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
Stéphane Adjemian (Charybdis)
327f2cf3f0
Fixed bug (related to the last changes in options_.ep structure).
2011-12-26 11:53:08 +01:00
Houtan Bastani
9be84bdf65
make check: fix bug in check for license
2011-12-23 18:22:41 +01:00
Stéphane Adjemian (Charybdis)
3e35dea96d
Added plots. Comparison of SEP and EP.
2011-12-22 11:17:24 +01:00
Stéphane Adjemian (Charybdis)
2c04f5c825
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2011-12-21 18:57:09 +01:00
Stéphane Adjemian (Charybdis)
7a875fe562
Added new test files for (Stochastic) Extended Path method. Simulation of an RBC model with CES technology and irreversible investment constraint.
2011-12-21 18:54:32 +01:00
Houtan Bastani
16e11d49df
ms-sbvar: replaced number_of_states with number_of_regimes
2011-12-21 12:21:30 +01:00
Michel Juillard
f88b7a24b8
Merge remote-tracking branch 'origin/master' into dr1break
2011-12-20 22:46:42 +01:00
Stéphane Adjemian (Charybdis)
5ec78139c0
Added variable for the expected term. Changed calibration.
2011-12-20 17:05:35 +01:00
Michel Juillard
403ffdf8b1
Merge remote-tracking branch 'local_master/master' into dr1break
2011-12-19 21:49:25 +01:00
Stéphane Adjemian (Charybdis)
74e95eae61
Added new test file for (S)EP. For an autoregressive process SEP and EP should give the same results...
2011-12-19 18:13:34 +01:00
Michel Juillard
c56a8e40e8
adding new functions and new tests for risky steady state
2011-12-17 17:35:42 +01:00
Michel Juillard
2ee817fbf7
adding forecast to estimation test with non-stationary variables
2011-12-15 17:35:27 +01:00
Stéphane Adjemian (Charybdis)
f6cc14eebf
Reduced the size of the innovation, increased the number of simulations.
2011-12-12 14:20:14 +01:00
Stéphane Adjemian (Charybdis)
a36cf30118
Make options_.dynatol specific to x/f by adding dynatol.x and dynatol.f. By default dynatol.x=dynatol.f= old default value of dynatol.
2011-12-12 14:20:14 +01:00
Sébastien Villemot
87052bc243
Testsuite: add extended path test
2011-12-12 10:43:38 +01:00
Michel Juillard
bc8d4d8f08
gsa: converted DOS end of lines in Unix end of lines
2011-12-09 21:13:16 +01:00
Michel Juillard
ec0af45fc8
further fixes to gsa testsuite; make gsa compatible with Linux
2011-12-09 20:55:02 +01:00
Michel Juillard
eb13241deb
Merge remote-tracking branch 'ratto/master'
2011-12-09 18:43:59 +01:00
Stéphane Adjemian (Charybdis)
9334958461
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2011-12-09 18:10:54 +01:00
Stéphane Adjemian (Charybdis)
20bd67a7aa
Added test mod file for the extended path approach (with steady state file and a routine computing
...
the mean preserving spread correction): Real Business Cycle model with endogenous labour and CES
production function.
2011-12-09 18:08:12 +01:00
Marco Ratto
9618018fe9
fixed gsa testsuite
2011-12-05 16:51:32 +01:00
Marco Ratto
64e7a65fcb
prepare parallel for testsuite
2011-12-02 16:15:14 +01:00
Michel Juillard
a5e36abe54
correcting tests
2011-12-02 11:42:16 +01:00
Michel Juillard
0f8cb1889f
adding new tests
2011-12-01 22:07:29 +01:00
Sébastien Villemot
fa77b90acc
Testsuite: add missing file to EXTRA_DIST
2011-11-30 15:25:51 +01:00
Sébastien Villemot
abdd700da9
Testsuite: delete some more generated files
2011-11-30 14:25:58 +01:00
Sébastien Villemot
1ecb2c6be9
Testsuite: fix "make clean" target
2011-11-30 14:25:58 +01:00
Sébastien Villemot
ef13043916
Testsuite: delete generated files from git
2011-11-30 14:25:58 +01:00
Michel Juillard
ccaa0af9d9
trivial changes in test files
2011-11-21 15:04:09 +01:00
Michel Juillard
e4c803d0db
fixed issues with estimation of non-stationary models. Option lik_init=2
...
is contradictory with diffuse_filter or unit_root_variables
declaration. Models with non-stationary variables, but only stationary
observed variables need diffuse_filter option and make a useless call
to kalman_filter_d (this seems better than trying to distinguish these
rare cases)
2011-11-21 12:39:02 +01:00
Sébastien Villemot
47544641e0
Testsuite: fix issue with block/bytecode
2011-11-18 15:11:22 +01:00
Sébastien Villemot
a98393339b
Testsuite: better isolation between tests
...
