diff --git a/tests/kalman/lyapunov/fs2000_lyap.mod b/tests/kalman/lyapunov/fs2000_lyap.mod index 0601571e7..466b252ea 100644 --- a/tests/kalman/lyapunov/fs2000_lyap.mod +++ b/tests/kalman/lyapunov/fs2000_lyap.mod @@ -133,68 +133,4 @@ end options_.lyapunov_fp = 0; options_.lyapunov_db = 0; options_.lyapunov_srs = 0; -estimation(lyapunov=fixed_point,order=1,datafile=fsdat_simul, nobs=192, loglinear, mh_replic=0, mh_nblocks=1, mh_jscale=0.8,nograph); - -//**************** Do pure Lyapunov tests*********** -verbatim; -clear all -options_.lyapunov_complex_threshold = 1e-15; -options_.qz_zero_threshold = 1e-6; -options_.qz_criterium=1-options_.qz_zero_threshold; -options_.lyapunov_fixed_point_tol = 1e-10; -options_.lyapunov_doubling_tol = 1e-16; - -n_small=8; -m_small=10; -T_small=randn(n_small,n_small); -T_small=0.99*T_small/max(abs(eigs(T_small))); -tmp2=randn(m_small,m_small); -Q_small=tmp2*tmp2'; -R_small=randn(n_small,m_small); - -n_large=9; -m_large=11; -T_large=randn(n_large,n_large); -T_large=0.99*T_large/max(abs(eigs(T_large))); -tmp2=randn(m_large,m_large); -Q_large=tmp2*tmp2'; -R_large=randn(n_large,m_large); - -% DynareOptions.lyapunov_fp == 1 -Pstar1_small = lyapunov_symm(T_small,R_small*Q_small*R_small',options_.lyapunov_fixed_point_tol,options_.lyapunov_fixed_point_tol,3); -Pstar1_large = lyapunov_symm(T_large,R_large*Q_large*R_large',options_.lyapunov_fixed_point_tol,options_.lyapunov_fixed_point_tol,3); -% Dynareoptions.lyapunov_db == 1 -Pstar2_small = disclyap_fast(T_small,R_small*Q_small*R_small',options_.lyapunov_doubling_tol); -Pstar2_large = disclyap_fast(T_large,R_large*Q_large*R_large',options_.lyapunov_doubling_tol); -% Dynareoptions.lyapunov_srs == 1 -Pstar3_small = lyapunov_symm(T_small,Q_small,options_.lyapunov_fixed_point_tol,options_.lyapunov_complex_threshold,4,R_small); -Pstar3_large = lyapunov_symm(T_large,Q_large,options_.lyapunov_fixed_point_tol,options_.lyapunov_complex_threshold,4,R_large); -% Standard -Pstar4_small = lyapunov_symm(T_small,R_small*Q_small*R_small',options_.qz_criterium,options_.lyapunov_complex_threshold); -Pstar4_large = lyapunov_symm(T_large,R_large*Q_large*R_large',options_.qz_criterium,options_.lyapunov_complex_threshold); - - -if max(max(abs(Pstar1_small-Pstar2_small)))>1e-8 - error('Results do not match') -end -if max(max(abs(Pstar1_small-Pstar3_small)))>1e-8 - error('Results do not match') -end -if max(max(abs(Pstar1_small-Pstar4_small)))>1e-8 - error('Results do not match') -end - - -if max(max(abs(Pstar1_large-Pstar2_large)))>1e-8 - error('Results do not match') -end -if max(max(abs(Pstar1_large-Pstar3_large)))>1e-8 - error('Results do not match') -end -if max(max(abs(Pstar1_large-Pstar4_large)))>1e-8 - error('Results do not match') -end - -oo_=[]; -M_=[]; -end; \ No newline at end of file +estimation(lyapunov=fixed_point,order=1,datafile=fsdat_simul, nobs=192, loglinear, mh_replic=0, mh_nblocks=1, mh_jscale=0.8,nograph); \ No newline at end of file