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Adding mod-files to test normpdf, normcdf and erf and to test steady_state (with and without block decomposition and bytecode)

time-shift
Ferhat Mihoubi 2010-04-16 17:26:42 +02:00
parent f849b11563
commit f92b4262dc
4 changed files with 193 additions and 10 deletions
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67
tests/block_bytecode/ramst_normcdf_and_friends.mod Normal file
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@ -0,0 +1,67 @@
// Tests the normcdf() function, in the static M-file, and in a dynamic C file
var c k t u v w;
varexo x;
parameters alph gam delt bet aa c_steady_state;
alph=0.5;
gam=0.5;
delt=0.02;
bet=0.05;
aa=0.5;
model(bytecode, block);
c + k - aa*x*k(-1)^alph - (1-delt)*k(-1);
c^(-gam) - (1+bet)^(-1)*(aa*alph*x(+1)*k^(alph-1) + 1 - delt)*c(+1)^(-gam);
t = normcdf(x, 2, 3);
u = normpdf(x, 1, 0.5);
v = erf(x);
w = steady_state(k);
end;
initval;
x = 1;
k = ((delt+bet)/(1.0*aa*alph))^(1/(alph-1));
c = aa*k^alph-delt*k;
t = 0;
u = 0;
v = 0;
w = 0;
end;
steady(solve_algo=5);
//check;
shocks;
var x;
periods 1;
values 1.2;
end;
simul(periods=20, stack_solve_algo=5);
if(abs(oo_.steady_state(5) - erf(1)) > 1e-10)
error('Test failed in static bytecode for erf')
end
if (abs(oo_.endo_simul(5, 2) - erf(1.2)) > 1e-10)
error('Test failed in dynamic bytecode for erf')
end
if(abs(oo_.steady_state(4) - normpdf(1, 1, 0.5)) > 1e-10)
error('Test failed in static bytecode for normpdf')
end
if (abs(oo_.endo_simul(4, 2) - normpdf(1.2, 1, 0.5)) > 1e-10)
error('Test failed in dynamic bytecode for normpdf')
end
if (abs(oo_.steady_state(3) - normcdf(1, 2, 3)) > 1e-10)
error('Test failed in static bytecode for normcdf')
end
if (abs(oo_.endo_simul(3, 2) - normcdf(1.2, 2, 3)) > 1e-10)
error('Test failed in dynamic bytecode for normcdf')
end

47
tests/block_bytecode/ramst_steady_state.mod Normal file
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@ -0,0 +1,47 @@
// Tests the normcdf() function, in the static M-file, and in a dynamic C file
var c k t u v w;
varexo x;
parameters alph gam delt bet aa c_steady_state;
alph=0.5;
gam=0.5;
delt=0.02;
bet=0.05;
aa=0.5;
model(bytecode, block);
c + k - aa*x*k(-1)^alph - (1-delt)*k(-1);
c^(-gam) - (1+bet)^(-1)*(aa*alph*x(+1)*k^(alph-1) + 1 - delt)*c(+1)^(-gam);
t = normcdf(x, 2, 3);
u = normpdf(x, 1, 0.5);
v = erf(x);
w = steady_state(k);
end;
initval;
x = 1;
k = ((delt+bet)/(1.0*aa*alph))^(1/(alph-1));
c = aa*k^alph-delt*k;
t = 0;
u = 0;
v = 0;
w = 0;
end;
steady(solve_algo=5);
//check;
shocks;
var x;
periods 1;
values 1.2;
end;
simul(periods=20, stack_solve_algo=5);
if(abs(oo_.steady_state(2) - oo_.endo_simul(6,2)) > 1e-10)
error('Test failed in bytecode for steady_state')
end

67
tests/ramst_normcdf_and_friends.mod Normal file
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@ -0,0 +1,67 @@
// Tests the normcdf() function, in the static M-file, and in a dynamic C file
var c k t u v w;
varexo x;
parameters alph gam delt bet aa c_steady_state;
alph=0.5;
gam=0.5;
delt=0.02;
bet=0.05;
aa=0.5;
model;
c + k - aa*x*k(-1)^alph - (1-delt)*k(-1);
c^(-gam) - (1+bet)^(-1)*(aa*alph*x(+1)*k^(alph-1) + 1 - delt)*c(+1)^(-gam);
t = normcdf(x, 2, 3);
u = normpdf(x, 1, 0.5);
v = erf(x);
w = steady_state(k);
end;
initval;
x = 1;
k = ((delt+bet)/(1.0*aa*alph))^(1/(alph-1));
c = aa*k^alph-delt*k;
t = 0;
u = 0;
v = 0;
w = 0;
end;
steady;
check;
shocks;
var x;
periods 1;
values 1.2;
end;
simul(periods=20);
if(abs(oo_.steady_state(5) - erf(1)) > 1e-10)
error('Test failed in static bytecode for erf')
end
if (abs(oo_.endo_simul(5, 2) - erf(1.2)) > 1e-10)
error('Test failed in dynamic bytecode for erf')
end
if(abs(oo_.steady_state(4) - normpdf(1, 1, 0.5)) > 1e-10)
error('Test failed in static bytecode for normpdf')
end
if (abs(oo_.endo_simul(4, 2) - normpdf(1.2, 1, 0.5)) > 1e-10)
error('Test failed in dynamic bytecode for normpdf')
end
if (abs(oo_.steady_state(3) - normcdf(1, 2, 3)) > 1e-10)
error('Test failed in static bytecode for normcdf')
end
if (abs(oo_.endo_simul(3, 2) - normcdf(1.2, 2, 3)) > 1e-10)
error('Test failed in dynamic bytecode for normcdf')
end

22
tests/ramst_normcdf.mod → tests/ramst_steady_state.mod
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@ -1,20 +1,22 @@
// Tests the normcdf() function, in the static M-file, and in a dynamic C file
var c k t;
var c k t u v w;
varexo x;
parameters alph gam delt bet aa;
parameters alph gam delt bet aa c_steady_state;
alph=0.5;
gam=0.5;
delt=0.02;
bet=0.05;
aa=0.5;
model(use_dll);
model;
c + k - aa*x*k(-1)^alph - (1-delt)*k(-1);
c^(-gam) - (1+bet)^(-1)*(aa*alph*x(+1)*k^(alph-1) + 1 - delt)*c(+1)^(-gam);
t = normcdf(x, 2, 3);
u = normpdf(x, 1, 0.5);
v = erf(x);
w = steady_state(k);
end;
initval;
@ -22,11 +24,14 @@ x = 1;
k = ((delt+bet)/(1.0*aa*alph))^(1/(alph-1));
c = aa*k^alph-delt*k;
t = 0;
u = 0;
v = 0;
w = 0;
end;
steady;
check;
//check;
shocks;
var x;
@ -36,10 +41,7 @@ end;
simul(periods=20);
if (abs(oo_.steady_state(3) - normcdf(1, 2, 3)) > 1e-10)
error('Test failed in static M-file')
if(abs(oo_.steady_state(2) - oo_.endo_simul(6,2)) > 1e-10)
error('Test failed in bytecode for steady_state')
end
if (abs(oo_.endo_simul(3, 2) - normcdf(1.2, 2, 3)) > 1e-10)
error('Test failed in dynamic C file')
end