82 lines
2.8 KiB
C++
82 lines
2.8 KiB
C++
#include <iostream>
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#include "dynare_cpp_driver.hh"
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#include "DecisionRules.hh"
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DynareInfo *preprocessorOutput(void);
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extern "C" {
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void steadystate(double const *, double const *, double *, int *);
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void FirstDerivatives(const double *y, double *x, int nb_row_x, double *params, double *steady_state, int it_, double *residual, double *g1, double *v2, double *v3);
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}
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main(int argc, char **argv)
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{
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DynareInfo model_info;
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int endo_nbr = model_info.get_endo_nbr();
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int exo_nbr = model_info.get_exo_nbr();
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double *params = model_info.get_params_data();
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// Steady state
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double *steady_state = new double[endo_nbr];
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int info;
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steadystate(NULL, params, steady_state, &info);
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for (int i = 0; i < endo_nbr; ++i)
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std::cout << model_info.get_endo_name_by_index(i) << " " << steady_state[i] << "\n";
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// 1st order approximation
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double qz_criterium = 1.000001;
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vector<size_t> zeta_back = model_info.get_zeta_back();
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vector<size_t> zeta_fwrd = model_info.get_zeta_fwrd();
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vector<size_t> zeta_mixed = model_info.get_zeta_mixed();
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vector<size_t> zeta_static = model_info.get_zeta_static();
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int nfwrd = zeta_fwrd.size();
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int nback = zeta_back.size();
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int nmixed = zeta_mixed.size();
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int nstatic = zeta_static.size();
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int sdyn = nfwrd + nback + 2*nmixed;
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int jacob_cols = sdyn + endo_nbr + exo_nbr;
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double *exo_steady_state = new double[exo_nbr];
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double *jacob_data = new double[endo_nbr*jacob_cols];
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std::cout << endo_nbr << " " << jacob_cols << endl;
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FirstDerivatives(steady_state, exo_steady_state, 0, params, steady_state, 1, NULL, jacob_data, NULL, NULL);
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std::cout << "g1[44] = " << jacob_data[44] << endl;
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DecisionRules dr(endo_nbr, exo_nbr, zeta_fwrd, zeta_back, zeta_mixed,
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zeta_static, qz_criterium);
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std::cout << "g1[44] = " << jacob_data[44] << endl;
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int jacobian_col_nbr = sdyn + endo_nbr + exo_nbr;
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std::cout << "g1[44] = " << jacob_data[44] << endl;
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MatrixView jacob_tmp(jacob_data, endo_nbr, jacobian_col_nbr, endo_nbr);
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std::cout << "g1[44] = " << jacob_data[44] << endl;
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std::cout << "jacob_tmp(2,7) = "<< jacob_tmp(2, 7) << endl;
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Matrix jacobian(endo_nbr, jacobian_col_nbr), g_y(endo_nbr, nback+nmixed), g_u(endo_nbr, exo_nbr);
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jacobian = jacob_tmp;
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try
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{
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dr.compute(jacobian, g_y, g_u);
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}
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catch (GeneralizedSchurDecomposition::GSDException &e)
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{
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std::cerr << e << std::endl;
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}
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catch (DecisionRules::BlanchardKahnException &e)
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{
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std::cerr << e << std::endl;
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}
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Vector eig_real(sdyn), eig_cmplx(sdyn);
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dr.getGeneralizedEigenvalues(eig_real, eig_cmplx);
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std::cout << "Eigenvalues (real part): " << eig_real
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<< "Eigenvalues (complex part): " << eig_cmplx << std::endl
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<< "g_y = " << std::endl << g_y << std::endl
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<< "g_u = " << std::endl << g_u;
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}
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