ferhat
f59bba3ddc
- Adding SOLVE_FORWARD_COMPLETE and SOLVE_BACKWARD_COMPLETE simulation type for sparse model option
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- Adding dyn2vec at the end of a deterministic simulation with sparse or sparse_dll option
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2178 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-19 15:44:08 +00:00
adjemian
afdddb8091
v4.1:/tests/kalman Bug corrections.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2175 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 16:22:25 +00:00
adjemian
b034ca6598
v4.1:/tests/kalman Bug correction.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2173 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 14:43:33 +00:00
adjemian
7515534ac6
Bug corrections.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2172 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 14:39:10 +00:00
adjemian
e0f9caa524
v4.1: Added tests for KF files.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2171 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 13:22:50 +00:00
adjemian
81a1a68ed7
v4.1: Added a data set with missing observations.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2156 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-16 13:41:41 +00:00
sebastien
6c6402fdeb
trunk tests:
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* added Makefile for cleaning tests directory
* removed some useless stuff in objectives/
* added some svn:ignore properties
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2150 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-14 09:14:20 +00:00
sebastien
a03af050af
undoing r2110 and r2111 changesets
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2112 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-25 12:29:35 +00:00
michel
464e29706f
reverted r2010 because of problem with FILENAME token
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2111 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-25 12:10:12 +00:00
sebastien
5c26c762e9
v4 tests: fixed executable properties
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2029 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-03 16:42:36 +00:00
ferhat
2bc10facd6
update of model used to test sparse model
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2008 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-28 13:23:17 +00:00
sebastien
a03b5f4690
v4 tests: use new syntax for unit_root_vars
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1872 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-12 16:01:43 +00:00
sebastien
974fb1bab2
v4 tests/arima/mod1c.mod: use new syntax for unit_root_vars
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1868 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-12 13:21:36 +00:00
sebastien
81fae5c1a3
v4 bvar: changed nane of datafile for BVAR example (test.xls was too common a name)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1817 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-02 08:29:50 +00:00
sebastien
39f4ef9d90
v4 preprocessor/macro: changed escape character one more time.
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New syntax:
* directives: @#include "filename.mod"
* expressions to be substituted: @{expr}
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1788 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-10 08:16:54 +00:00
sebastien
dc57439e43
v4 matlab+preprocessor: allow syntax of homotopy_setup without initial value
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1779 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-03 16:22:52 +00:00
sebastien
367948e4db
v4 matlab+preprocessor: the three homotopy modes should now work
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1769 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-31 16:19:16 +00:00
ferhat
509f4f1e51
Deterministic simulations without compiler updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1645 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-25 16:48:55 +00:00
michel
16e05b418b
v4 tests/practicing: modified datasaver.m for version 4
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1472 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-04 16:06:16 +00:00
michel
187f543a05
adding examples from Practicing Dynare
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1471 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-04 15:46:49 +00:00
michel
fc55bcc5df
v4 t_normcdf.mod: add test for x3(+1)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1466 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-28 17:27:15 +00:00
michel
a6cd92f574
v4 tests: t_normcdf test also when there is a lag in an argument
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1462 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-26 16:39:53 +00:00
ferhat
d884d8a397
New features:
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- Implementation of the simulation of the block decomposed model using sparse matrix using MATLAB code:
New option in model : sparse
Example:
Model(SPARSE);
….
End;
- Implementation of the simulation of the block decomposed model using sparse matrix for static model.
- Krylov methods are implemented to solve the linear model J.y=b, with J the Jacobian matrix at each step of the Newton Method. Two Krylov's solvers are considered :
+ Generalized Minimum Residual Method (GMRES)
+ BiConjugate Gradients Stabilized (BICGSTAB)
To call them the SIMULATE command has to be completed with a new option : METHOD which could have three different values :
+ LU : (default value) Sparse LU resolution
+ GMRES
+ BICGSTAB
Example:
simul(periods=100, method=lu);
or simul(method=Gmres);
- Correction of various bugs in “simulate.dll”.
- Correction of simk.m
- Correction allowing a list of VALUES or PERIODS not necessarily separated by a comma.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1447 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-20 23:24:01 +00:00
michel
2a79c2cecc
v4 parser.src: added function normal cumulative density normcdf(x,mean,std dev) and its derivative
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added tests/parser/t_normcdf.mod
added Trinary Operators
increased precision of constants written to *.m or *.c files
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1440 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-11 15:24:50 +00:00
adjemian
61dc2c742c
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1419 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-05 19:47:59 +00:00
adjemian
4fc67a8780
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1418 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-05 19:47:51 +00:00
sebastien
0faf6de4ab
v4 tests: added BVAR examples
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1374 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-17 18:26:37 +00:00
tommaso
49337940bd
removing file that shouldn't have been uploaded
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1319 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-16 13:56:38 +00:00
ferhat
34004449df
Error messages during compilation corrected
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1300 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-06 08:35:22 +00:00
ferhat
77d6a24cf7
Adding Markowitz criteria in the linear solver (new option in simul: "Markowitz=val" - with val a strictly positive real)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1298 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-03 22:35:30 +00:00
ferhat
9af2e461c3
New release of deterministic simulation.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1292 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-01 11:43:49 +00:00
adjemian
431a1d258a
Unit root variables have to be declared before any call to steady_ (steady).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1245 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-15 12:49:13 +00:00
sebastien
d36702b67a
v4 tests/ferhat: removed spurious file
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1194 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-21 23:33:05 +00:00
sebastien
c8d0ea4f60
v4 tests: added Ferhat's test files
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1192 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-21 23:29:01 +00:00
michel
18bd0d8eaf
v4: added provision for calibrated measurement errors;
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correction of bugs in smoother;
there are still problems in diffuse initialization of univariate smoother
this applies to previous revisions
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1185 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-11 13:03:13 +00:00
michel
86cac39227
v4 adding test for kalman filter and smoother
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1184 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-11 13:02:29 +00:00
sebastien
a1bcb2bc68
v4 tests: corrected several test files
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1011 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-01 14:44:14 +00:00
michel
d6c04c71f4
v4 tests/t_sgu_ex1.mod: adapted for version 4 Sigma_e_ syntax still not OK
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@920 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-18 18:18:35 +00:00
michel
1377fec610
v4 tests: updated fs2000a.mod
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@672 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-11 16:19:29 +00:00
michel
5f4511ef16
v4 tests/arima/mod2.mod: save data to data2.mod
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@665 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-08 21:16:30 +00:00
michel
37a807f0f4
v4 tests: adding data/ to test for XLS data files
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@628 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-02-14 10:46:27 +00:00
michel
3fb9664252
v4:updating tests
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@611 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-19 09:36:36 +00:00
michel
750753f72a
v4:updating tests
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@610 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-19 09:31:46 +00:00
michel
c642044b39
v4 tests: adapted fs2000 fs2000a and mod1 for version 4
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@591 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-08 08:40:06 +00:00
michel
055d452835
v4 tests: adding test.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@517 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-11-21 19:52:35 +00:00
adjemian
6003028ab5
case bug corrected (p --> P)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@505 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-10-18 13:32:23 +00:00
michel
6d2b8b3ce6
correcting tests/example1.mod
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@480 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-10-06 07:46:55 +00:00
michel
f570680c6f
copying tests from version 3 to version 4
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@10 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-02-19 19:13:45 +00:00