37ab539a10
testsuite: provide meaningful output in case of LaTeX errors
2023-12-07 12:11:38 +01:00
776c247b9b
testsuite: use silent_optimizer option to not clutter meson log-file
2023-10-01 18:04:16 +02:00
885fda0e20
OSR: allow using analytic gradient
2023-09-13 11:19:13 +02:00
ec908386b6
Testsuite: no longer use deprecated ramsey_policy, except a in a dedicated test
2023-03-29 16:57:01 +02:00
10af04c6d8
Use Unicode copyright symbol (in UTF-8 encoding) in all source files
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It is now supported by the MATLAB editor (as of R2022a).
The old ASCII notation is left in some files that we copy as-is from other
sources (e.g. in the contrib/ and m4/ subdirectories).
The particles submodule is not updated at this point, because it is in an
inconsistent state.
[skip ci]
2022-04-13 14:54:25 +02:00
d039bcbfec
evaluate_planner_objective.m: initialize newly introduced options and fix naming
2021-12-07 13:56:01 +01:00
cf829fb28e
A few fixes for k-order welfare assesment in `evaluate_planner_objective`
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As suggested in !1962
2021-12-07 12:19:30 +01:00
6b566d37c7
Add k-order conditional and unconditional welfare evaluation in evaluate_planner_objective
2021-11-24 17:30:02 +01:00
f889a25e86
Amend the k_order_welfare routine for it to return the adequate output variables
2021-11-24 17:16:03 +01:00
45772571c3
testsuite: expand Ramsey tests to check for consistency of utility and welfare
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Also increase variance to make tests more challenging
2021-10-15 12:46:26 +02:00
fa04600264
Testsuite: add calls to resid for optimal policy
2021-10-11 18:06:37 +02:00
9fd0806643
Testsuite: do not distribute optimal_policy/Ramsey/oo_ramsey_policy_initval.mat
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It is a generated file.
By the way, ensure that the generated file has the .mat extension under Octave.
2021-09-27 16:43:50 +02:00
334020fc46
evaluate_planner_objective.m: fix wrong timing in setting of shocks
2021-09-11 09:44:36 +02:00
0d483ff85f
evaluate_planner_objective.m: Factorize setting of initial condition
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also takes care of initially set shocks
2021-09-11 09:44:35 +02:00
acdad93822
Fixing the regression in behavior in evaluate_planner_objective (Ref: #1680 )
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- evaluate_planner_objective now returns conditional welfare depending on the initial value of the Lagrange multipliers when it is suitable to do so
- histval blocks are no longer ignored
2021-09-11 09:44:35 +02:00
b34be496c5
Merge branch 'evaluate_planner' into 'master'
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evaluate_planner_objective.m: correctly rely on lag/lead structure for perfect foresight
See merge request Dynare/dynare!1890
2021-07-23 14:01:22 +00:00
440a0e460b
Storage of results: use subfolder
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Ref. #1758
2021-07-23 14:12:17 +02:00
e09d215964
evaluate_planner_objective.m: correctly rely on lag/lead structure for perfect foresight
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Also cosmetic changes to indentation
2021-07-23 13:27:30 +02:00
a517c1f1de
neo_growth_ramsey_k_order.mod: call evaluate_planner_objective
2021-07-22 15:20:30 +02:00
3d27672c58
kth-order approximation of conditional welfare
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Partially addresses issue #1680 :
- unconditional welfare resorts to dynare++ simulation tools, which shall be updated very soon
TO DO:
- implement a function computing kth-order approximation of simulated moments of y
2021-06-15 15:04:31 +02:00
766fff88f6
Use secure URL for link to GNU licenses
2021-06-09 17:35:05 +02:00
456dc86ad1
identification: support optimal policy
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Related to https://git.dynare.org/Dynare/dynare/-/merge_requests/1837
2021-05-14 13:38:42 +02:00
9db1265892
Asssesing welfare in perfect-foresight frameworks
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Ref. #1680
2021-02-25 15:12:28 +01:00
e880d1bcc3
Ref. #1680 : 2nd-order welfare
2021-02-17 13:53:55 +01:00
068a3e4bde
testsuite: add integration test for estimation with Ramsey
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[skip ci]
2020-03-02 09:17:36 +01:00
f720f470bf
Preprocessor update
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— “ramsey_policy”: bugfix when no option is passed
— various improvements to “epilogue” (preprocessor#36)
— compatibility with Bison 3.5
— bugfix in search for constant equations
— new “planner_discount_latex_name” option of “ramsey_policy” (Closes : #1686 )
2019-12-18 17:46:38 +01:00
a4030c3676
testsuite: update ramsey_model to new command sequence using ramsey_model
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Related to https://git.dynare.org/Dynare/dynare/issues/1678
2019-12-13 14:18:15 +01:00
7be8f10e0e
Use cells of strings instead of char arrays.