Restore the path and add an extra clear all between tests
2011-11-17 11:52:18 +01:00
Sébastien Villemot
351133500e
Fix typo
2011-11-06 11:26:52 +01:00
Sébastien Villemot
9cc3625520
Remove extra space (was causing spurious fail in testsuite)
2011-11-04 18:05:39 +01:00
Michel Juillard
7175e7ce32
fixing tests
2011-11-04 09:11:25 +01:00
Michel Juillard
cfb57feff5
correcting tests
2011-11-03 11:14:37 +01:00
Michel Juillard
7a129e14bc
fixing tests
2011-11-02 21:16:49 +01:00
Michel Juillard
31349d0b57
adding new test
2011-11-02 20:54:58 +01:00
Michel Juillard
b4e7e55031
fixing bug with univariate filter
2011-11-02 17:54:48 +01:00
Michel Juillard
0b0c939849
fixing bug with smoother with univariate filters
2011-11-02 14:02:12 +01:00
Michel Juillard
b342e45261
removing file that shouldn't be under git
2011-10-31 13:45:08 +01:00
Houtan Bastani
4cbe2d4634
modify test to include nested expectations
2011-10-26 14:30:47 +02:00
Sébastien Villemot
44499a5fe3
Added missing file to EXTRA_DIST
2011-10-25 18:31:17 +02:00
Sébastien Villemot
e8c6108238
testsuite: add recent steadystate files to EXTRA_DIST
2011-10-25 18:19:51 +02:00
Marco Ratto
697ddc0a72
Aligned routines with recent changes in dataset and identification.
...
Fixed ls2003.mod for testsuite
2011-10-24 18:45:12 +02:00
Michel Juillard
c87e208eb2
corrected test case: Octave fails on absence of user input for the
...
question about the list of endogenous variable to analyze in estimation
2011-10-22 09:37:40 +02:00
Michel Juillard
9f2a4fddc0
adding tests for recursive estimation
2011-10-21 22:13:56 +02:00
Michel Juillard
88be4fa3d4
fixing bug in prior_posterior_statistics.m and in recursive estimation
2011-10-21 22:06:09 +02:00
Sébastien Villemot
7dde591992
plot_conditional_forecast: add an error message under Octave <= 3.2
...
The bug in the graphics code is fixed in Octave 3.4.
Closes : #212
2011-10-21 18:15:35 +02:00
Houtan Bastani
6a6ad0ecff
fix makefile typo
2011-10-19 14:19:35 +02:00
Michel Juillard
9425b36358
fixing problems related to auxiliary variables
2011-10-19 12:47:15 +02:00
Marco Ratto
19ead949a9
skipped use of mapping toolbox from testsuite;
2011-10-14 14:51:58 +02:00
Michel Juillard
1bb567abdf
updating list of tests
2011-10-13 22:06:07 +02:00
Michel Juillard
f94d4e91f3
allowing for vector of deterministic shocks
2011-10-13 21:55:55 +02:00
Michel Juillard
0a3545f2af
adding missing test files
2011-10-13 20:45:22 +02:00
Michel Juillard
6079cf029d
updating test files
2011-10-13 17:14:59 +02:00
Michel Juillard
ee7078e56c
factoring out steady-state computations; steady_state_model now
...
generates <fname>_steadystate2.m returning parameters as well in case
they have been modified by the user. Added several test cases.
2011-10-12 21:51:14 +02:00
Michel Juillard
90e4d40272
ms-sbvar: introduced more general restriction syntax for
...
identification; added an example; still necessary to add error message
when restrictions are invalid
2011-10-12 21:47:59 +02:00
Sébastien Villemot
2b37eae3e6
Testsuite: under MATLAB, run with the 'console' option
...
In order to avoid warnings in 'nodisplay' mode.
2011-10-12 17:46:48 +02:00
Sébastien Villemot
37b304033c
Fix typo
2011-10-09 10:15:58 +02:00
Houtan Bastani
03a4680fbb
add missing file to extra_dist
2011-10-07 11:57:53 +02:00
Houtan Bastani
973d0f33c9
MS-SBVAR: add test for repeated calls to ms_* routines
2011-10-07 11:57:53 +02:00
Stéphane Adjemian (Scylla)
1dabbd8806
Fixed Marco's optimization routines (mode_compute==5).
...
Added fs2000d.mod in the testsuite (test of Marco's optimization routines).
