def test_denhaan_errors():
from dolo import yaml_import
from dolo.algos.time_iteration import time_iteration as global_solve
model = yaml_import('examples/models/rbc.yaml')
from dolo.algos.perturbations import approximate_controls
dr = approximate_controls(model)
dr_global = global_solve(model,
interp_type='smolyak',
smolyak_order=4,
verbose=False)
sigma = model.covariances
model.sigma = sigma
from dolo.algos.accuracy import denhaanerrors
denerr_1 = denhaanerrors(model, dr)
denerr_2 = denhaanerrors(model, dr_global)
print(denerr_1)
print(denerr_2)
print(denerr_2['max_errors'][0])
assert (max(denerr_2['max_errors']) < 10 - 7
) # errors with solyak colocations at order 4 are very small
def test_omega_errors():
from dolo import yaml_import
from dolo.algos.time_iteration import time_iteration as global_solve
model = yaml_import('examples/models/rbc.yaml')
from dolo.algos.perturbations import approximate_controls
dr = approximate_controls(model)
dr_global = global_solve(model,
smolyak_order=3,
verbose=False,
pert_order=1)
sigma = model.covariances
model.sigma = sigma
s_0 = dr.S_bar
from dolo.algos.accuracy import omega
res_1 = omega(model, dr, orders=[10, 10], time_discount=0.96)
res_2 = omega(model, dr_global)
print(res_1)
print(res_2)
def test_denhaan_errors():
from dolo import yaml_import
from dolo.algos.time_iteration import time_iteration as global_solve
model = yaml_import('examples/models/rbc.yaml')
from dolo.algos.perturbations import approximate_controls
dr = approximate_controls(model)
dr_global = global_solve(model, interp_type='smolyak', smolyak_order=4, verbose=False)
sigma = model.covariances
model.sigma = sigma
from dolo.algos.accuracy import denhaanerrors
denerr_1 = denhaanerrors(model, dr)
denerr_2 = denhaanerrors(model, dr_global)
print(denerr_1)
print(denerr_2)
print(denerr_2['max_errors'][0])
assert( max(denerr_2['max_errors']) < 10-7) # errors with solyak colocations at order 4 are very small
def solve_something(name, args):
from dolo import yaml_import
from dolo.algos.time_iteration import time_iteration as global_solve
model = yaml_import('examples/models/{}.yaml'.format(name))
dr = global_solve(model, **args)
return dr
def solve_something(name, args):
from dolo import yaml_import
from dolo.algos.time_iteration import time_iteration as global_solve
model = yaml_import('examples/models/{}.yaml'.format(name))
dr = global_solve(model, **args)
return dr
def test_omega_errors():
from dolo import yaml_import
from dolo.algos.time_iteration import time_iteration as global_solve
model = yaml_import('examples/models/rbc.yaml')
from dolo.algos.perturbations import approximate_controls
dr = approximate_controls(model)
dr_global = global_solve(model, smolyak_order=3, verbose=False, pert_order=1)
sigma = model.covariances
model.sigma = sigma
s_0 = dr.S_bar
from dolo.algos.accuracy import omega
res_1 = omega( model, dr, orders=[10,10], time_discount=0.96)
res_2 = omega( model, dr_global)
print(res_1)
print(res_2)
