Commit Graph

358 Commits (0f0b485cd33fada7b1c6dfc846abc3d7a1d3b0de)

Author SHA1 Message Date
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
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