37 lines
1.1 KiB
Modula-2
37 lines
1.1 KiB
Modula-2
var c k x;
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parameters alpha gam delta beta ;
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alpha=0.5;
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gam=0.5;
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delta=0.02;
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beta=0.05;
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model;
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x = x(-1)*1.02;
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c + k - x^(1-alpha)*k(-1)^alpha - (1-delta)*k(-1);
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c^(-gam) - (1+beta)^(-1)*(alpha*x(+1)^(1-alpha)*k^(alpha-1) + 1 - delta)*c(+1)^(-gam);
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end;
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verbatim;
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bgp.write(M_);
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if isoctave
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options = optimset('Display', 'iter', 'MaxFunEvals', 1000000,'MaxIter',100000,'Jacobian','on','TolFun',1e-6,'TolX',1e-6);
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else
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options = optimoptions('fsolve','Display','iter','Algorithm','levenberg-marquardt','MaxFunctionEvaluations',1000000,'MaxIterations',100000,'SpecifyObjectiveGradient',true,'FunctionTolerance',1e-6,'StepTolerance',1e-6);
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end
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if isoctave
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% Octave can't take a function handle of a function in a package
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% See https://savannah.gnu.org/bugs/index.php?46659
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fun = str2func('ramsey.bgpfun');
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else
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fun = @ramsey.bgpfun;
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end
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y = 1+(rand(M_.endo_nbr,1)-.5)*.5;
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g = ones(M_.endo_nbr,1);% 1+(rand(M_.endo_nbr,1)-.5)*.1;
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[y, fval, exitflag] = fsolve(fun, [y;g], options);
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assert(max(abs(y(M_.endo_nbr+(1:M_.orig_endo_nbr))-1.02))<1e-6)
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end;
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