230 lines
6.1 KiB
PHP
230 lines
6.1 KiB
PHP
// Tests the normcdf(), normpdf(), erf(), erfc(), trigonometric and hyperbolic functions
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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;
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varexo x y z zz;
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parameters alph gam delt bet aa;
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alph=0.5;
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gam=0.5;
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delt=0.02;
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bet=0.05;
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aa=0.5;
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@#if model_options == ""
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model;
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@#else
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model(@{model_options});
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@#endif
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c + k - aa*x*k(-1)^alph - (1-delt)*k(-1);
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c^(-gam) - (1+bet)^(-1)*(aa*alph*x(+1)*k^(alph-1) + 1 - delt)*c(+1)^(-gam);
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t = normcdf(x, 2, 3);
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u = normpdf(x, 1, 0.5);
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v = erf(x);
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w = erfc(x);
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sin_x = sin(x);
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cos_x = cos(x);
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tan_x = tan(x);
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asin_y = asin(y);
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acos_y = acos(y);
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atan_y = atan(y);
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sinh_x = sinh(x);
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cosh_x = cosh(x);
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tanh_x = tanh(x);
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asinh_zz = asinh(zz);
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acosh_zz = acosh(zz);
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atanh_z = atanh(z);
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end;
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initval;
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x = 1;
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y = 0;
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z = 0.1;
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zz = 1.1;
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k = ((delt+bet)/(1.0*aa*alph))^(1/(alph-1));
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c = aa*k^alph-delt*k;
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t = 0;
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u = 0;
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v = 0;
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w = 0;
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end;
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steady;
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check;
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shocks;
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var x;
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periods 1;
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values 1.2;
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var y;
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periods 1,2;
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values 0.5, 1;
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var z;
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periods 1;
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values 0.5;
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var zz;
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periods 1;
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values 1.2;
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end;
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perfect_foresight_setup(periods=20);
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perfect_foresight_solver;
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if(abs(oo_.steady_state(5) - erf(1)) > 1e-10)
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error('Test failed in static @{mode_name} for erf')
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end
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if (abs(oo_.endo_simul(5, 2) - erf(1.2)) > 1e-10)
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error('Test failed in dynamic @{mode_name} for erf')
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end
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if(abs(oo_.steady_state(6) - erfc(1)) > 1e-10)
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error('Test failed in static @{mode_name} for erfc')
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end
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if (abs(oo_.endo_simul(6, 2) - erfc(1.2)) > 1e-10)
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error('Test failed in dynamic @{mode_name} for erfc')
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end
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if(abs(oo_.steady_state(4) - normpdf(1, 1, 0.5)) > 1e-10)
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error('Test failed in static @{mode_name} for normpdf')
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end
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if (abs(oo_.endo_simul(4, 2) - normpdf(1.2, 1, 0.5)) > 1e-10)
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error('Test failed in dynamic @{mode_name} for normpdf')
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end
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if (abs(oo_.steady_state(3) - normcdf(1, 2, 3)) > 1e-10)
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error('Test failed in static @{mode_name} for normcdf')
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end
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if (abs(oo_.endo_simul(3, 2) - normcdf(1.2, 2, 3)) > 1e-10)
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error('Test failed in dynamic @{mode_name} for normcdf')
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end
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sin_x_pos=strmatch('sin_x',M_.endo_names,'exact');
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if(abs(oo_.steady_state(sin_x_pos) - sin(1)) > 1e-10)
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error('Test failed in static @{mode_name} for sin')
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end
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if (abs(oo_.endo_simul(sin_x_pos, 2) - sin(1.2)) > 1e-10)
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error('Test failed in dynamic @{mode_name} for sin')
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end
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cos_x_pos=strmatch('cos_x',M_.endo_names,'exact');
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if(abs(oo_.steady_state(cos_x_pos) - cos(1)) > 1e-10)
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error('Test failed in static @{mode_name} for cos')
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end
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if (abs(oo_.endo_simul(cos_x_pos, 2) - cos(1.2)) > 1e-10)
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error('Test failed in dynamic @{mode_name} for cos')
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end
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tan_x_pos=strmatch('tan_x',M_.endo_names,'exact');
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if(abs(oo_.steady_state(tan_x_pos) - tan(1)) > 1e-10)
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error('Test failed in static @{mode_name} for tan')
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end
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if (abs(oo_.endo_simul(tan_x_pos, 2) - tan(1.2)) > 1e-10)
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error('Test failed in dynamic @{mode_name} for tan')
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end
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asin_y_pos=strmatch('asin_y',M_.endo_names,'exact');
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if(abs(oo_.steady_state(asin_y_pos) - asin(0)) > 1e-10)
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error('Test failed in static @{mode_name} for asin')
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end
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if (abs(oo_.endo_simul(asin_y_pos,1) - asin(0)) > 1e-10) || ...
