Commit Graph

76 Commits (master)

Author SHA1 Message Date
Johannes Pfeifer 6c9a08d7e2 Further adjust tolerance of Octave unit tests 2016-12-28 19:30:24 +01:00
Johannes Pfeifer 3fc011a1b2 Adjust unit test for stack_solve_algo=7 to actually trigger different algorithms 2016-08-23 17:28:41 +02:00
Johannes Pfeifer 077917b1f4 dynare_solve: use correct termination criterion with stack_solve_algo=7 2016-08-23 17:28:41 +02:00
Johannes Pfeifer 299d7edf8b Expand stack_solve_algo=7 unit tests to other solve_algo 2016-08-23 17:28:41 +02:00
Michel Juillard 22f49971bc fixing bug in mcp model setup
makes perfect_foresight_problem more efficient
added test case for stack_solve_algo == 7
2016-07-03 10:56:44 +02:00
Stéphane Adjemian (Hermes) 7eed391eb7 Do not display max. abs. error. 2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Charybdis) 8763c29f34 Renamed and changed integration test for sim1_purely_forward routine.
Check the results against analytical solution. Also added a new
integration test (ar1.mod).
2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Charybdis) 02c71eb270 Renamed and changed integration test for sim1_purely_backward routine.
Compare the solution returned by sim1_purely_backward with the true solution.
2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Charybdis) 0abb9dc6f9 Added integration test.
Comparison of the solutions for the endogenous variables in perfect
foresight models with stack_solve_algo equal to 0 and 6 (LBJ, legacy
algorithm).
2016-05-24 17:26:06 +02:00
Johannes Pfeifer d84bf3e107 Add unit tests for perfect foresight to detect issues with histval 2016-03-23 20:15:57 +01:00
Michel Juillard 066c79f46a test case for previous commit 2016-03-07 21:51:45 +01:00
Houtan Bastani 779e59cf02 test suite: add missing deletion of downloaded binaries 2015-08-03 08:52:12 +02:00
Michel Juillard e5d431919c fixing one more test case for deterministic simulations and leads lags
on more than one period
2015-07-29 16:36:13 +02:00
Michel Juillard 0cccceff86 fixed test cases for deterministic simulations with histval and leads
and lags on more than one period: All variables different from zero
must be declared in histval. The reference simulation has one lag
because of k(-1).
2015-07-29 16:12:53 +02:00
Johannes Pfeifer 9f21d2724f Add unit tests for dealing with multiple leads and lags 2015-07-23 14:05:58 +02:00
Stéphane Adjemian (Charybdis) caaabe9436 Added integration test for the linear_approximation option in
perfect foresight model simulation.

Using a linearized version of the SW model we check that the
linear_approximation option does not affect the results.
2015-07-08 11:23:13 +02:00
Stéphane Adjemian (Charybdis) 462639103f Added command to download binary data file from www.dynare.org/Datasets. 2015-06-18 14:55:21 +02:00
Stéphane Adjemian (Charybdis) af29c078ad Added integration test (deterministic simulation invoking solve_one_boundary routine). 2015-06-18 14:50:21 +02:00
Johannes Pfeifer 120946dfb3 Add unit test for deterministic simulations with several leads and lags
Tests #617
2015-05-09 08:13:22 +02:00
Johannes Pfeifer bbbbeb839f Change call to test.m to fataltest.m
Necessary after a988418668 to prevent crashes
2015-03-18 13:32:04 +01:00
Michel Juillard 470fbbe0b2 Fixed bug in deterministic simulations with exogenous variables lagged
by more than one period. Added corresponding test cases.
2015-01-15 11:27:00 +01:00
Sébastien Villemot 85f7af9133 Perfect foresight solver now uses a homotopy technique by default.
This commit introduces a "no_homotopy" option to restore the old behavior.

Ref #220
2014-04-10 16:39:06 +02:00
Stéphane Adjemian (Charybdis) ed5696a938 Added test (+ cosmetic changes). 2013-12-30 16:34:26 +01:00
Stéphane Adjemian (Charybdis) 1ea7631930 Added new option for perfect foresight simulations (sim1 routine, available only with stack_solve_algo==0).
Try to reduce the size of the nonlinear system of equations by skipping the (last) periods for wich the residuals are
already (almost) zero. The number of periods is not constant during the Newton, the effective number of periods for
each iteration of the Newton is available in oo_.deterministic_simulation.vperiods.
2013-12-27 18:35:53 +01:00
Sébastien Villemot 5dd9c844b3 Implement determistic simulation of purely backward models 2012-06-04 16:14:01 +02:00
Michel Juillard eab165d3ee added in manual a section on how to use steady_state_model block with
initval and endval for deterministic models. Added test cases for
deterministic models.
2012-05-29 21:31:57 +02:00