 11 0.140700250477 0.620401487202 ...
1.20161076793 3.4253301593 11 0.461296492351 0.14354323987 ...
1.73934077971 4.70926070322 11.5 1.35798282982 0.38564694435 ...
1.71735262584 3.54232079749 12.5 2.9097529155 -0.804308583301 ...
0.426343657844 3.32719108897 13 1.64214862652 -1.18214664701 ...
1.67751812324 2.93444727338 11.25 0.344434910651 -1.6529373719 ...
1.37013301099 4.72303361923 11.75 2.61511526582 0.327684243041 ...
0.281231073781 4.4893853071 10.5 1.17043449257 1.12855106649 ...
1.53638992834 3.7325309699 10.25 -0.683947046728 0.11943538737 ...
1.68081431462 3.34729969129 10 1.41159342106 -1.59065680853 ...
-0.343321601133 5.05563513564 12 1.75117366498 -2.40127764642 ...
0.873415608666 3.2779996255 10.25 -1.39895866711 0.0971444398216 ...
0.26399696544 4.78229419828 9.75 0.0914692438124 0.299310457612 ...
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2.15161914936 3.84859710132 8.75 -3.44811080489 0.789138678784 ...
1.2345093726 5.62225030942 9.5 -0.366945407434 2.32974981198 ...
1.62554967459 4.24667132831 10 -0.800958371402 0.0293183770935 ...
1.33035402527 2.75248979249 9.75 -0.855723113225 0.852493939813 ...
1.52078814077 3.53415985826 9.75 -3.37963469203 -1.05133958119 ...
1.16704983697 4.92754079464 10.75 -3.0142303324 0.459907431978 ...
0.277213572101 4.55532133037 11.75 -0.851995599415 2.03242034852 ...
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1.05325028606 4.92882647578 13.5 -1.1953883867 0.706764750654 ...
0.453051253568 6.82998950103 13.5 0.111803656462 0.088462593153 ...
0.199885995525 5.82643354662 13.5 -0.920501518421 -0.26504958666 ...
0.137907999624 2.66076369132 13.5 -1.17122929812 -0.995642430514 ...
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0.265275055215 2.85472749592 9.75 -0.598778202436 -0.907311640831 ...
0.356162529063 2.29614015658 9.5 -0.46820788432 -1.22130883441 ...
0.368308864363 -0.539083504685 8 -0.781333991956 0.374007246518 ...
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0.285457283664 2.14334055993 7 1.42819405379 -0.00818660844123 ...
0.372390129412 1.60000213334 6.25 0.626106424052 -0.10136772765 ...
0.382720203063 1.72614243263 7.25 4.89631941021 -1.10060711916 ...
0.737957515573 2.90430582851 6 -0.0422721010314 0.4178952497 ...
0.649532581668 0.657135682543 6 0.692066153971 0.422299120276 ...
0.627159201987 1.70352689913 5.75 2.62066711305 -1.29237304034 ...
0.905441299817 1.95663197267 5.5 1.5949697565 -0.27115830703 ...
1.49322577898 -2.08741765309 6.25 1.23027694802 0.418336889527 ...
1.48750731567 -1.57274121871 8 3.01660550994 -0.893958254365 ...
1.39783858087 2.22623066426 7 -0.80842319214 1.47625453886 ...
0.89274836317 1.30378081742 8 -0.249485058661 0.159871204185 ...
0.920652246088 4.1437741965 9.75 2.8204453623 0.178149239655 ...
-0.00264276644799 3.07989972052 8.75 -2.56342461535 2.105998353 ...
0.0198190461681 0.766283759256 8 -1.15838865989 1.56888883418 ...
0.440050515311 0.127570085801 7.5 0.0400753569995 0.028914333532 ...
0.129536637901 1.78174141526 6.75 0.959943962785 0.307781224401 ...
0.398549827172 3.03606770667 6.5 -0.340209794742 0.100979469478 ...
1.17174775425 0.629625188037 5.75 0.403003686814 0.902394579377 ...
0.991163981251 2.50862910684 4.75 -1.44963996982 1.16150986945 ...
0.967603566096 2.12003739013 4.75 0.610846030775 -0.889994896068 ...
1.14689383604 1.24185011459 4.75 2.01098091308 -1.73846431001 ...
1.32593824054 0.990713820685 4.75 -0.0955142989332 -0.0369257308362 ...
0.861135002644 -0.24744943605 6 1.72793107135 -0.691506789639 ...
1.26870850151 2.09844764887 6.5 1.50720217572 -1.31399187077 ...
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1.09731242214 0.490796381346 7.25 4.59123894147 -2.14073070763 ...
1.63792841781 0.612652594286 6.75 1.79604605035 -0.644363995357 ...
1.48465576034 0.978295808687 6.75 -2.00753620902 1.39437534964 ...
1.0987608663 4.25212569087 6.25 -2.58901196498 2.56054320803 ...
1.42592178132 2.76984518311 6.25 0.888195752358 1.03114549274 ...
1.52958239462 1.31795955491 6.5 -0.902907564082 -0.0952198893776 ...
1.0170168994 2.14733589918 7 -1.3054866978 2.68803738466 ...
0.723253652257 3.43552889347 7.5 1.8213700853 0.592593586195 ...
1.24720806008 3.87383806577 7.5 0.0522300654168 0.988871238698 ...
0.482531471239 2.67793287032 7.5 2.9693944293 -0.108591166081 ...
0.154056100439 0.927269031704 6.75 0.119222057561 3.30489209451 ...
0.0694865769274 6.65916526788 6.25 0.889014476084 -2.83976849035 ...
-0.121267434867 0.341442615696 5.25 0.323053239216 -3.49289229012 ...
0.726473690375 -3.5423730964 4 2.19149290449 -3.20855054004 ...
1.39271709108 2.63121085718 3.75 0.88406577736 0.75622580197 ...
1.07502077727 5.88578836799 4.25 -2.55088273352 2.89018116374 ...
0.759049251607 4.24703604223 4.5 0.575687665685 -0.388292506167 ...
];
-0.705994063083 11.7522582094 21.25 1.09254424511 -1.29488274994 ...
-0.511895351926 9.68144025625 17.25 -1.66150408407 0.331508393098 ...
-0.990955971267 10.0890781236 17 1.43016275252 -2.43589670141 ...
-0.981233061806 12.1094840679 18.25 2.91293288733 -0.790246576864 ...
-0.882182844512 8.54559460406 15 0.419579139481 0.358729719566 ...
-0.930893002836 6.19238374422 12.5 -1.48847457959 0.739779938797 ...
1.53158206947 2.76544271886 11.5 -0.336216769682 0.455559918769 ...
