// Tests the normcdf(), normpdf(), erf(), erfc(), trigonometric and hyperbolic functions var c k t u v w sin_x cos_x tan_x asin_y acos_y atan_y sinh_x cosh_x tanh_x asinh_zz acosh_zz atanh_z; varexo x y z zz; parameters alph gam delt bet aa; alph=0.5; gam=0.5; delt=0.02; bet=0.05; aa=0.5; @#if model_options == "" model; @#else model(@{model_options}); @#endif 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 = erfc(x); sin_x = sin(x); cos_x = cos(x); tan_x = tan(x); asin_y = asin(y); acos_y = acos(y); atan_y = atan(y); sinh_x = sinh(x); cosh_x = cosh(x); tanh_x = tanh(x); asinh_zz = asinh(zz); acosh_zz = acosh(zz); atanh_z = atanh(z); end; initval; x = 1; y = 0; z = 0.1; zz = 1.1; 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; var y; periods 1,2; values 0.5, 1; var z; periods 1; values 0.5; var zz; periods 1; values 1.2; end; perfect_foresight_setup(periods=20); perfect_foresight_solver; if(abs(oo_.steady_state(5) - erf(1)) > 1e-10) error('Test failed in static @{mode_name} for erf') end if (abs(oo_.endo_simul(5, 2) - erf(1.2)) > 1e-10) error('Test failed in dynamic @{mode_name} for erf') end if(abs(oo_.steady_state(6) - erfc(1)) > 1e-10) error('Test failed in static @{mode_name} for erfc') end if (abs(oo_.endo_simul(6, 2) - erfc(1.2)) > 1e-10) error('Test failed in dynamic @{mode_name} for erfc') end if(abs(oo_.steady_state(4) - normpdf(1, 1, 0.5)) > 1e-10) error('Test failed in static @{mode_name} for normpdf') end if (abs(oo_.endo_simul(4, 2) - normpdf(1.2, 1, 0.5)) > 1e-10) error('Test failed in dynamic @{mode_name} for normpdf') end if (abs(oo_.steady_state(3) - normcdf(1, 2, 3)) > 1e-10) error('Test failed in static @{mode_name} for normcdf') end if (abs(oo_.endo_simul(3, 2) - normcdf(1.2, 2, 3)) > 1e-10) error('Test failed in dynamic @{mode_name} for normcdf') end sin_x_pos=strmatch('sin_x',M_.endo_names,'exact'); if(abs(oo_.steady_state(sin_x_pos) - sin(1)) > 1e-10) error('Test failed in static @{mode_name} for sin') end if (abs(oo_.endo_simul(sin_x_pos, 2) - sin(1.2)) > 1e-10) error('Test failed in dynamic @{mode_name} for sin') end cos_x_pos=strmatch('cos_x',M_.endo_names,'exact'); if(abs(oo_.steady_state(cos_x_pos) - cos(1)) > 1e-10) error('Test failed in static @{mode_name} for cos') end if (abs(oo_.endo_simul(cos_x_pos, 2) - cos(1.2)) > 1e-10) error('Test failed in dynamic @{mode_name} for cos') end tan_x_pos=strmatch('tan_x',M_.endo_names,'exact'); if(abs(oo_.steady_state(tan_x_pos) - tan(1)) > 1e-10) error('Test failed in static @{mode_name} for tan') end if (abs(oo_.endo_simul(tan_x_pos, 2) - tan(1.2)) > 1e-10) error('Test failed in dynamic @{mode_name} for tan') end asin_y_pos=strmatch('asin_y',M_.endo_names,'exact'); if(abs(oo_.steady_state(asin_y_pos) - asin(0)) > 1e-10) error('Test failed in static @{mode_name} for asin') end if (abs(oo_.endo_simul(asin_y_pos,1) - asin(0)) > 1e-10) || ... (abs(oo_.endo_simul(asin_y_pos, 2) - asin(0.5)) > 