def test_global_solution(self):
from dolo import yaml_import, global_solve
filename = 'examples/global_models/rbc.yaml'
model = yaml_import(filename)
print model.calibration['covariances']
import time
dr = global_solve(model, pert_order=1, maxit=500, smolyak_order=3, verbose=True, polish=False, method='newton')
t1 = time.time()
dr = global_solve(model, pert_order=1, maxit=5, smolyak_order=5, verbose=True, polish=False, method='newton')
t2 = time.time()
dr = global_solve(model, pert_order=1, maxit=5, interp_type='multilinear', verbose=True, polish=False, method='newton')
t3 = time.time()
print(t2-t1)
print(t3-t2)
def test_global_solution(self):
from dolo import yaml_import, global_solve
filename = 'examples/global_models/rbc.yaml'
model = yaml_import(filename)
import time
dr = global_solve(model, pert_order=2, maxit=5, smolyak_order=3, verbose=True, polish=True)
t1 = time.time()
dr = global_solve(model, pert_order=1, maxit=5, smolyak_order=5, verbose=True, polish=False)
t2 = time.time()
dr = global_solve(model, pert_order=1, maxit=5, interp_type='multilinear', verbose=True, polish=False)
t3 = time.time()
print(t2-t1)
print(t3-t2)
def test_global_solution(self):
from dolo import yaml_import, global_solve
filename = 'examples/global_models/rbc.yaml'
model = yaml_import(filename)
print model.calibration['covariances']
import time
dr = global_solve(model,
pert_order=1,
maxit=500,
smolyak_order=3,
verbose=True,
polish=False,
method='newton')
t1 = time.time()
dr = global_solve(model,
pert_order=1,
maxit=5,
smolyak_order=5,
verbose=True,
polish=False,
method='newton')
t2 = time.time()
dr = global_solve(model,
pert_order=1,
maxit=5,
interp_type='multilinear',
verbose=True,
polish=False,
method='newton')
t3 = time.time()
print(t2 - t1)
print(t3 - t2)
def test_global_solution(self):
from dolo import yaml_import, global_solve
filename = 'examples/global_models/rbc.yaml'
model = yaml_import(filename)
import time
t1 = time.time()
dr = global_solve(model, pert_order=2, maxit=5, interp_type='spline', verbose=True)
def test_global_solution(self):
from dolo import yaml_import, global_solve
filename = 'examples/models/rbc.yaml'
model = yaml_import(filename)
import time
t1 = time.time()
print('ok')
dr = global_solve(model,
pert_order=1,
maxit=5,
interp_type='spline',
verbose=True)
def test_global_solution(self):
import time
from dolo import yaml_import, global_solve
filename = 'examples/models/rbc.yaml'
model = yaml_import(filename)
print(model.__class__)
t3 = time.time()
dr = global_solve(model, pert_order=1, maxit=5, interp_type='spline', verbose=True, interp_orders=[100,100])
t4 = time.time()
print(t4-t3)
def test_global_solution(self):
import time
from dolo import yaml_import, global_solve
filename = 'examples/models/rbc.yaml'
model = yaml_import(filename)
print(model.__class__)
t3 = time.time()
dr = global_solve(model,
pert_order=1,
maxit=5,
interp_type='spline',
verbose=True,
interp_orders=[100, 100])
t4 = time.time()
print(t4 - t3)
# filename = '../../examples/dynare_modfiles/example1.mod'
# filename = '/home/pablo/Documents/Research/CGR/revival/CKM.mod'
filename = "../../examples/global_models/rbc.yaml"
# from dolo.misc.modfile import dynare_import
# model = dynare_import(filename)
from dolo.misc.yamlfile import yaml_import
model = yaml_import(filename)
from dolo import global_solve
dr = global_solve(model)
from dolo.numeric.perturbations import solve_decision_rule
print(model)
model2 = model.copy()
model2.set_calibration({"beta": 0.95})
print(model.calibration)
print(model2.calibration)
print(model2)
print(model)
# print(model)
# filename = '../../examples/dynare_modfiles/example1.mod'
# filename = '/home/pablo/Documents/Research/CGR/revival/CKM.mod'
filename = '../../examples/global_models/rbc.yaml'
# from dolo.misc.modfile import dynare_import
# model = dynare_import(filename)
from dolo.misc.yamlfile import yaml_import
model = yaml_import(filename)
from dolo import global_solve
dr = global_solve(model)
from dolo.numeric.perturbations import solve_decision_rule
print(model)
model2 = model.copy()
model2.set_calibration({'beta':0.95})
print(model.calibration)
print(model2.calibration)
print(model2)
print(model)
from numpy import concatenate
calibration = copy.copy(self.parent.calibration)
# calibration['controls'] = concatenate( [calibration['controls'], calibration['auxiliary']] )
self.calibration = calibration
def get_calibration(self, name):
return self.parent.get_calibration(name)
@property
def x_bounds(self):
return self.parent.x_bounds
if __name__ == "__main__":
from dolo import *
model = yaml_import("examples/models/rbc.yaml")
model_fg = GModel_fg_from_fga(model)
print(model_fg.get_calibration(['alpha', 'rho']))
model_fg.set_calibration(alpha=0.1)
print(model_fg.get_calibration(['alpha', 'rho']))
print(model_fg.x_bounds)
from dolo import global_solve
dr = global_solve(model_fg, verbose=True)
print(dr)
import copy
from numpy import concatenate
calibration = copy.copy(self.parent.calibration)
# calibration['controls'] = concatenate( [calibration['controls'], calibration['auxiliary']] )
self.calibration = calibration
def get_calibration(self, name):
return self.parent.get_calibration(name)
@property
def x_bounds(self):
return self.parent.x_bounds
if __name__ == "__main__":
from dolo import *
model = yaml_import("examples/models/rbc.yaml")
model_fg = GModel_fg_from_fga(model)
print( model_fg.get_calibration(['alpha','rho']) )
model_fg.set_calibration(alpha=0.1)
print( model_fg.get_calibration(['alpha','rho']) )
print(model_fg.x_bounds)
from dolo import global_solve
dr = global_solve(model_fg, verbose=True)
print(dr)