2.2659052834 5.47418162513 11 0.306436789767 -0.0707985731221 ...
1.05419803797 6.35698426189 11 0.140700250477 0.620401487202 ...
1.20161076793 3.4253301593 11 0.461296492351 0.14354323987 ...
1.73934077971 4.70926070322 11.5 1.35798282982 0.38564694435 ...
1.71735262584 3.54232079749 12.5 2.9097529155 -0.804308583301 ...
0.426343657844 3.32719108897 13 1.64214862652 -1.18214664701 ...
1.67751812324 2.93444727338 11.25 0.344434910651 -1.6529373719 ...
1.37013301099 4.72303361923 11.75 2.61511526582 0.327684243041 ...
0.281231073781 4.4893853071 10.5 1.17043449257 1.12855106649 ...
1.53638992834 3.7325309699 10.25 -0.683947046728 0.11943538737 ...
1.68081431462 3.34729969129 10 1.41159342106 -1.59065680853 ...
-0.343321601133 5.05563513564 12 1.75117366498 -2.40127764642 ...
0.873415608666 3.2779996255 10.25 -1.39895866711 0.0971444398216 ...
0.26399696544 4.78229419828 9.75 0.0914692438124 0.299310457612 ...
-0.562233624818 3.88598638237 9.75 -0.0505384765105 0.332826708151 ...
2.15161914936 3.84859710132 8.75 -3.44811080489 0.789138678784 ...
1.2345093726 5.62225030942 9.5 -0.366945407434 2.32974981198 ...
1.62554967459 4.24667132831 10 -0.800958371402 0.0293183770935 ...
1.33035402527 2.75248979249 9.75 -0.855723113225 0.852493939813 ...
1.52078814077 3.53415985826 9.75 -3.37963469203 -1.05133958119 ...
1.16704983697 4.92754079464 10.75 -3.0142303324 0.459907431978 ...
0.277213572101 4.55532133037 11.75 -0.851995599415 2.03242034852 ...
0.842215068977 3.11164509647 12.25 -1.08290421696 0.014323281961 ...
1.05325028606 4.92882647578 13.5 -1.1953883867 0.706764750654 ...
0.453051253568 6.82998950103 13.5 0.111803656462 0.088462593153 ...
0.199885995525 5.82643354662 13.5 -0.920501518421 -0.26504958666 ...
0.137907999624 2.66076369132 13.5 -1.17122929812 -0.995642430514 ...
0.721949686709 5.70497876823 14.25 1.19378169018 -1.10644839651 ...
-0.418465249225 3.75861110232 14.75 -1.03131674824 0.188507675831 ...
-0.644028342116 4.15104788154 13.75 -1.48911756546 0.204560913792 ...
-0.848213852668 5.65580324027 12.75 0.677011703877 -0.849628054542 ...
-1.51954076928 11.4866911266 11.25 -0.446024680774 -0.456342350765 ...
0.265275055215 2.85472749592 9.75 -0.598778202436 -0.907311640831 ...
0.356162529063 2.29614015658 9.5 -0.46820788432 -1.22130883441 ...
0.368308864363 -0.539083504685 8 -0.781333991956 0.374007246518 ...
-0.145751412732 1.61507621789 8.25 3.68291932628 1.32438399845 ...
0.285457283664 2.14334055993 7 1.42819405379 -0.00818660844123 ...
0.372390129412 1.60000213334 6.25 0.626106424052 -0.10136772765 ...
0.382720203063 1.72614243263 7.25 4.89631941021 -1.10060711916 ...
0.737957515573 2.90430582851 6 -0.0422721010314 0.4178952497 ...
0.649532581668 0.657135682543 6 0.692066153971 0.422299120276 ...
0.627159201987 1.70352689913 5.75 2.62066711305 -1.29237304034 ...
0.905441299817 1.95663197267 5.5 1.5949697565 -0.27115830703 ...
1.49322577898 -2.08741765309 6.25 1.23027694802 0.418336889527 ...
1.48750731567 -1.57274121871 8 3.01660550994 -0.893958254365 ...
1.39783858087 2.22623066426 7 -0.80842319214 1.47625453886 ...
0.89274836317 1.30378081742 8 -0.249485058661 0.159871204185 ...
0.920652246088 4.1437741965 9.75 2.8204453623 0.178149239655 ...
-0.00264276644799 3.07989972052 8.75 -2.56342461535 2.105998353 ...
0.0198190461681 0.766283759256 8 -1.15838865989 1.56888883418 ...
0.440050515311 0.127570085801 7.5 0.0400753569995 0.028914333532 ...
0.129536637901 1.78174141526 6.75 0.959943962785 0.307781224401 ...
0.398549827172 3.03606770667 6.5 -0.340209794742 0.100979469478 ...
1.17174775425 0.629625188037 5.75 0.403003686814 0.902394579377 ...
0.991163981251 2.50862910684 4.75 -1.44963996982 1.16150986945 ...
0.967603566096 2.12003739013 4.75 0.610846030775 -0.889994896068 ...
1.14689383604 1.24185011459 4.75 2.01098091308 -1.73846431001 ...
1.32593824054 0.990713820685 4.75 -0.0955142989332 -0.0369257308362 ...
0.861135002644 -0.24744943605 6 1.72793107135 -0.691506789639 ...
1.26870850151 2.09844764887 6.5 1.50720217572 -1.31399187077 ...
0.260364987715 1.10650139716 6.5 1.13659047496 0.0720441664643 ...
1.09731242214 0.490796381346 7.25 4.59123894147 -2.14073070763 ...
1.63792841781 0.612652594286 6.75 1.79604605035 -0.644363995357 ...
1.48465576034 0.978295808687 6.75 -2.00753620902 1.39437534964 ...
1.0987608663 4.25212569087 6.25 -2.58901196498 2.56054320803 ...
1.42592178132 2.76984518311 6.25 0.888195752358 1.03114549274 ...
1.52958239462 1.31795955491 6.5 -0.902907564082 -0.0952198893776 ...
1.0170168994 2.14733589918 7 -1.3054866978 2.68803738466 ...
0.723253652257 3.43552889347 7.5 1.8213700853 0.592593586195 ...
1.24720806008 3.87383806577 7.5 0.0522300654168 0.988871238698 ...
0.482531471239 2.67793287032 7.5 2.9693944293 -0.108591166081 ...
0.154056100439 0.927269031704 6.75 0.119222057561 3.30489209451 ...
0.0694865769274 6.65916526788 6.25 0.889014476084 -2.83976849035 ...
-0.121267434867 0.341442615696 5.25 0.323053239216 -3.49289229012 ...
0.726473690375 -3.5423730964 4 2.19149290449 -3.20855054004 ...
1.39271709108 2.63121085718 3.75 0.88406577736 0.75622580197 ...
1.07502077727 5.88578836799 4.25 -2.55088273352 2.89018116374 ...
0.759049251607 4.24703604223 4.5 0.575687665685 -0.388292506167 ...
];
data = reshape(data,5,86)';
y_obs = data(:,1);