2011-10-03 12:19:41 +02:00
Sébastien Villemot
c5b2afa3c1
Testsuite: fix typos and wrong filename for identification tests
2011-09-30 14:47:36 +02:00
Marco Ratto
509b34aa9f
added gsa to testsuite
2011-09-28 21:21:54 +02:00
Marco Ratto
0013740bc3
added identification to testsuite
2011-09-28 20:49:08 +02:00
Sébastien Villemot
aa1306651d
Testsuite: fix crash introduced in 347ab4d0c0
2011-09-27 14:33:43 +02:00
Michel Juillard
347ab4d0c0
preprocessor: modified order of auxiliary variables definitions
2011-09-25 20:21:30 +02:00
Stéphane Adjemian (Charybdis)
811592725a
Reduced the number of MCMC simulations. Deleted trailing whitespace.
2011-09-21 18:35:24 +02:00
Sébastien Villemot
b1d87ecebf
Testsuite: do not fail if MATLAB optimization toolbox is not available ( closes : #210 )
2011-09-19 16:41:53 +02:00
Michel Juillard
aa14422464
tests: closing graphic windows after each individual test
2011-09-18 15:58:32 +02:00
Michel Juillard
d9b48f78ef
correcting bug in Octave testing routine
2011-09-17 18:39:58 +02:00
Michel Juillard
743c6f5880
tests: corrected bug introduced in 290270afb8
2011-09-17 17:01:36 +02:00
Sébastien Villemot
ac5e99595e
Testsuite: minor fix
2011-09-13 18:08:04 +02:00
Houtan Bastani
da8fabf43c
remove upper/lower_cholesky options from ms_estimation and sbvar
2011-09-13 11:45:42 -04:00
Houtan Bastani
3c206dfda7
add set_dynare_seed to test file for easy comparison of output
2011-09-13 11:44:01 -04:00
Michel Juillard
cf1e316dc8
cleaning up ms-sbvar tests
2011-09-12 21:09:39 +02:00
Stéphane Adjemian (Scylla)
b3dbdfacc3
Added the matlab script introduced by commit d418087ac1
in
...
the .gitignore file (this m file has to be versioned).
2011-09-12 14:38:25 +02:00
Stéphane Adjemian (Scylla)
d418087ac1
Added matlab script for running unitary scripts.
2011-09-12 14:36:42 +02:00
Houtan Bastani
f20eda6434
fix mod test files for deprecated restriction_fname
2011-09-09 13:27:01 -04:00
Houtan Bastani
673fed2110
remove duplicate test files (duplicate test_lower_cholesky.mod, test_upper_cholesky.mod)
2011-09-09 13:27:00 -04:00
Houtan Bastani
3b772622e6
MS-SBVAR: move files only used for checking work
2011-09-09 13:27:00 -04:00
Sébastien Villemot
290270afb8
Testsuite:
...
- no longer use the 'noclearall' option when calling Dynare
- test the simulation path for the various stack_solve_algo options
- simplify code
2011-09-09 16:56:45 +02:00
Stéphane Adjemian (Scylla)
ada3eec81b
Added matlab routine to iterate on the state equation approximated at order 2 (needed for nonlinear filters).
2011-09-05 18:57:42 +02:00
Houtan Bastani
cf7d1723f4
update gitignore
2011-08-30 16:12:00 +02:00
Houtan Bastani
9a0a87ca44
save make-check summary to text file
2011-08-19 19:18:14 +02:00
Houtan Bastani
f6f61df162
fix typo
2011-08-18 09:41:54 +02:00
Houtan Bastani
0da1aab3a8
preprocessor: add absolute value and signum
2011-08-16 14:52:35 +02:00
Houtan Bastani
0f001abbe4
MS-SBVAR: input options that allow code to be called with previous output files
2011-08-10 18:22:53 +02:00
Houtan Bastani
1fdb4eb233
removed unused ms-sbvar tests
2011-08-02 12:07:44 +02:00
Houtan Bastani
367013dfd0
add tests to Makefile
2011-08-02 11:58:27 +02:00
Michel Juillard
6c81305d30
added tests conditional forecast with all possible values of parameter_set
2011-07-31 18:28:29 +02:00
Michel Juillard
ac93cd0897
added possibility to do conditional forecast with a calibrated model + bug correction + new test file
2011-07-30 20:19:15 +02:00
Michel Juillard
5cd7ef323e
adding "exclusion constants" to svar identification
2011-07-29 18:11:50 +02:00
Sébastien Villemot
3eec808cee
Merge remote-tracking branch 'houtanb/master'
2011-07-07 16:13:01 +02:00