100 lines
3.2 KiB
C++
100 lines
3.2 KiB
C++
/*
|
|
* Copyright (C) 2010-2011 Dynare Team
|
|
*
|
|
* This file is part of Dynare.
|
|
*
|
|
* Dynare is free software: you can redistribute it and/or modify
|
|
* it under the terms of the GNU General Public License as published by
|
|
* the Free Software Foundation, either version 3 of the License, or
|
|
* (at your option) any later version.
|
|
*
|
|
* Dynare is distributed in the hope that it will be useful,
|
|
* 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/>.
|
|
*/
|
|
|
|
// Test for ModelSolution
|
|
// Uses fs2000k2.mod and its ..._dynamic.mexw32
|
|
|
|
#include "ModelSolution.hh"
|
|
|
|
int
|
|
main(int argc, char **argv)
|
|
{
|
|
if (argc < 2)
|
|
{
|
|
std::cerr << argv[0] << ": please provide as argument the name of the dynamic DLL generated from fs2000k2.mod (typically fs2000k2_dynamic.mex*)" << std::endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
std::string modName = argv[1];
|
|
const int npar = 7;
|
|
const size_t n_endo = 15, n_exo = 2;
|
|
std::vector<size_t> zeta_fwrd_arg;
|
|
std::vector<size_t> zeta_back_arg;
|
|
std::vector<size_t> zeta_mixed_arg;
|
|
std::vector<size_t> zeta_static_arg;
|
|
double qz_criterium = 1.0+1.0e-9;
|
|
Vector deepParams(npar);
|
|
|
|
double dYSparams [] = {
|
|
1.0110, 2.2582, 0.4477, 1.0000,
|
|
4.5959, 1.0212, 5.8012, 0.8494,
|
|
0.1872, 0.8604, 1.0030, 1.0080,
|
|
0.5808, 1.0030, 2.2093
|
|
};
|
|
double vcov[] = {
|
|
0.1960e-3, 0.0,
|
|
0.0, 0.0250e-3
|
|
};
|
|
int nVCVpar = 2;
|
|
MatrixView vCovVW(vcov, nVCVpar, nVCVpar, nVCVpar);
|
|
Matrix vCov(nVCVpar, nVCVpar);
|
|
vCov = vCovVW;
|
|
|
|
double dparams[] = { 0.3300,
|
|
0.9900,
|
|
0.0030,
|
|
1.0110,
|
|
0.7000,
|
|
0.7870,
|
|
0.0200};
|
|
|
|
VectorView modParamsVW(dparams, npar, 1);
|
|
deepParams = modParamsVW;
|
|
VectorView steadyState(dYSparams, n_endo, 1);
|
|
std::cout << "Vector deepParams: " << std::endl << deepParams << std::endl;
|
|
std::cout << "Matrix vCov: " << std::endl << vCov << std::endl;
|
|
std::cout << "Vector steadyState: " << std::endl << steadyState << std::endl;
|
|
|
|
// Set zeta vectors [0:(n-1)] from Matlab indices [1:n]
|
|
//order_var = [ stat_var(:); pred_var(:); both_var(:); fwrd_var(:)];
|
|
size_t statc[] = { 4, 5, 6, 8, 9, 10, 11, 12, 14};
|
|
size_t back[] = {1, 7, 13};
|
|
size_t both[] = {2};
|
|
size_t fwd[] = { 3, 15};
|
|
for (int i = 0; i < 9; ++i)
|
|
zeta_static_arg.push_back(statc[i]-1);
|
|
for (int i = 0; i < 3; ++i)
|
|
zeta_back_arg.push_back(back[i]-1);
|
|
for (int i = 0; i < 1; ++i)
|
|
zeta_mixed_arg.push_back(both[i]-1);
|
|
for (int i = 0; i < 2; ++i)
|
|
zeta_fwrd_arg.push_back(fwd[i]-1);
|
|
|
|
Matrix ghx(n_endo, zeta_back_arg.size() + zeta_mixed_arg.size());
|
|
Matrix ghu(n_endo, n_exo);
|
|
|
|
ModelSolution modelSolution(modName, n_endo, n_exo,
|
|
zeta_fwrd_arg, zeta_back_arg, zeta_mixed_arg, zeta_static_arg, qz_criterium);
|
|
|
|
modelSolution.compute(steadyState, deepParams, ghx, ghu);
|
|
|
|
std::cout << "Matrix ghx: " << std::endl << ghx << std::endl;
|
|
std::cout << "Matrix ghu: " << std::endl << ghu << std::endl;
|
|
}
|