14
tests/printMakeCheckMatlabErrMsg.m
View File

@ -1,9 +1,9 @@
function printMakeCheckMatlabErrMsg(modfilename, exception)
fprintf('\n********************************************\n');
disp('*** DYNARE-TEST-MATLAB ERROR ENCOUNTERED ***');
disp('********************************************');
disp([' WHILE RUNNING MODFILE: ' modfilename]);
fprintf('\n');
disp(getReport(exception));
fprintf('*************************************\n\n\n');
fprintf('\n********************************************\n');
disp('*** DYNARE-TEST-MATLAB ERROR ENCOUNTERED ***');
disp('********************************************');
disp([' WHILE RUNNING MODFILE: ' modfilename]);
fprintf('\n');
disp(getReport(exception));
fprintf('*************************************\n\n\n');
end

18
tests/printMakeCheckOctaveErrMsg.m
View File

@ -1,14 +1,14 @@
function printMakeCheckOctaveErrMsg(modfilename, err)
printf("\n");
printf("********************************************\n");
printf("*** DYNARE-TEST-OCTAVE ERROR ENCOUNTERED ***\n");
printf("********************************************\n");
printf(" WHILE RUNNING MODFILE: %s\n", modfilename);
printf(" MSG: %s\n", err.message);
if (isfield(err, 'stack'))
printf("\n");
printf("********************************************\n");
printf("*** DYNARE-TEST-OCTAVE ERROR ENCOUNTERED ***\n");
printf("********************************************\n");
printf(" WHILE RUNNING MODFILE: %s\n", modfilename);
printf(" MSG: %s\n", err.message);
if (isfield(err, 'stack'))
printf(" IN FILE: %s\n", err.stack(1).file);
printf(" IN FUNCTION: %s\n", err.stack(1).name);
printf(" ON LINE and COLUMN: %d and %d\n",err.stack(1).line,err.stack(1).column);
end
printf("*************************************\n\n\n");
end
printf("*************************************\n\n\n");
end