2018-01-09 22:30:01 +01:00
79e510a99e
Add integration tests for #1193 and #1510
2017-09-13 10:20:09 +02:00
fb57ef453d
Put all OSR unit tests into subfolder and add one for parameter bounds
2016-05-22 11:41:54 +02:00
71fd7730f0
Add unit test for Ramsey policy that checks correctness with analytical results
2015-09-08 13:47:54 +02:00
0fd76e0c6f
Assigning unique function for each input argument of lyapunov_symm.m
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The old way of redefining input arguments to satisfy different options was too error-prone. See 69daaa0460b0ddee97292c39d40355201e316622 of tholden
2015-07-22 15:11:39 +02:00
fe398e5b0d
Renamed two integration tests (appended _xfail).
2015-06-03 12:24:28 +02:00
c22d31330c
Adding 'ramsey_constraints' block to declare contraints for Ramsey
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problems. Note that LMMCP (solve_algo=10) still doesn't work in all cases.
2015-05-31 12:18:20 +02:00
91d8ce38bc
Disable OSR unit tests for optimizers not supported by Octave
2015-03-17 11:43:30 +01:00
49c32da83b
Add unit tests for different OSR algorithms
2015-02-28 20:42:46 +01:00
59c8fe4319
test system: rename ramsey.mod as ramsey_.mod to avoid removal of ramsey directory when doing make clean
2015-02-23 16:50:14 +01:00
1ac96c6808
Add initial values to prevent unit test from crashing due to numerical inaccuracy.
2014-11-24 17:40:29 +01:00
2254f846c5
bug fix: remove consecutive plus signs
2014-11-24 12:26:10 +01:00
e12b494921
Shorten length of unit test file to prevent crash
2014-11-23 09:32:29 +01:00
afb60b2528
Merge pull request #767 from JohannesPfeifer/osr_scaling
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Fix computation of objective function in OSR when covariances are specified
2014-11-21 22:03:00 +01:00
e94056a765
Add unit test for correct computation of loss function in the presence of non-stationary variables
2014-11-03 18:08:30 +01:00
4aaebfbe46
Add unit test to check whether objective function matches and whether covariances actually work
2014-11-02 13:15:55 +01:00
3d6af995bc
Update unit test by adding also auxiliary variables on exogenous variables
2014-10-30 14:23:13 +01:00
38a0941d69
Add unit test file Ramsey with auxiliary variables
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TBD: add check for correctness. As variables are dummy variables, the solution should be identical to the one without these auxiliary variables
2014-10-30 13:31:58 +01:00
4b49abd724
Add missing files for Ramsey unit test with steady state.
2014-09-07 21:15:56 +02:00
6fb7877113
Add bunch of unit test checking the correctness of Ramsey computation with initval and steady state files
2014-07-18 13:31:01 +02:00
fabcbb7042
finishing ramsey_model implementation
2014-03-09 12:15:32 +01:00
86a083697e
osr: added optimal value of parameters to oo_.osr.optim_params; moved
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osr_example to ./tests/optimal_policy
2013-12-11 19:24:29 +01:00
c121aa14b1
Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
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Replace them by equivalents in M_ (and an extra one: M_.dynamic).
IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.
We now have the following indentities:
M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
2012-11-16 20:05:13 +01:00
Johannes Pfeifer
Sébastien Villemot
Normann Rion
Stéphane Adjemian (Scylla)
Michel Juillard
Johannes Pfeifer
Houtan Bastani