Fix and test warn_maxiter

bankofcanada · Aug 22, 2024 · 8446b04 · 8446b04
1 parent 1744542
commit 8446b04
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Showing 2 changed files with 21 additions and 1 deletion.
diff --git a/src/stackedtime/sim_nr.jl b/src/stackedtime/sim_nr.jl
@@ -80,7 +80,7 @@ function sim_nr!(x::AbstractArray{Float64}, sd::StackedTimeSolverData,
     nFx = norm(Fx, Inf)
     nΔx = Inf
     _, λ = damping(0, 1.0, nFx, Fx)::Tuple{Bool,Float64}
-    while (it < maxiter) && (tol < nFx) && (λ*tol < nΔx)
+    while (it <= maxiter) && (tol < nFx) && (λ*tol < nΔx)
         it = it + 1
         TMP, Jx = stackedtime_RJ(x, x, sd)
         copyto!(Fx, TMP)

diff --git a/test/sim_solver.jl b/test/sim_solver.jl
@@ -33,6 +33,26 @@ rng = Random.default_rng()
     @test @compare res01[2] res01[3] quiet
 end
 
+@testset "warn_maxiter" begin
+    m = getE7A()
+    sssolve!(m)
+    @test issssolved(m) && (0 == check_sstate(m))
+
+    p01 = Plan(m, 1:100)
+    Random.seed!(rng, 0x1230ABCF)
+    data01 = steadystatedata(m, p01)
+    data01[begin:0U, m.variables] .+= randn(rng, m.maxlag, m.nvars)
+    data01[1U:10U, m.shocks] .+= randn(rng, 10, m.nshks)
+
+    @testset "warn_maxiter = false" begin
+        @test simulate(m, p01, data01; warn_maxiter=false, sim_solver=:sim_nr, verbose=false, fctype=fcnatural, maxiter=1) !== nothing
+    end
+
+    @testset "warn_maxiter = :error" begin
+        @test_throws ErrorException simulate(m, p01, data01; warn_maxiter=:error, sim_solver=:sim_nr, verbose=false, fctype=fcnatural, maxiter=1)
+    end
+end
+
 @testset "damping" begin
 
     m = getE7A()