Commit Graph

303 Commits (1433bb64855e778bf31b12dc00390e80d30919fc)

Author SHA1 Message Date
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
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
Stéphane Adjemian (Charybdis) 5ec78139c0 Added variable for the expected term. Changed calibration. 2011-12-20 17:05:35 +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 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