From b8008a47acb35e25b0ad88a1abba3fb4286ea44d Mon Sep 17 00:00:00 2001 From: RJDennis Date: Tue, 12 Jul 2022 02:36:57 +0100 Subject: [PATCH] Allow OBC --- test/solution_file_1a.jl | 22 +++++++++++----------- test/solution_file_1b.jl | 22 +++++++++++----------- test/solution_file_2a.jl | 22 +++++++++++----------- test/solution_file_2b.jl | 22 +++++++++++----------- 4 files changed, 44 insertions(+), 44 deletions(-) diff --git a/test/solution_file_1a.jl b/test/solution_file_1a.jl index 607bfd7..bf55505 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) -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) +P = ChebyshevSchemeStoch(ss,chebyshev_nodes,[21,21],9,3,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters,:newton) +PP = ChebyshevSchemeStoch(ss,chebyshev_extrema,[21,21],9,4,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters,:newton) +PPP = ChebyshevSchemeStoch(ss,chebyshev_extended,[71,71],9,6,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters,:newton) 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) -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) +L = SmolyakSchemeStoch(ss,chebyshev_gauss_lobatto,9,4,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters,:newton) +LL = SmolyakSchemeStoch(ss,clenshaw_curtis_equidistant,9,4,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters,:newton) +LLL = SmolyakSchemeStoch(ss,chebyshev_gauss_lobatto,9,4,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters,:newton) 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) -MM = PiecewiseLinearSchemeStoch(ss,[31,31],9,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters) +M = PiecewiseLinearSchemeStoch(ss,[21,21],9,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters,:newton) +MM = PiecewiseLinearSchemeStoch(ss,[31,31],9,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters,:newton) 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) -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) +H = HyperbolicCrossSchemeStoch(ss,chebyshev_nodes,11,5,9,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters,:newton) +HH = HyperbolicCrossSchemeStoch(ss,chebyshev_nodes,11,6,11,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters,:newton) +HHH = HyperbolicCrossSchemeStoch(ss,chebyshev_nodes,11,12,17,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters,:newton) 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 b13a109..8918a72 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) -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) +P = ChebyshevSchemeDet(ss,chebyshev_nodes,[21,21],3,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:newton) +PP = ChebyshevSchemeDet(ss,chebyshev_nodes,[21,21],4,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:newton) +PPP = ChebyshevSchemeDet(ss,chebyshev_nodes,[71,71],6,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:newton) 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) -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) +L = SmolyakSchemeDet(ss,chebyshev_gauss_lobatto,4,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:newton) +LL = SmolyakSchemeDet(ss,clenshaw_curtis_equidistant,4,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:newton) +LLL = SmolyakSchemeDet(ss,chebyshev_gauss_lobatto,5,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:newton) 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) -MM = PiecewiseLinearSchemeDet(ss,[31,31],[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters) +M = PiecewiseLinearSchemeDet(ss,[21,21],[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:newton) +MM = PiecewiseLinearSchemeDet(ss,[31,31],[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:newton) 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) -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) +H = HyperbolicCrossSchemeDet(ss,chebyshev_nodes,5,9,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters,:newton) +HH = HyperbolicCrossSchemeDet(ss,chebyshev_nodes,6,11,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters,:newton) +HHH = HyperbolicCrossSchemeDet(ss,chebyshev_nodes,12,17,[0.0960769 26.0; -0.0960769 18.0],tol,1e-6,maxiters,:newton) 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 cc27970..327a1f1 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) -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) +P = ChebyshevSchemeStoch(ss,chebyshev_nodes,[21,21],9,3,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:newton) +PP = ChebyshevSchemeStoch(ss,chebyshev_extrema,[21,21],9,4,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:newton) +PPP = ChebyshevSchemeStoch(ss,chebyshev_extended,[71,71],9,6,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:newton) 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) -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) +L = SmolyakSchemeStoch(ss,chebyshev_gauss_lobatto,9,4,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:newton) +LL = SmolyakSchemeStoch(ss,clenshaw_curtis_equidistant,9,4,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:newton) +LLL = SmolyakSchemeStoch(ss,chebyshev_gauss_lobatto,9,5,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:newton) 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) -MM = PiecewiseLinearSchemeStoch(ss,[31,31],9,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters) +M = PiecewiseLinearSchemeStoch(ss,[21,21],9,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:newton) +MM = PiecewiseLinearSchemeStoch(ss,[31,31],9,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:newton) 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) -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) +H = HyperbolicCrossSchemeStoch(ss,chebyshev_nodes,11,5,9,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:newton) +HH = HyperbolicCrossSchemeStoch(ss,chebyshev_nodes,11,6,11,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:newton) +HHH = HyperbolicCrossSchemeStoch(ss,chebyshev_nodes,11,12,17,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:newton) 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 d92b8ed..52a55b2 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) -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) +P = ChebyshevSchemeDet(ss,chebyshev_nodes,[21,21],3,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:newton) +PP = ChebyshevSchemeDet(ss,chebyshev_nodes,[21,21],4,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:newton) +PPP = ChebyshevSchemeDet(ss,chebyshev_nodes,[71,71],6,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:newton) 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) -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) +L = SmolyakSchemeDet(ss,chebyshev_gauss_lobatto,4,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:newton) +LL = SmolyakSchemeDet(ss,clenshaw_curtis_equidistant,4,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:newton) +LLL = SmolyakSchemeDet(ss,chebyshev_gauss_lobatto,5,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:newton) 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) -MM = PiecewiseLinearSchemeDet(ss,[31,31],[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters) +M = PiecewiseLinearSchemeDet(ss,[21,21],[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:newton) +MM = PiecewiseLinearSchemeDet(ss,[31,31],[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:newton) 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) -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) +H = HyperbolicCrossSchemeDet(ss,chebyshev_nodes,5,9,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:newton) +HH = HyperbolicCrossSchemeDet(ss,chebyshev_nodes,6,11,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:newton) +HHH = HyperbolicCrossSchemeDet(ss,chebyshev_nodes,12,17,[0.0960769 26.0; -0.0960769 8.0],tol,1e-6,maxiters,:newton) soln_nlz = solve_model(dsge,H) soln_nly = solve_model(dsge,HH,2)