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352 Commits (05dca0e3ead1e6869aab84642222462ed7c1cbb4)

Author SHA1 Message Date
Sébastien Villemot 05dca0e3ea Change the default algorithm for stack_solve_algo = 0 
The old algorithm (LBJ) is now available under stack_stock_algo = 6
 2012-06-04 17:23:14 +02:00
Sébastien Villemot 5dd9c844b3 Implement determistic simulation of purely backward models 2012-06-04 16:14:01 +02:00
Sébastien Villemot 25b6638522 Remove duplicate test file 2012-06-04 12:03:32 +02:00
Michel Juillard 62b1b9a2cc extend test case rbcii until stochastic order = 3 2012-06-02 16:21:02 +02:00
Michel Juillard 944c19ab51 fixing extended_path test case 2012-06-02 11:36:00 +02:00
Michel Juillard ec05f302b7 Removing debugging code for extended path. Updating test cases. 2012-06-01 15:01:25 +02:00
Sébastien Villemot 84c37137c1 Minor fixes 2012-05-31 08:22:31 +02:00
Sébastien Villemot 7044c8da2b Add new command "calib_smoother" 
Closes: #233
 2012-05-30 16:28:29 +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
Michel Juillard 539bf0ca69 finishing implementation of optional transformation of log and non 
integer power arguments   to insure that they are positive
 2012-05-26 20:53:48 +02:00
Michel Juillard c6495dfc9d first implementation of transform_logpow. It creates too many auxilary 
variables and probably violates Jensen inequality in some cases.
 2012-05-23 15:09:33 +02:00
Sébastien Villemot 91e041d704 Add unit test for purely forward models 2012-05-15 18:38:00 +02:00
Marco Ratto da9ec0f187 Estimation with analytic scores and hessian; 
This includes re-setting the list of output arguments in objective functions
Added test function
 2012-04-29 21:18:33 +02:00
Michel Juillard 7a4405e754 added check_options are the same as steady_options. Added option 
nocheck to 'check' in test fs2000/fs2000a as there is a unit root and
the user provided _steadystate.m doesn't solve the static equations
 2012-04-24 10:32:59 +02:00
Michel Juillard dd5cb335fb changes to stochastic perfect foresight simulation (still doesn't work 
correctly with ZLB)
 2012-04-21 21:41:07 +02:00
Michel Juillard e0de97878f added validation test computing Ramsey policy with expecation 
operator; updated build system
 2012-04-20 14:06:33 +02:00
Michel Juillard 7d4a7b1bac adding test for computing Ramsey policy in a model using the 
expectation operator.
 2012-04-20 11:51:32 +02:00
Sébastien Villemot 41de387ab7 Workaround for race condition in run_test_octave 2012-04-06 21:54:54 +02:00
Sébastien Villemot 5696dadf27 Reindentation of Octave code 2012-04-06 21:53:50 +02:00
Sébastien Villemot db20fdd0f4 Fix function prototype 2012-03-21 10:18:07 +01:00
Michel Juillard 1fcf708b80 Merge remote-tracking branch 'origin/master' into dr1break 2012-03-10 18:21:14 +01:00
Stéphane Adjemian (Charybdis) 10cd5f200a Changed options. 2012-03-09 16:36:43 +01:00
Houtan Bastani 402363bab2 MS-SBVAR: rewrite ms_variance_decomposition 2012-03-08 17:54:35 +01:00
Houtan Bastani 864e0b7c7e MS-SBVAR: rewrite ms_irf 2012-03-08 17:53:58 +01:00
Stéphane Adjemian (Charybdis) eaee103619 Added a test mod file (non linear filters, comparison with linear filters). 2012-03-08 16:56:02 +01:00
Stéphane Adjemian (Charybdis) 3d682766a0 Removed test files (non linear filters). 2012-03-08 15:58:14 +01:00
Stéphane Adjemian (Charybdis) bf1e6a15a5 Changed options and initial condition for tau. 2012-03-08 15:54:20 +01:00
Stéphane Adjemian (Charybdis) f27db56bd0 Added measurement errors in the data set. 2012-03-08 15:44:34 +01:00
Stéphane Adjemian (Charybdis) 8c4f2c79b7 Changed options conformably to the previous commits. 2012-03-08 12:52:53 +01:00
Stéphane Adjemian (Charybdis) 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
Michel Juillard 3785962519 fixing extended-path test 2012-03-06 12:42:37 +01:00
Stéphane Adjemian (Charybdis) 91d47148c5 Removed particle filters related mod files from the test suite. 2012-03-05 23:13:32 +01:00
Stéphane Adjemian (Charybdis) a2f3a53634 Parallelization of local_state_space_iteration_2 (used in non linear filters). 2012-03-05 23:11:49 +01:00
Sébastien Villemot 9610cb0b20 Testsuite: add missing files to dist rule 2012-03-05 19:46:01 +01:00
Sébastien Villemot a708d92d45 Added particle filter tests to the testsuite 2012-03-05 19:45:03 +01:00
Sébastien Villemot 31d6d39811 Added test for CMAES 2012-03-05 19:32:18 +01:00
Stéphane Adjemian (Charybdis) d5900f2822 Added test files for non linear filters. 2012-03-04 22:13:00 +01:00
Michel Juillard bad8746e77 corrected bugs in extended path. The code works now with 
./tests/ep/linear.mod
 2012-03-04 20:59:57 +01:00
Marco Ratto 8cde66e466 added test for new option 2012-02-06 17:04:29 +01:00
Stéphane Adjemian (Charybdis) 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
Stéphane Adjemian (Charybdis) 2f5ce2403d Fixed typo related to the sign of the Lagrange multiplier. Deleted trailing whitespaces. 2012-02-03 11:25:03 +01:00
Michel Juillard c6849a0194 relaxing slightly the accuracy check in ep/linear.mod (the higher 
accuracy didn't pass the test in Octave and could generate problems
accross machine or Matlab versions)
 2012-02-02 21:26:49 +01:00
Stéphane Adjemian (Charybdis) 119a8eee3b Added plot (Lagrange multiplier). 2012-01-23 14:47:01 +01:00
Stéphane Adjemian (Charybdis) 0f1dd850ed Added one variable (LM) and one equation to ensure that the Lagrange multiplier is positive. 
It appeared that the Lagrange  multiplier simulated by EP is positive,
but the series simulated by SEP are most of the time negative.
 2012-01-23 14:46:25 +01:00
Michel Juillard 1f055cd539 adding two tests to the list of daily tests 
(./optimal_policy/nk_ramsey.mod ./ep/linear.mod)
 2012-01-22 16:13:14 +01:00
Michel Juillard 62b1ed7923 correcting bug in extended path and added a test 2012-01-21 17:50:11 +01:00
Houtan Bastani dcaed91f66 fix to license call (checkout only works for Matlab version >= 2011a) 2012-01-09 11:57:47 +01:00
Michel Juillard 80ca47d62a Merge remote-tracking branch 'local_master/master' into dr1break 2011-12-31 10:10:41 +01:00
Sébastien Villemot 30cbcdbb55 Store histval information for endogenous in M_.endo_histval 
Really closes: #157
 2011-12-28 11:35:22 +01:00
Stéphane Adjemian (Charybdis) 5c6d93d3f0 Fixed bug (same problem as in f9dc4574). 2011-12-26 11:53:08 +01:00