172
tests/recursive/data_ca1.m
View File

@ -1,90 +1,90 @@
data = [0.928467646476 11.8716889412 20 0.418037507392 0.227382377518 ...
-0.705994063083 11.7522582094 21.25 1.09254424511 -1.29488274994 ...
-0.511895351926 9.68144025625 17.25 -1.66150408407 0.331508393098 ...
-0.990955971267 10.0890781236 17 1.43016275252 -2.43589670141 ...
-0.981233061806 12.1094840679 18.25 2.91293288733 -0.790246576864 ...
-0.882182844512 8.54559460406 15 0.419579139481 0.358729719566 ...
-0.930893002836 6.19238374422 12.5 -1.48847457959 0.739779938797 ...
1.53158206947 2.76544271886 11.5 -0.336216769682 0.455559918769 ...
2.2659052834 5.47418162513 11 0.306436789767 -0.0707985731221 ...
1.05419803797 6.35698426189 11 0.140700250477 0.620401487202 ...
1.20161076793 3.4253301593 11 0.461296492351 0.14354323987 ...
1.73934077971 4.70926070322 11.5 1.35798282982 0.38564694435 ...
1.71735262584 3.54232079749 12.5 2.9097529155 -0.804308583301 ...
0.426343657844 3.32719108897 13 1.64214862652 -1.18214664701 ...
1.67751812324 2.93444727338 11.25 0.344434910651 -1.6529373719 ...
1.37013301099 4.72303361923 11.75 2.61511526582 0.327684243041 ...
0.281231073781 4.4893853071 10.5 1.17043449257 1.12855106649 ...
1.53638992834 3.7325309699 10.25 -0.683947046728 0.11943538737 ...
1.68081431462 3.34729969129 10 1.41159342106 -1.59065680853 ...
-0.343321601133 5.05563513564 12 1.75117366498 -2.40127764642 ...
0.873415608666 3.2779996255 10.25 -1.39895866711 0.0971444398216 ...
0.26399696544 4.78229419828 9.75 0.0914692438124 0.299310457612 ...
-0.562233624818 3.88598638237 9.75 -0.0505384765105 0.332826708151 ...
2.15161914936 3.84859710132 8.75 -3.44811080489 0.789138678784 ...
1.2345093726 5.62225030942 9.5 -0.366945407434 2.32974981198 ...
1.62554967459 4.24667132831 10 -0.800958371402 0.0293183770935 ...
1.33035402527 2.75248979249 9.75 -0.855723113225 0.852493939813 ...
1.52078814077 3.53415985826 9.75 -3.37963469203 -1.05133958119 ...
1.16704983697 4.92754079464 10.75 -3.0142303324 0.459907431978 ...
0.277213572101 4.55532133037 11.75 -0.851995599415 2.03242034852 ...
0.842215068977 3.11164509647 12.25 -1.08290421696 0.014323281961 ...
1.05325028606 4.92882647578 13.5 -1.1953883867 0.706764750654 ...
0.453051253568 6.82998950103 13.5 0.111803656462 0.088462593153 ...
0.199885995525 5.82643354662 13.5 -0.920501518421 -0.26504958666 ...
0.137907999624 2.66076369132 13.5 -1.17122929812 -0.995642430514 ...
0.721949686709 5.70497876823 14.25 1.19378169018 -1.10644839651 ...
-0.418465249225 3.75861110232 14.75 -1.03131674824 0.188507675831 ...
-0.644028342116 4.15104788154 13.75 -1.48911756546 0.204560913792 ...
-0.848213852668 5.65580324027 12.75 0.677011703877 -0.849628054542 ...
-1.51954076928 11.4866911266 11.25 -0.446024680774 -0.456342350765 ...
0.265275055215 2.85472749592 9.75 -0.598778202436 -0.907311640831 ...
0.356162529063 2.29614015658 9.5 -0.46820788432 -1.22130883441 ...
0.368308864363 -0.539083504685 8 -0.781333991956 0.374007246518 ...
-0.145751412732 1.61507621789 8.25 3.68291932628 1.32438399845 ...
0.285457283664 2.14334055993 7 1.42819405379 -0.00818660844123 ...
0.372390129412 1.60000213334 6.25 0.626106424052 -0.10136772765 ...
0.382720203063 1.72614243263 7.25 4.89631941021 -1.10060711916 ...
0.737957515573 2.90430582851 6 -0.0422721010314 0.4178952497 ...
0.649532581668 0.657135682543 6 0.692066153971 0.422299120276 ...
0.627159201987 1.70352689913 5.75 2.62066711305 -1.29237304034 ...
0.905441299817 1.95663197267 5.5 1.5949697565 -0.27115830703 ...
1.49322577898 -2.08741765309 6.25 1.23027694802 0.418336889527 ...
1.48750731567 -1.57274121871 8 3.01660550994 -0.893958254365 ...
1.39783858087 2.22623066426 7 -0.80842319214 1.47625453886 ...
0.89274836317 1.30378081742 8 -0.249485058661 0.159871204185 ...
0.920652246088 4.1437741965 9.75 2.8204453623 0.178149239655 ...
-0.00264276644799 3.07989972052 8.75 -2.56342461535 2.105998353 ...
