c3524d33d0
Testsuite: replace “simul” by “perfect_foresight_setup” + “perfect_foresight_solver”
2023-02-06 15:42:34 -05:00
a82d24fd41
rbcii_MCP.mod: increase tolerance for Octave
2022-09-08 17:41:54 +02:00
Stéphane Adjemian (Ryûk)
1348c2ac4c
Fix typo.
2022-08-31 22:47:35 +02:00
Stéphane Adjemian (Ryûk)
2aa6565c18
Add test for lmmcp in extended path.
2022-08-31 13:37:00 +02:00
3d7299c1e4
New option “non_zero” to the “resid” command
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When this option is given, the “resid” command only displays non-zero residuals
2022-03-01 14:26:16 +01:00
d62a09cdef
tests/ep/rbcii.mod: use supported mechanism for user-provided steady state file
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Incidentally, this should fix random crashes under Octave (where the manually
copied steady state file was not correctly detected by the interpreter).
2021-09-21 16:26:58 +02:00
Stéphane Adjemian (Charybdis)
9867203f25
Reduce simulation length in integration test.
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Also removed commented codes.
Closes #1857
2021-05-28 13:56:13 +02:00
f78ac9f5ac
EP with MCP: add test case
2021-05-28 13:49:58 +02:00
71e3e0d49e
Fix extended_path with bytecode
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By the way, document and enforce the fact that stochastic extended_path (i.e.
order > 0) is not compatible with either bytecode or block.
Closes : #1742
2020-10-14 17:25:58 +02:00
fc6c78e5ea
testsuite: transform old steady state files to steady_state_model-blocks
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Allows for easier maintenance
2019-11-26 17:02:12 +01:00
ee891948e0
Moved IntegrationAgorithm under options_.ep.stochastic
2019-04-18 18:03:57 +02:00
62b0106dde
Streamlined extended path examples.
2019-04-18 18:03:57 +02:00
a1b8bd39b2
Move the location of various generated files on the filesystem
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- M and MEX files are now under +${MODELNAME}/
- bytecode, C source and JSON now under ${MODELNAME}/model/
2018-06-27 17:03:39 +02:00
052655e353
Changed some integration tests for lowering the execution time of the testsuite.
2017-03-17 18:24:56 +01:00
edce6b4779
Added integration test for Monte-Carlo EP.
2016-05-24 17:28:24 +02:00
6dcfd1c072
Added integration test.
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Test that the extended path and stoch_simul (with order equal to 1)
algorithms return the same paths for the endogenous variables if the
RE model is linear.
2016-05-24 17:28:24 +02:00
13ca15a278
Allow (S)EP with arbitrary sequence of innovations.
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The third input argument of extended_path Matlab/Octave's routine is the
sequence of shocks (T*n array, where n is the number of exogenous
variables and T is the size of the sample). If the third argument is
empty, the (stochastic) extended path is run with gaussian
innovations (this corresponds to the previous behaviour).
TODO:
- Fix the compatibility with ep.replic_nbr
- Check the 'calibrated' mode.
2016-05-24 17:28:24 +02:00
b60bd7b36b
Removed globals from extended_path routine.
2016-05-24 17:28:24 +02:00
3a5b221dde
Reduced the number of periods in integration tests for Extended Path.
2015-06-03 08:26:23 +02:00
a7ec5c7258
extended_path: adding missing files
2014-05-18 21:49:52 +02:00
23134353e3
extended_path: update tests models; correct bugs introduced in
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previous commit
2014-05-12 14:17:19 +02:00
94fa6144bd
Fixed example ep/rbcii.mod (RBC model with endogenous labour supply and irreversible investment).
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The leaded lagrange multiplier (associated with the positivity constraint on investment) was missing in the Euler equation.
2014-01-17 12:06:16 +01:00
80868b2955
Bug fix (max function not yet implemented for dseries objects).