1e-10) || ... (abs(oo_.endo_simul(asin_y_pos, 3) - asin(1)) > 1e-10) error('Test failed in dynamic @{mode_name} for asin') end acos_y_pos=strmatch('acos_y',M_.endo_names,'exact'); if(abs(oo_.steady_state(acos_y_pos) - acos(0)) > 1e-10) error('Test failed in static @{mode_name} for acos') end if (abs(oo_.endo_simul(acos_y_pos,1) - acos(0)) > 1e-10) || ... (abs(oo_.endo_simul(acos_y_pos, 2) - acos(0.5)) > 1e-10) || ... (abs(oo_.endo_simul(acos_y_pos, 3) - acos(1)) > 1e-10) error('Test failed in dynamic @{mode_name} for acos') end atan_y_pos=strmatch('atan_y',M_.endo_names,'exact'); if(abs(oo_.steady_state(atan_y_pos) - atan(0)) > 1e-10) error('Test failed in static @{mode_name} for atan') end if (abs(oo_.endo_simul(atan_y_pos,1) - atan(0)) > 1e-10) || ... (abs(oo_.endo_simul(atan_y_pos, 2) - atan(0.5)) > 1e-10) || ... (abs(oo_.endo_simul(atan_y_pos, 3) - atan(1)) > 1e-10) error('Test failed in dynamic @{mode_name} for atan') end // Hyperbolic sinh_x_pos=strmatch('sinh_x',M_.endo_names,'exact'); if(abs(oo_.steady_state(sinh_x_pos) - sinh(1)) > 1e-10) error('Test failed in static @{mode_name} for sinh') end if (abs(oo_.endo_simul(sinh_x_pos, 2) - sinh(1.2)) > 1e-10) error('Test failed in dynamic @{mode_name} for sinh') end cosh_x_pos=strmatch('cosh_x',M_.endo_names,'exact'); if(abs(oo_.steady_state(cosh_x_pos) - cosh(1)) > 1e-10) error('Test failed in static @{mode_name} for cosh') end if (abs(oo_.endo_simul(cosh_x_pos, 2) - cosh(1.2)) > 1e-10) error('Test failed in dynamic @{mode_name} for cosh') end tanh_x_pos=strmatch('tanh_x',M_.endo_names,'exact'); if(abs(oo_.steady_state(tanh_x_pos) - tanh(1)) > 1e-10) error('Test failed in static @{mode_name} for tanh') end if (abs(oo_.endo_simul(tanh_x_pos, 2) - tanh(1.2)) > 1e-10) error('Test failed in dynamic @{mode_name} for tanh') end asinh_zz_pos=strmatch('asinh_zz',M_.endo_names,'exact'); if(abs(oo_.steady_state(asinh_zz_pos) - asinh(1.1)) > 1e-10) error('Test failed in static @{mode_name} for asinh') end if (abs(oo_.endo_simul(asinh_zz_pos,1) - asinh(1.1)) > 1e-10) || ... (abs(oo_.endo_simul(asinh_zz_pos, 2) - asinh(1.2)) > 1e-10) error('Test failed in dynamic @{mode_name} for asinh') end acosh_zz_pos=strmatch('acosh_zz',M_.endo_names,'exact'); if(abs(oo_.steady_state(acosh_zz_pos) - acosh(1.1)) > 1e-10) error('Test failed in static @{mode_name} for acosh') end if (abs(oo_.endo_simul(acosh_zz_pos,1) - acosh(1.1)) > 1e-10) || ... (abs(oo_.endo_simul(acosh_zz_pos, 2) - acosh(1.2)) > 1e-10) error('Test failed in dynamic @{mode_name} for acosh') end atanh_z_pos=strmatch('atanh_z',M_.endo_names,'exact'); if(abs(oo_.steady_state(atanh_z_pos) - atanh(0.1)) > 1e-10) error('Test failed in static @{mode_name} for atanh') end if (abs(oo_.endo_simul(atanh_z_pos,1) - atanh(0.1)) > 1e-10) || ... (abs(oo_.endo_simul(atanh_z_pos, 2) - atanh(0.5)) > 1e-10) error('Test failed in dynamic @{mode_name} for atanh') end /* Local Variables: mode: dynare End: */