0.0198190461681 0.766283759256 8 -1.15838865989 1.56888883418 ...
0.440050515311 0.127570085801 7.5 0.0400753569995 0.028914333532 ...
0.129536637901 1.78174141526 6.75 0.959943962785 0.307781224401 ...
0.398549827172 3.03606770667 6.5 -0.340209794742 0.100979469478 ...
1.17174775425 0.629625188037 5.75 0.403003686814 0.902394579377 ...
0.991163981251 2.50862910684 4.75 -1.44963996982 1.16150986945 ...
0.967603566096 2.12003739013 4.75 0.610846030775 -0.889994896068 ...
1.14689383604 1.24185011459 4.75 2.01098091308 -1.73846431001 ...
1.32593824054 0.990713820685 4.75 -0.0955142989332 -0.0369257308362 ...
0.861135002644 -0.24744943605 6 1.72793107135 -0.691506789639 ...
1.26870850151 2.09844764887 6.5 1.50720217572 -1.31399187077 ...
0.260364987715 1.10650139716 6.5 1.13659047496 0.0720441664643 ...
1.09731242214 0.490796381346 7.25 4.59123894147 -2.14073070763 ...
1.63792841781 0.612652594286 6.75 1.79604605035 -0.644363995357 ...
1.48465576034 0.978295808687 6.75 -2.00753620902 1.39437534964 ...
1.0987608663 4.25212569087 6.25 -2.58901196498 2.56054320803 ...
1.42592178132 2.76984518311 6.25 0.888195752358 1.03114549274 ...
1.52958239462 1.31795955491 6.5 -0.902907564082 -0.0952198893776 ...
1.0170168994 2.14733589918 7 -1.3054866978 2.68803738466 ...
0.723253652257 3.43552889347 7.5 1.8213700853 0.592593586195 ...
1.24720806008 3.87383806577 7.5 0.0522300654168 0.988871238698 ...
0.482531471239 2.67793287032 7.5 2.9693944293 -0.108591166081 ...
0.154056100439 0.927269031704 6.75 0.119222057561 3.30489209451 ...
0.0694865769274 6.65916526788 6.25 0.889014476084 -2.83976849035 ...
-0.121267434867 0.341442615696 5.25 0.323053239216 -3.49289229012 ...
0.726473690375 -3.5423730964 4 2.19149290449 -3.20855054004 ...
1.39271709108 2.63121085718 3.75 0.88406577736 0.75622580197 ...
1.07502077727 5.88578836799 4.25 -2.55088273352 2.89018116374 ...
0.759049251607 4.24703604223 4.5 0.575687665685 -0.388292506167 ...
];
-0.705994063083 11.7522582094 21.25 1.09254424511 -1.29488274994 ...
-0.511895351926 9.68144025625 17.25 -1.66150408407 0.331508393098 ...
-0.990955971267 10.0890781236 17 1.43016275252 -2.43589670141 ...
-0.981233061806 12.1094840679 18.25 2.91293288733 -0.790246576864 ...
-0.882182844512 8.54559460406 15 0.419579139481 0.358729719566 ...
-0.930893002836 6.19238374422 12.5 -1.48847457959 0.739779938797 ...
1.53158206947 2.76544271886 11.5 -0.336216769682 0.455559918769 ...
2.2659052834 5.47418162513 11 0.306436789767 -0.0707985731221 ...
1.05419803797 6.35698426189 11 0.140700250477 0.620401487202 ...
1.20161076793 3.4253301593 11 0.461296492351 0.14354323987 ...
1.73934077971 4.70926070322 11.5 1.35798282982 0.38564694435 ...
1.71735262584 3.54232079749 12.5 2.9097529155 -0.804308583301 ...
0.426343657844 3.32719108897 13 1.64214862652 -1.18214664701 ...
1.67751812324 2.93444727338 11.25 0.344434910651 -1.6529373719 ...
1.37013301099 4.72303361923 11.75 2.61511526582 0.327684243041 ...
0.281231073781 4.4893853071 10.5 1.17043449257 1.12855106649 ...
1.53638992834 3.7325309699 10.25 -0.683947046728 0.11943538737 ...
1.68081431462 3.34729969129 10 1.41159342106 -1.59065680853 ...
-0.343321601133 5.05563513564 12 1.75117366498 -2.40127764642 ...
0.873415608666 3.2779996255 10.25 -1.39895866711 0.0971444398216 ...
0.26399696544 4.78229419828 9.75 0.0914692438124 0.299310457612 ...
-0.562233624818 3.88598638237 9.75 -0.0505384765105 0.332826708151 ...
2.15161914936 3.84859710132 8.75 -3.44811080489 0.789138678784 ...
1.2345093726 5.62225030942 9.5 -0.366945407434 2.32974981198 ...
1.62554967459 4.24667132831 10 -0.800958371402 0.0293183770935 ...
1.33035402527 2.75248979249 9.75 -0.855723113225 0.852493939813 ...
1.52078814077 3.53415985826 9.75 -3.37963469203 -1.05133958119 ...
1.16704983697 4.92754079464 10.75 -3.0142303324 0.459907431978 ...
