From 3355896a9383f3e76c9c8220fe321fca598181a7 Mon Sep 17 00:00:00 2001 From: RJDennis Date: Sat, 25 Jun 2022 12:32:47 +0100 Subject: [PATCH] Update Project.toml --- Project.toml | 8 ++++---- test/solution_file_1a.jl | 22 +++++++++++----------- test/solution_file_1b.jl | 22 +++++++++++----------- test/solution_file_2a.jl | 22 +++++++++++----------- test/solution_file_2b.jl | 22 +++++++++++----------- 5 files changed, 48 insertions(+), 48 deletions(-) diff --git a/Project.toml b/Project.toml index a58cb65..cefba2d 100644 --- a/Project.toml +++ b/Project.toml @@ -18,13 +18,13 @@ HyperbolicCrossApprox = "db4fe9aa-a353-4142-ac3f-608941c5a4fc" [compat] -ChebyshevApprox = "^0.1.15" -SmolyakApprox = "^0.1.14" +ChebyshevApprox = "^0.2" +SmolyakApprox = "^0.2" PiecewiseLinearApprox = "^0.1" ForwardDiff = "^0.10" GaussQuadrature = "^0.5" NLsolve = "^4.3" -julia = "^1.3" +julia = "^1.6" ThreadPools = "^2.0" ThreadsX = "^0.1.7" -HyperbolicCrossApprox = "^0.2.3" \ No newline at end of file +HyperbolicCrossApprox = "^0.2" \ No newline at end of file diff --git a/test/solution_file_1a.jl b/test/solution_file_1a.jl index ad6568d..607bfd7 100644 --- a/test/solution_file_1a.jl +++ b/test/solution_file_1a.jl @@ -22,9 +22,9 @@ soln_so = solve_model(dsge,NN) soln_to = solve_model(dsge,NNN) soln_foo = solve_model(dsge,NNNN) -P = ChebyshevSchemeStoch(ss,chebyshev_nodes,[21,21],9,3,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters,:trust_region) -PP = ChebyshevSchemeStoch(ss,chebyshev_extrema,[21,21],9,4,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters,:trust_region) -PPP = ChebyshevSchemeStoch(ss,chebyshev_extended,[71,71],9,6,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters,:trust_region) +P = ChebyshevSchemeStoch(ss,chebyshev_nodes,[21,21],9,3,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters) +PP = ChebyshevSchemeStoch(ss,chebyshev_extrema,[21,21],9,4,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters) +PPP = ChebyshevSchemeStoch(ss,chebyshev_extended,[71,71],9,6,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters) soln_nla = solve_model(dsge,P,2) soln_nlb = solve_model(dsge,soln_fo,PP) @@ -33,17 +33,17 @@ soln_nld = solve_model(dsge,soln_to,P,2) soln_nle = solve_model(dsge,soln_nld,PP) soln_nlf = solve_model(dsge,soln_nle,PPP) -L = SmolyakSchemeStoch(ss,chebyshev_gauss_lobatto,9,4,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters,:trust_region) -LL = SmolyakSchemeStoch(ss,clenshaw_curtis_equidistant,9,4,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters,:trust_region) -LLL = SmolyakSchemeStoch(ss,chebyshev_gauss_lobatto,9,4,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters,:trust_region) +L = SmolyakSchemeStoch(ss,chebyshev_gauss_lobatto,9,4,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters) +LL = SmolyakSchemeStoch(ss,clenshaw_curtis_equidistant,9,4,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters) +LLL = SmolyakSchemeStoch(ss,chebyshev_gauss_lobatto,9,4,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters) soln_nlg = solve_model(dsge,L,2) soln_nlh = solve_model(dsge,soln_to,LL,2) soln_nli = solve_model(dsge,soln_nlh,LLL) soln_nlj = solve_model(dsge,soln_nlf,LL) -M = PiecewiseLinearSchemeStoch(ss,[21,21],9,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters,:trust_region) -MM = PiecewiseLinearSchemeStoch(ss,[31,31],9,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters,:trust_region) +M = PiecewiseLinearSchemeStoch(ss,[21,21],9,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters) +MM = PiecewiseLinearSchemeStoch(ss,[31,31],9,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters) soln_nlk = solve_model(dsge,M,2) soln_nll = solve_model(dsge,soln_to,MM,2) @@ -51,9 +51,9 @@ soln_nlm = solve_model(dsge,soln_nlf,MM) soln_nln = solve_model(dsge,soln_nlj,MM) soln_nlo = solve_model(dsge,soln_nln,MM) -H = HyperbolicCrossSchemeStoch(ss,chebyshev_nodes,11,5,9,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters,:trust_region) -HH = HyperbolicCrossSchemeStoch(ss,chebyshev_nodes,11,6,11,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters,:trust_region) -HHH = HyperbolicCrossSchemeStoch(ss,chebyshev_nodes,11,12,17,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters,:trust_region) +H = HyperbolicCrossSchemeStoch(ss,chebyshev_nodes,11,5,9,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters) +HH = HyperbolicCrossSchemeStoch(ss,chebyshev_nodes,11,6,11,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters) +HHH = HyperbolicCrossSchemeStoch(ss,chebyshev_nodes,11,12,17,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters) soln_nlz = solve_model(dsge,H) soln_nly = solve_model(dsge,HH,2) diff --git a/test/solution_file_1b.jl b/test/solution_file_1b.jl index 311ba91..b13a109 100644 --- a/test/solution_file_1b.jl +++ b/test/solution_file_1b.jl @@ -22,9 +22,9 @@ soln_so = solve_model(dsge,NN) soln_to = solve_model(dsge,NNN) soln_foo = solve_model(dsge,NNNN) -P = ChebyshevSchemeDet(ss,chebyshev_nodes,[21,21],3,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:trust_region) -PP = ChebyshevSchemeDet(ss,chebyshev_nodes,[21,21],4,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:trust_region) -PPP = ChebyshevSchemeDet(ss,chebyshev_nodes,[71,71],6,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:trust_region) +P = ChebyshevSchemeDet(ss,chebyshev_nodes,[21,21],3,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters) +PP = ChebyshevSchemeDet(ss,chebyshev_nodes,[21,21],4,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters) +PPP = ChebyshevSchemeDet(ss,chebyshev_nodes,[71,71],6,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters) soln_nla = solve_model(dsge,P) soln_nlb = solve_model(dsge,soln_fo,PP) @@ -33,17 +33,17 @@ soln_nld = solve_model(dsge,soln_to,P) soln_nle = solve_model(dsge,soln_nld,PP) soln_nlf = solve_model(dsge,soln_nle,PPP,2) -L = SmolyakSchemeDet(ss,chebyshev_gauss_lobatto,4,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:trust_region) -LL = SmolyakSchemeDet(ss,clenshaw_curtis_equidistant,4,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:trust_region) -LLL = SmolyakSchemeDet(ss,chebyshev_gauss_lobatto,5,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:trust_region) +L = SmolyakSchemeDet(ss,chebyshev_gauss_lobatto,4,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters) +LL = SmolyakSchemeDet(ss,clenshaw_curtis_equidistant,4,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters) +LLL = SmolyakSchemeDet(ss,chebyshev_gauss_lobatto,5,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters) soln_nlg = solve_model(dsge,L) soln_nlh = solve_model(dsge,soln_to,LL) soln_nli = solve_model(dsge,soln_nlh,LLL,2) soln_nlj = solve_model(dsge,soln_nlf,LL) -M = PiecewiseLinearSchemeDet(ss,[21,21],[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:trust_region) -MM = PiecewiseLinearSchemeDet(ss,[31,31],[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:trust_region) +M = PiecewiseLinearSchemeDet(ss,[21,21],[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters) +MM = PiecewiseLinearSchemeDet(ss,[31,31],[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters) soln_nlk = solve_model(dsge,M) soln_nll = solve_model(dsge,soln_to,MM) @@ -51,9 +51,9 @@ soln_nlm = solve_model(dsge,soln_nlf,MM,2) soln_nln = solve_model(dsge,soln_nlj,MM) soln_nlo = solve_model(dsge,soln_nln,MM) -H = HyperbolicCrossSchemeDet(ss,chebyshev_nodes,5,9,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters,:trust_region) -HH = HyperbolicCrossSchemeDet(ss,chebyshev_nodes,6,11,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters,:trust_region) -HHH = HyperbolicCrossSchemeDet(ss,chebyshev_nodes,12,17,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters,:trust_region) +H = HyperbolicCrossSchemeDet(ss,chebyshev_nodes,5,9,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters) +HH = HyperbolicCrossSchemeDet(ss,chebyshev_nodes,6,11,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters) +HHH = HyperbolicCrossSchemeDet(ss,chebyshev_nodes,12,17,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters) soln_nlz = solve_model(dsge,H) soln_nly = solve_model(dsge,HH,2) diff --git a/test/solution_file_2a.jl b/test/solution_file_2a.jl index 464ee8d..cc27970 100644 --- a/test/solution_file_2a.jl +++ b/test/solution_file_2a.jl @@ -23,9 +23,9 @@ soln_so = solve_model(dsge,NN) soln_to = solve_model(dsge,NNN) soln_foo = solve_model(dsge,NNNN) -P = ChebyshevSchemeStoch(ss,chebyshev_nodes,[21,21],9,3,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:trust_region) -PP = ChebyshevSchemeStoch(ss,chebyshev_extrema,[21,21],9,4,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:trust_region) -PPP = ChebyshevSchemeStoch(ss,chebyshev_extended,[71,71],9,6,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:trust_region) +P = ChebyshevSchemeStoch(ss,chebyshev_nodes,[21,21],9,3,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters) +PP = ChebyshevSchemeStoch(ss,chebyshev_extrema,[21,21],9,4,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters) +PPP = ChebyshevSchemeStoch(ss,chebyshev_extended,[71,71],9,6,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters) soln_nla = solve_model(dsge,P) soln_nlb = solve_model(dsge,soln_fo,PP) @@ -34,17 +34,17 @@ soln_nld = solve_model(dsge,soln_to,P,2) soln_nle = solve_model(dsge,soln_nld,PP,2) soln_nlf = solve_model(dsge,soln_nle,PPP) -L = SmolyakSchemeStoch(ss,chebyshev_gauss_lobatto,9,4,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:trust_region) -LL = SmolyakSchemeStoch(ss,clenshaw_curtis_equidistant,9,4,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:trust_region) -LLL = SmolyakSchemeStoch(ss,chebyshev_gauss_lobatto,9,5,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:trust_region) +L = SmolyakSchemeStoch(ss,chebyshev_gauss_lobatto,9,4,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters) +LL = SmolyakSchemeStoch(ss,clenshaw_curtis_equidistant,9,4,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters) +LLL = SmolyakSchemeStoch(ss,chebyshev_gauss_lobatto,9,5,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters) soln_nlg = solve_model(dsge,L,2) soln_nlh = solve_model(dsge,soln_to,LL) soln_nli = solve_model(dsge,soln_nlh,LLL) soln_nlj = solve_model(dsge,soln_nlf,LL,2) -M = PiecewiseLinearSchemeStoch(ss,[21,21],9,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:trust_region) -MM = PiecewiseLinearSchemeStoch(ss,[31,31],9,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:trust_region) +M = PiecewiseLinearSchemeStoch(ss,[21,21],9,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters) +MM = PiecewiseLinearSchemeStoch(ss,[31,31],9,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters) soln_nlk = solve_model(dsge,M) soln_nll = solve_model(dsge,soln_to,MM) @@ -52,9 +52,9 @@ soln_nlm = solve_model(dsge,soln_nlf,MM) soln_nln = solve_model(dsge,soln_nlj,MM) soln_nlo = solve_model(dsge,soln_nln,MM,2) -H = HyperbolicCrossSchemeStoch(ss,chebyshev_nodes,11,5,9,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:trust_region) -HH = HyperbolicCrossSchemeStoch(ss,chebyshev_nodes,11,6,11,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:trust_region) -HHH = HyperbolicCrossSchemeStoch(ss,chebyshev_nodes,11,12,17,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:trust_region) +H = HyperbolicCrossSchemeStoch(ss,chebyshev_nodes,11,5,9,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters) +HH = HyperbolicCrossSchemeStoch(ss,chebyshev_nodes,11,6,11,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters) +HHH = HyperbolicCrossSchemeStoch(ss,chebyshev_nodes,11,12,17,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters) soln_nlz = solve_model(dsge,H) soln_nly = solve_model(dsge,HH,2) diff --git a/test/solution_file_2b.jl b/test/solution_file_2b.jl index f78ff50..d92b8ed 100644 --- a/test/solution_file_2b.jl +++ b/test/solution_file_2b.jl @@ -23,9 +23,9 @@ soln_so = solve_model(dsge,NN) soln_to = solve_model(dsge,NNN) soln_foo = solve_model(dsge,NNNN) -P = ChebyshevSchemeDet(ss,chebyshev_nodes,[21,21],3,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:trust_region) -PP = ChebyshevSchemeDet(ss,chebyshev_nodes,[21,21],4,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:trust_region) -PPP = ChebyshevSchemeDet(ss,chebyshev_nodes,[71,71],6,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:trust_region) +P = ChebyshevSchemeDet(ss,chebyshev_nodes,[21,21],3,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters) +PP = ChebyshevSchemeDet(ss,chebyshev_nodes,[21,21],4,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters) +PPP = ChebyshevSchemeDet(ss,chebyshev_nodes,[71,71],6,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters) soln_nla = solve_model(dsge,P) soln_nlb = solve_model(dsge,soln_fo,PP) @@ -34,17 +34,17 @@ soln_nld = solve_model(dsge,soln_to,P) soln_nle = solve_model(dsge,soln_nld,PP) soln_nlf = solve_model(dsge,soln_nle,PPP,2) -L = SmolyakSchemeDet(ss,chebyshev_gauss_lobatto,4,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:trust_region) -LL = SmolyakSchemeDet(ss,clenshaw_curtis_equidistant,4,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:trust_region) -LLL = SmolyakSchemeDet(ss,chebyshev_gauss_lobatto,5,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:trust_region) +L = SmolyakSchemeDet(ss,chebyshev_gauss_lobatto,4,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters) +LL = SmolyakSchemeDet(ss,clenshaw_curtis_equidistant,4,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters) +LLL = SmolyakSchemeDet(ss,chebyshev_gauss_lobatto,5,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters) soln_nlg = solve_model(dsge,L) soln_nlh = solve_model(dsge,soln_to,LL) soln_nli = solve_model(dsge,soln_nlh,LLL,2) soln_nlj = solve_model(dsge,soln_nlf,LL) -M = PiecewiseLinearSchemeDet(ss,[21,21],[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:trust_region) -MM = PiecewiseLinearSchemeDet(ss,[31,31],[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:trust_region) +M = PiecewiseLinearSchemeDet(ss,[21,21],[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters) +MM = PiecewiseLinearSchemeDet(ss,[31,31],[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters) soln_nlk = solve_model(dsge,M) soln_nll = solve_model(dsge,soln_to,MM) @@ -52,9 +52,9 @@ soln_nlm = solve_model(dsge,soln_nlf,MM,2) soln_nln = solve_model(dsge,soln_nlj,MM) soln_nlo = solve_model(dsge,soln_nln,MM) -H = HyperbolicCrossSchemeDet(ss,chebyshev_nodes,5,9,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:trust_region) -HH = HyperbolicCrossSchemeDet(ss,chebyshev_nodes,6,11,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:trust_region) -HHH = HyperbolicCrossSchemeDet(ss,chebyshev_nodes,12,17,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:trust_region) +H = HyperbolicCrossSchemeDet(ss,chebyshev_nodes,5,9,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters) +HH = HyperbolicCrossSchemeDet(ss,chebyshev_nodes,6,11,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters) +HHH = HyperbolicCrossSchemeDet(ss,chebyshev_nodes,12,17,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters) soln_nlz = solve_model(dsge,H) soln_nly = solve_model(dsge,HH,2)