64 lines
1.5 KiB
Matlab
Executable File
64 lines
1.5 KiB
Matlab
Executable File
function test_qmc_sequence()
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% Copyright (C) 2009 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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transform = uint32(0);
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dimension = uint32(2);
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flag = uint32(3);
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seed = uint32(1477);
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count = 0;
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for i=1:20
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disp('Step 1...')
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qmc_init = qmc_sequence(dimension,flag,seed,transform);
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disp('Done!')
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disp('Step 2...')
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number_of_simulations = uint32(20);
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[Q, qmc_new] = qmc_sequence(qmc_init,number_of_simulations);
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disp('Done!')
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number_of_simulations = uint32(10);
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disp('Step 3...')
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[Q1, qmc_new1] = qmc_sequence(qmc_init,number_of_simulations);
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disp('Done!')
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disp('Step 4...')
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[Q2, qmc_new2] = qmc_sequence(qmc_new1,number_of_simulations);
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disp('Done!')
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Q3 = Q - [Q1;Q2] ;
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test = max(max(abs(Q3)));
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if test<2*eps
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count = count+1;
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end
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if i==5 | i== 10
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clear mex;
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close all;
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end
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end
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disp('qmc_sequence:: No error!')
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clear all |