0.277213572101 4.55532133037 11.75 -0.851995599415 2.03242034852 ...
0.842215068977 3.11164509647 12.25 -1.08290421696 0.014323281961 ...
1.05325028606 4.92882647578 13.5 -1.1953883867 0.706764750654 ...
0.453051253568 6.82998950103 13.5 0.111803656462 0.088462593153 ...
0.199885995525 5.82643354662 13.5 -0.920501518421 -0.26504958666 ...
0.137907999624 2.66076369132 13.5 -1.17122929812 -0.995642430514 ...
0.721949686709 5.70497876823 14.25 1.19378169018 -1.10644839651 ...
-0.418465249225 3.75861110232 14.75 -1.03131674824 0.188507675831 ...
-0.644028342116 4.15104788154 13.75 -1.48911756546 0.204560913792 ...
-0.848213852668 5.65580324027 12.75 0.677011703877 -0.849628054542 ...
-1.51954076928 11.4866911266 11.25 -0.446024680774 -0.456342350765 ...
0.265275055215 2.85472749592 9.75 -0.598778202436 -0.907311640831 ...
0.356162529063 2.29614015658 9.5 -0.46820788432 -1.22130883441 ...
0.368308864363 -0.539083504685 8 -0.781333991956 0.374007246518 ...
-0.145751412732 1.61507621789 8.25 3.68291932628 1.32438399845 ...
0.285457283664 2.14334055993 7 1.42819405379 -0.00818660844123 ...
0.372390129412 1.60000213334 6.25 0.626106424052 -0.10136772765 ...
0.382720203063 1.72614243263 7.25 4.89631941021 -1.10060711916 ...
0.737957515573 2.90430582851 6 -0.0422721010314 0.4178952497 ...
0.649532581668 0.657135682543 6 0.692066153971 0.422299120276 ...
0.627159201987 1.70352689913 5.75 2.62066711305 -1.29237304034 ...
0.905441299817 1.95663197267 5.5 1.5949697565 -0.27115830703 ...
1.49322577898 -2.08741765309 6.25 1.23027694802 0.418336889527 ...
1.48750731567 -1.57274121871 8 3.01660550994 -0.893958254365 ...
1.39783858087 2.22623066426 7 -0.80842319214 1.47625453886 ...
0.89274836317 1.30378081742 8 -0.249485058661 0.159871204185 ...
0.920652246088 4.1437741965 9.75 2.8204453623 0.178149239655 ...
-0.00264276644799 3.07989972052 8.75 -2.56342461535 2.105998353 ...
0.0198190461681 0.766283759256 8 -1.15838865989 1.56888883418 ...
0.440050515311 0.127570085801 7.5 0.0400753569995 0.028914333532 ...
0.129536637901 1.78174141526 6.75 0.959943962785 0.307781224401 ...
0.398549827172 3.03606770667 6.5 -0.340209794742 0.100979469478 ...
1.17174775425 0.629625188037 5.75 0.403003686814 0.902394579377 ...
0.991163981251 2.50862910684 4.75 -1.44963996982 1.16150986945 ...
0.967603566096 2.12003739013 4.75 0.610846030775 -0.889994896068 ...
1.14689383604 1.24185011459 4.75 2.01098091308 -1.73846431001 ...
1.32593824054 0.990713820685 4.75 -0.0955142989332 -0.0369257308362 ...
0.861135002644 -0.24744943605 6 1.72793107135 -0.691506789639 ...
1.26870850151 2.09844764887 6.5 1.50720217572 -1.31399187077 ...
0.260364987715 1.10650139716 6.5 1.13659047496 0.0720441664643 ...
1.09731242214 0.490796381346 7.25 4.59123894147 -2.14073070763 ...
1.63792841781 0.612652594286 6.75 1.79604605035 -0.644363995357 ...
1.48465576034 0.978295808687 6.75 -2.00753620902 1.39437534964 ...
1.0987608663 4.25212569087 6.25 -2.58901196498 2.56054320803 ...
1.42592178132 2.76984518311 6.25 0.888195752358 1.03114549274 ...
1.52958239462 1.31795955491 6.5 -0.902907564082 -0.0952198893776 ...
1.0170168994 2.14733589918 7 -1.3054866978 2.68803738466 ...
0.723253652257 3.43552889347 7.5 1.8213700853 0.592593586195 ...
1.24720806008 3.87383806577 7.5 0.0522300654168 0.988871238698 ...
0.482531471239 2.67793287032 7.5 2.9693944293 -0.108591166081 ...
0.154056100439 0.927269031704 6.75 0.119222057561 3.30489209451 ...
0.0694865769274 6.65916526788 6.25 0.889014476084 -2.83976849035 ...
-0.121267434867 0.341442615696 5.25 0.323053239216 -3.49289229012 ...
0.726473690375 -3.5423730964 4 2.19149290449 -3.20855054004 ...
1.39271709108 2.63121085718 3.75 0.88406577736 0.75622580197 ...
1.07502077727 5.88578836799 4.25 -2.55088273352 2.89018116374 ...
0.759049251607 4.24703604223 4.5 0.575687665685 -0.388292506167 ...
];
data = reshape(data,5,86)';
y_obs = data(:,1);