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(abs(oo_.endo_simul(asin_y_pos, 2) - asin(0.5)) > 1e-10) || ...
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(abs(oo_.endo_simul(asin_y_pos, 3) - asin(1)) > 1e-10)
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error('Test failed in dynamic @{mode_name} for asin')
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end
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acos_y_pos=strmatch('acos_y',M_.endo_names,'exact');
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if(abs(oo_.steady_state(acos_y_pos) - acos(0)) > 1e-10)
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error('Test failed in static @{mode_name} for acos')
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end
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if (abs(oo_.endo_simul(acos_y_pos,1) - acos(0)) > 1e-10) || ...
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(abs(oo_.endo_simul(acos_y_pos, 2) - acos(0.5)) > 1e-10) || ...
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(abs(oo_.endo_simul(acos_y_pos, 3) - acos(1)) > 1e-10)
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error('Test failed in dynamic @{mode_name} for acos')
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end
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atan_y_pos=strmatch('atan_y',M_.endo_names,'exact');
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if(abs(oo_.steady_state(atan_y_pos) - atan(0)) > 1e-10)
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error('Test failed in static @{mode_name} for atan')
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end
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if (abs(oo_.endo_simul(atan_y_pos,1) - atan(0)) > 1e-10) || ...
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(abs(oo_.endo_simul(atan_y_pos, 2) - atan(0.5)) > 1e-10) || ...
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(abs(oo_.endo_simul(atan_y_pos, 3) - atan(1)) > 1e-10)
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error('Test failed in dynamic @{mode_name} for atan')
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end
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// Hyperbolic
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sinh_x_pos=strmatch('sinh_x',M_.endo_names,'exact');
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if(abs(oo_.steady_state(sinh_x_pos) - sinh(1)) > 1e-10)
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error('Test failed in static @{mode_name} for sinh')
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end
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if (abs(oo_.endo_simul(sinh_x_pos, 2) - sinh(1.2)) > 1e-10)
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error('Test failed in dynamic @{mode_name} for sinh')
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end
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cosh_x_pos=strmatch('cosh_x',M_.endo_names,'exact');
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if(abs(oo_.steady_state(cosh_x_pos) - cosh(1)) > 1e-10)
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error('Test failed in static @{mode_name} for cosh')
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end
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if (abs(oo_.endo_simul(cosh_x_pos, 2) - cosh(1.2)) > 1e-10)
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error('Test failed in dynamic @{mode_name} for cosh')
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end
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tanh_x_pos=strmatch('tanh_x',M_.endo_names,'exact');
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if(abs(oo_.steady_state(tanh_x_pos) - tanh(1)) > 1e-10)
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error('Test failed in static @{mode_name} for tanh')
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end
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if (abs(oo_.endo_simul(tanh_x_pos, 2) - tanh(1.2)) > 1e-10)
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error('Test failed in dynamic @{mode_name} for tanh')
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end
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asinh_zz_pos=strmatch('asinh_zz',M_.endo_names,'exact');
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if(abs(oo_.steady_state(asinh_zz_pos) - asinh(1.1)) > 1e-10)
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error('Test failed in static @{mode_name} for asinh')
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end
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if (abs(oo_.endo_simul(asinh_zz_pos,1) - asinh(1.1)) > 1e-10) || ...
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(abs(oo_.endo_simul(asinh_zz_pos, 2) - asinh(1.2)) > 1e-10)
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error('Test failed in dynamic @{mode_name} for asinh')
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end
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acosh_zz_pos=strmatch('acosh_zz',M_.endo_names,'exact');
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if(abs(oo_.steady_state(acosh_zz_pos) - acosh(1.1)) > 1e-10)
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error('Test failed in static @{mode_name} for acosh')
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end
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if (abs(oo_.endo_simul(acosh_zz_pos,1) - acosh(1.1)) > 1e-10) || ...
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(abs(oo_.endo_simul(acosh_zz_pos, 2) - acosh(1.2)) > 1e-10)
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error('Test failed in dynamic @{mode_name} for acosh')
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end
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atanh_z_pos=strmatch('atanh_z',M_.endo_names,'exact');
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if(abs(oo_.steady_state(atanh_z_pos) - atanh(0.1)) > 1e-10)
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error('Test failed in static @{mode_name} for atanh')
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end
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if (abs(oo_.endo_simul(atanh_z_pos,1) - atanh(0.1)) > 1e-10) || ...
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(abs(oo_.endo_simul(atanh_z_pos, 2) - atanh(0.5)) > 1e-10)
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error('Test failed in dynamic @{mode_name} for atanh')
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end
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/*
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Local Variables:
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mode: dynare
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End:
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*/
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