2013-12-16 09:54:49 +01:00
8f8bfe6cc3
Renamed tests/ep/linear.mod as tests/ep/linearmodel.mod to avoid conflict with matlab's system identification toolbox.
2013-12-16 09:50:12 +01:00
cc0d9b42f0
Changed name of options_.maxit as options_.simul.maxit.
2013-10-09 13:06:06 +02:00
dd75baa9b4
stochastic extended path: new algorithm with leaner tree, new hybrid
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option using second order perturbation correction,
solve_stochastic_perfect_foresight_model.m moves to matlab/ep directory
2013-03-11 16:09:08 +01:00
5c893f501b
making extended path ready for parallel computing with parfor
2012-11-17 20:55:01 +01:00
34bcc9a20a
Added burnside asset pricing model in tests/ep.
2012-11-09 14:32:44 +01:00
b82813d3f9
Removed call to mean_preserving_spread routine in tests/rbc.mod.
2012-11-07 10:13:12 +01:00
63e4bb3f87
Removed plot of a variable that does not exist anymore (LagrangeMultiplier) in tests/rbcii.mod.
2012-11-07 10:13:12 +01:00
9e0e025eba
Changed computing tasks in tests/rbcii.mod.
2012-11-07 10:13:12 +01:00
3271296592
Do not use mean_preserving_spread routine (far too expensive). Added use_dll option (necessary because calls to getPowerDeriv routine dramatically increases execution time).
2012-11-07 10:13:12 +01:00
f823bcf5fa
Deleted useless matlab routine for steady state (tests/rbcii.mod).
2012-11-07 10:13:11 +01:00
e75a54d35c
Fixed steady state in rbcii.mod (steady state levels in the unconstrained regime were wrong).
2012-11-07 10:13:11 +01:00
a219a4b9e7
Fixed bug and cosmetic changes.
2012-11-07 10:13:11 +01:00
f9d8ee682c
Reduced the number of simulations.
2012-11-07 10:13:11 +01:00
59a62d87af
Fixed bugs.
2012-11-07 10:13:11 +01:00
02efbd31a8
Convert files to Unix EOL
2012-06-08 19:10:19 +02:00
1fc2d78ddf
dminished number of nodes and order of computation in
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./tests/ep/rbcii.mod to make it faster. Commented out production of
graphs
2012-06-08 18:38:36 +02:00
a87cac34ca
Preprocessor iface to extended_path
2012-06-08 17:36:32 +02:00
e98aa4df90
fixing problem with irreversible investment tests case ep/rbcii.mod
2012-06-05 15:57:40 +02:00
62b1b9a2cc
extend test case rbcii until stochastic order = 3
2012-06-02 16:21:02 +02:00
944c19ab51
fixing extended_path test case
2012-06-02 11:36:00 +02:00
ec05f302b7
Removing debugging code for extended path. Updating test cases.
2012-06-01 15:01:25 +02:00
dd5cb335fb
changes to stochastic perfect foresight simulation (still doesn't work
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correctly with ZLB)
2012-04-21 21:41:07 +02:00
8c4f2c79b7
Changed options conformably to the previous commits.
2012-03-08 12:52:53 +01:00
cfed4b8aaa
Changed some options and the test criteria which has to depend on the value of options_.dynatol.x.
2012-03-08 12:50:28 +01:00
3785962519
fixing extended-path test
2012-03-06 12:42:37 +01:00
bad8746e77
corrected bugs in extended path. The code works now with
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./tests/ep/linear.mod
2012-03-04 20:59:57 +01:00
133e51e6d6
Changed the test files conformably to the latest commits related to the (stochastic) extended path approach.
2012-02-04 18:44:57 +01:00
Sébastien Villemot
Johannes Pfeifer
Stéphane Adjemian (Ryûk)
Stéphane Adjemian
Stéphane Adjemian (Charybdis)
Michel Juillard
Michel Juillard
Sébastien Villemot