42
tests/run_o_script.m
View File

@ -11,42 +11,42 @@
## 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/>.
##
## You should have received a copy of the GNU General Public License
## along with Dynare. If not, see <http://www.gnu.org/licenses/>.
load_octave_packages
load_octave_packages
top_test_dir = getenv('TOP_TEST_DIR');
[mfile, name] = strtok(getenv('FILESTEM'));
top_test_dir = getenv('TOP_TEST_DIR');
[mfile, name] = strtok(getenv('FILESTEM'));
[directory, mscript, ext] = fileparts([top_test_dir '/' mfile]);
cd(directory);
[directory, mscript, ext] = fileparts([top_test_dir '/' mfile]);
cd(directory);
try
try
mscript;
testFailed = false;
catch
catch
printMakeCheckOctaveErrMsg(getenv('FILESTEM'), lasterror);
testFailed = true;
end_try_catch
end_try_catch
cd(top_test_dir);
name = strtok(getenv('FILESTEM'));
fid = fopen([name '.o.tls'], 'w+');
if testFailed
cd(top_test_dir);
name = strtok(getenv('FILESTEM'));
fid = fopen([name '.o.tls'], 'w+');
if testFailed
fprintf(fid,':test-result: FAIL\n');
fprintf(fid,':number-tests: 1\n');
fprintf(fid,':number-failed-tests: 1\n');
fprintf(fid,':list-of-failed-tests: %s\n', [name '.m']);
else
else
fprintf(fid,':test-result: PASS\n');
fprintf(fid,':number-tests: 1\n');
fprintf(fid,':number-failed-tests: 0\n');
fprintf(fid,':list-of-passed-tests: %s\n', [name '.m']);
end
fclose(fid);
end
fclose(fid);
## Local variables:
## mode: Octave
## End:
## Local variables:
## mode: Octave
## End:

60
tests/run_reporting_test_octave.m
View File

@ -11,31 +11,31 @@
## 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/>.
##
## You should have received a copy of the GNU General Public License
## along with Dynare. If not, see <http://www.gnu.org/licenses/>.
load_octave_packages
load_octave_packages
top_test_dir = getenv('TOP_TEST_DIR');
addpath(top_test_dir);
addpath([top_test_dir filesep '..' filesep 'matlab']);
top_test_dir = getenv('TOP_TEST_DIR');
addpath(top_test_dir);
addpath([top_test_dir filesep '..' filesep 'matlab']);
## Test Dynare Version
if !strcmp(dynare_version(), getenv("DYNARE_VERSION"))
## Test Dynare Version
if !strcmp(dynare_version(), getenv("DYNARE_VERSION"))
error("Incorrect version of Dynare is being tested")
endif
endif
## Ask gnuplot to create graphics in text mode
## Note that setenv() was introduced in Octave 3.0.2, for compatibility
## with MATLAB
putenv("GNUTERM", "dumb")
## Ask gnuplot to create graphics in text mode
## Note that setenv() was introduced in Octave 3.0.2, for compatibility
## with MATLAB
putenv("GNUTERM", "dumb")
## To add default directories, empty dseries objects
dynare_config([], 0);
## To add default directories, empty dseries objects
dynare_config([], 0);
printf("\n*** TESTING: run_reporting_test_octave.m ***\n");
try
printf("\n*** TESTING: run_reporting_test_octave.m ***\n");
try
cd([top_test_dir filesep 'reporting']);
db_a = dseries('db_a.csv');
db_q = dseries('db_q.csv');
@ -43,26 +43,26 @@
dc_q = dseries('dc_q.csv');
runDynareReport(dc_a, dc_q, db_a, db_q);
testFailed = false;
catch
catch
testFailed = true;
end
end
cd(getenv('TOP_TEST_DIR'));
fid = fopen('run_reporting_test_octave.o.trs', 'w+');
if testFailed
cd(getenv('TOP_TEST_DIR'));
fid = fopen('run_reporting_test_octave.o.trs', 'w+');
if testFailed
fprintf(fid,':test-result: FAIL\n');
fprintf(fid,':number-tests: 1\n');
fprintf(fid,':number-failed-tests: 1\n');
fprintf(fid,':list-of-failed-tests: run_reporting_test_octave.m\n');
else
else
fprintf(fid,':test-result: PASS\n');
fprintf(fid,':number-tests: 1\n');
fprintf(fid,':number-failed-tests: 0\n');
fprintf(fid,':list-of-passed-tests: run_reporting_test_octave.m\n');
end
fprintf(fid,':elapsed-time: %f\n',0.0);
fclose(fid);
end
fprintf(fid,':elapsed-time: %f\n',0.0);
fclose(fid);
## Local variables:
## mode: Octave
## End:
## Local variables:
## mode: Octave
## End:

88
tests/run_test_octave.m
View File

@ -11,70 +11,70 @@
## 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/>.
##
## You should have received a copy of the GNU General Public License
## along with Dynare. If not, see <http://www.gnu.org/licenses/>.
## Implementation notes:
##
## Before every call to Dynare, the contents of the workspace is saved in
## 'wsOct', and reloaded after Dynare has finished (this is necessary since
## Dynare does a 'clear -all').
## Implementation notes:
##
## Before every call to Dynare, the contents of the workspace is saved in
## 'wsOct', and reloaded after Dynare has finished (this is necessary since
## Dynare does a 'clear -all').
load_octave_packages
load_octave_packages
top_test_dir = getenv('TOP_TEST_DIR');
addpath(top_test_dir);
addpath([top_test_dir filesep '..' filesep 'matlab']);
top_test_dir = getenv('TOP_TEST_DIR');
addpath(top_test_dir);
addpath([top_test_dir filesep '..' filesep 'matlab']);
## Test Dynare Version
if !strcmp(dynare_version(), getenv("DYNARE_VERSION"))
## Test Dynare Version
if !strcmp(dynare_version(), getenv("DYNARE_VERSION"))
error("Incorrect version of Dynare is being tested")
endif
endif
## Ask gnuplot to create graphics in text mode
graphics_toolkit gnuplot;
setenv("GNUTERM", "dumb");
## Ask gnuplot to create graphics in text mode
graphics_toolkit gnuplot;
setenv("GNUTERM", "dumb");
## Test MOD files listed in Makefile.am
name = getenv("FILESTEM");
[directory, testfile, ext] = fileparts([top_test_dir '/' name]);
cd(directory);
## Test MOD files listed in Makefile.am
name = getenv("FILESTEM");
[directory, testfile, ext] = fileparts([top_test_dir '/' name]);
cd(directory);
printf("\n*** TESTING: %s ***\n", name);
printf("\n*** TESTING: %s ***\n", name);
tic;
save(['wsOct' testfile '.mat']);
try
tic;
save(['wsOct' testfile '.mat']);
try
dynare([testfile ext])
testFailed = false;
catch
catch
printMakeCheckOctaveErrMsg(getenv("FILESTEM"), lasterror);
testFailed = true;
end_try_catch
top_test_dir = getenv('TOP_TEST_DIR');
name = getenv("FILESTEM");
[directory, testfile, ext] = fileparts([top_test_dir '/' name]);
load(['wsOct' testfile '.mat']);
ecput = toc;
delete(['wsOct' testfile '.mat']);
end_try_catch
top_test_dir = getenv('TOP_TEST_DIR');
name = getenv("FILESTEM");
[directory, testfile, ext] = fileparts([top_test_dir '/' name]);
load(['wsOct' testfile '.mat']);
ecput = toc;
delete(['wsOct' testfile '.mat']);
cd(top_test_dir);
fid = fopen([name '.o.trs'], 'w+');
if testFailed
cd(top_test_dir);
fid = fopen([name '.o.trs'], 'w+');
if testFailed
fprintf(fid,':test-result: FAIL\n');
fprintf(fid,':number-tests: 1\n');
fprintf(fid,':number-failed-tests: 1\n');
fprintf(fid,':list-of-failed-tests: %s\n', [name '.mod']);
else
else
fprintf(fid,':test-result: PASS\n');
fprintf(fid,':number-tests: 1\n');
fprintf(fid,':number-failed-tests: 0\n');
fprintf(fid,':list-of-passed-tests: %s\n', [name '.mod']);
end
fprintf(fid,':elapsed-time: %f\n', ecput);
fclose(fid);
end
fprintf(fid,':elapsed-time: %f\n', ecput);
fclose(fid);
## Local variables:
## mode: Octave
## End:
## Local variables:
## mode: Octave
## End:

8
tests/shock_decomposition/fsdat_simul.m
View File

@ -203,7 +203,7 @@ gy_obs =[
0.99825038
0.99403411
];
];
gp_obs =[
1.0079715
@ -410,7 +410,7 @@ gp_obs =[
1.0154053
1.01703
];
];
Y_obs =[
1
@ -617,7 +617,7 @@ Y_obs =[
0.94070026
0.93172987
];
];
P_obs =[
1
@ -824,5 +824,5 @@ P_obs =[
1.4175823
1.4266407
];
];

4
tests/smoother2histval/fsdat_simul.m
View File

@ -191,7 +191,7 @@ gp_obs = [
1.0281101
1.0024654
1.0174549
];
];
gy_obs = [
1.0114349
@ -386,5 +386,5 @@ gy_obs = [
0.96646656
1.0575586
0.98945919
];
];

36
tests/steady_state/walsh1_old_ss_steadystate.m
View File

@ -13,24 +13,24 @@ check = 0;
%% Enter model equations here
pi = thetass-1;
en = 1/3;
eR = 1/betta;
y_k = (1/alphha)*(1/betta-1+delta);
ek = en*y_k^(-1/(1-alphha));
ec = ek*(y_k-delta);
em = ec*(a/(1-a))^(-1/b)*((thetass-betta)/thetass)^(-1/b);
ey = ek*y_k;
Xss = a*ec^(1-b)*(1+(a/(1-a))^(-1/b)*((thetass-betta)/thetass)^((b-1)/b));
Psi = (1-alphha)*(ey/en)*Xss^((b-phi1)/(1-b))*a*ec^(-b)*(1-en)^eta;
n = log(en);
k = log(ek);
m = log(em);
c = log(ec);
y = log(ey);
R = log(eR);
z = 0;
u = 0;
pi = thetass-1;
en = 1/3;
eR = 1/betta;
y_k = (1/alphha)*(1/betta-1+delta);
ek = en*y_k^(-1/(1-alphha));
ec = ek*(y_k-delta);
em = ec*(a/(1-a))^(-1/b)*((thetass-betta)/thetass)^(-1/b);
ey = ek*y_k;
Xss = a*ec^(1-b)*(1+(a/(1-a))^(-1/b)*((thetass-betta)/thetass)^((b-1)/b));
Psi = (1-alphha)*(ey/en)*Xss^((b-phi1)/(1-b))*a*ec^(-b)*(1-en)^eta;
n = log(en);
k = log(ek);
m = log(em);
c = log(ec);
y = log(ey);
R = log(eR);
z = 0;
u = 0;
%% end own model equations