Commit Graph

26 Commits (master)

Author SHA1 Message Date
Johannes Pfeifer 776c247b9b testsuite: use silent_optimizer option to not clutter meson log-file 2023-10-01 18:04:16 +02:00
Johannes Pfeifer 80cad32068 Particle filter: enable passing of option values and prepare for other samplers 2021-07-21 23:00:32 +02:00
Stéphane Adjemian (Ryuk) 2a5ed79be5
Do not run MCMC after online filter (integration test) 2021-06-15 22:09:35 +02:00
Stéphane Adjemian (Charybdis) 78a4bca383
Use nonlinear filter. 2021-01-16 17:43:30 +01:00
Stéphane Adjemian (Charybdis) 82f642fbca
Added missing case in integration tests for particle filters.
There was not test for the conditional particle filter (CPF).
2020-01-27 22:57:41 +01:00
Stéphane Adjemian (Charybdis) 53c9d9de69 Use steady_state_model in tests/particles/dsge_base2.mod. 2019-12-20 11:31:56 +01:00
Frédéric Karamé 1c9e186d57 Updated tests for nonlinear filters.
(cherry picked from commit e2cf2260dbd5cceeade11f0617ab33de2f8ee72b)
2018-06-01 12:13:54 +02:00
Stéphane Adjemian (Charybdis) c1434118bd Added integration test for nonlinear filters with unit roots. 2017-04-03 11:25:05 +02:00
Frédéric Karamé 88ebafc363 Fixes typos. 2015-05-28 14:37:48 +02:00
Frédéric Karamé a97cc09962 Simplification of the mod file. 2015-05-28 11:54:55 +02:00
Stéphane Adjemian (Hermes) e4f3ff664c Use macros and data command in tests/particle/dsge_base2.mod. 2015-05-27 18:09:03 +02:00
Stéphane Adjemian (Hermes) ccd4e40b49 Merge branch 'master' into rewrite-nonlinear-filters
Conflicts:
	.gitmodules
	tests/particle/dsge_base2.mod
2015-05-27 12:18:33 +02:00
Frédéric Karamé 2a5728dd85 last modfile 2015-05-27 12:06:50 +02:00
Frédéric Karamé 503356c2e3 clean the dsge_base mod file. 2015-05-27 12:06:50 +02:00
Houtan Bastani 7f067311df use filter_algorithm option in particle tests 2015-02-09 03:21:25 +01:00
Frédéric Karamé b06b6a6161 Modifications for online estimation of linearly-solved models 2014-08-29 15:51:01 +02:00
Frédéric Karamé 788833d874 Added options. 2014-08-29 15:38:18 +02:00
Stéphane Adjemian (Charybdis) 25fd2917f4 Fixed datafile (data_risky_perturb3 is not versioned). 2013-06-18 22:26:27 +02:00
Frédéric Karamé 8820c63f5e Bug fixes. 2013-06-18 16:15:16 +02:00
Stéphane Adjemian (Charybdis) 2fc7aa7b94 Reduced the number of particles in particle/dsge_base2.mod. 2012-12-21 17:21:07 +01:00
Stéphane Adjemian (Charybdis) bd01669fb9 Fixed crash with particle/dsge_base2.mod in the test suite. 2012-12-21 17:21:07 +01:00
Frédéric Karamé a6576debd5 details all the options for testing particle filters. 2012-11-16 12:25:44 +01:00
Stéphane Adjemian (Charybdis) 2c674ce529 Use resampling in tests/particle/dsge_base2.mod. 2012-11-07 15:59:37 +01:00
Stéphane Adjemian (Charybdis) 10cd5f200a Changed options. 2012-03-09 16:36:43 +01:00
Stéphane Adjemian (Charybdis) bf1e6a15a5 Changed options and initial condition for tau. 2012-03-08 15:54:20 +01:00
Stéphane Adjemian (Charybdis) d5900f2822 Added test files for non linear filters. 2012-03-04 22:13:00 +01:00