5f3d56c31a
Add unitary tests to testsuite
2013-12-09 19:05:36 +01:00
3d525c39f2
Fix block/bytecode tests under Octave
2013-12-02 17:22:16 +01:00
f7cdc39ff2
Refuse that estimated parameters appear in the expressions defining the variance/covariance matrix of shocks
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Closes #469
2013-11-29 14:51:17 +01:00
d3175b75a9
Add newline at the end of CSV files.
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csv2cell from octave-io package has a bug (in versions < 1.2.2): it enters an
infinite loop when reading CSV files without a newline at the end.
2013-11-28 16:25:40 +01:00
70e8f48afd
reporting: replace occurrences of dynDate with dates
2013-11-22 17:11:57 +01:00
817060c954
Added unitary test for name2tex routine.
2013-11-22 16:53:02 +01:00
a0ba469863
Added mod files in the testsuite. Test new local options for the numerical gradient algorithm.
2013-11-17 14:13:03 +01:00
823ed85e8d
Various changes in tests/dsge-var mod files.
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+ Changed comments.
+ Use new Dynare's interface for specifying the version of numgrad.
2013-11-17 12:55:56 +01:00
a96d361599
Added comments in mod files (tests/dsge-var).
2013-11-16 23:40:58 +01:00
b7ff4d9f75
Added new mod file in the testsuite for Dynare's implementation of the simplex algorithm.
2013-11-16 20:24:40 +01:00
0c00151092
Merge branch 'master' into remove-dynDate-class
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Conflicts:
preprocessor/DynareBison.yy
2013-11-14 16:41:08 +01:00
a25f7150fb
Fix test under Octave, by changing the value of mode_compute
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With the former optimizer, the ML estimation under Octave would lead to a point
with a non-positive covariance matrix for shocks; in turn this would be an
unsuitable starting point for the subsequent Bayesian estimation
2013-11-08 16:07:38 +01:00
df85db65ed
Add missing test to testsuite
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Ref. #511
2013-11-07 14:47:32 +01:00
4626a1cf0f
test suite: add test file
2013-11-06 17:07:33 +01:00
fd8820a883
Change unit test for H-matrix to be positive definite
2013-11-06 16:59:01 +01:00
1893dd2220
modify test to use use_calibration option
2013-11-06 14:05:26 +01:00
0fdc18e7fb
Merge branch 'ifc'
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Conflicts:
matlab/dynare_estimation_1.m
matlab/global_initialization.m
2013-11-06 13:58:57 +01:00
8429321547
Merge branch 'master' into remove-dynDate-class
2013-11-06 12:43:06 +01:00
a72cc3ff48
Merge remote-tracking branch 'github/master'
2013-11-05 17:17:53 +01:00
73944a10c4
Finish implementation of mcmc_jumping_covariance option
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Closes #112 , #514
2013-11-05 17:16:32 +01:00
fddee8e1db
Bugfixes for correlated shocks
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Uses preprocessing capabilities introduced in 07137e804bFixes #392 and #494 . Also fixes a bug in the checking for positive definiteness of covariance matrices in likelihood functions
Allows for calibrated covariances by reading them out and setting them after covariance matrix has been reconstructed from correlation and variances.
Adds unit test
2013-11-05 15:55:29 +01:00
0d669a73cb
Add options for providing the variances, an identity matrix , and user specified matrices as proposal densities
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Deals with #507 and #112
Includes a unit test
2013-11-04 19:09:24 +01:00
e1b92dc588
Add unit test for initialization from calibrated model
2013-10-30 21:35:53 +01:00
bfb5421182
Removed useless routine.
2013-10-18 22:58:47 +02:00
6de19c16ab
dynSeries --> dseries.
2013-10-18 17:56:18 +02:00
b52e57cbb7
Added test for dates (Sébastien, please do not add the files in the test suite).
2013-10-18 12:55:33 +02:00
3edf3d0e3d
Added csv files for testing load_csv_file_data routine.
2013-10-17 17:34:09 +02:00
5a98be702c
Decreased the value of maxit in simul (bytecode & ireland.mod).
2013-10-09 16:53:31 +02:00
e28eaa1c18
Use dynare interface (maxit option).
2013-10-09 16:26:55 +02:00
f3334357a5
Merge branch 'master' into maxit
2013-10-09 15:43:43 +02:00
bcc883edad
gitignore: exclude macro-expanded mod files
2013-10-09 14:45:34 +02:00
cc0d9b42f0
Changed name of options_.maxit as options_.simul.maxit.
2013-10-09 13:06:06 +02:00
944e0a873e
adding missing data file in previous commit
2013-09-18 12:32:02 +02:00
f40af9bebe
adding tests for shocks decomposition of estimated model. Closes #313
2013-09-18 12:05:00 +02:00
0ed35166de
Added unitary tests (instantiation of the dynSeries class form an excel file).
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(cherry picked from commit 84075cab81
2013-09-11 17:25:07 +02:00
30033df22c
Deactivate 2nd and 3rd order approximation of purely forward models
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There are some strange crashes in both normal mode (gensylv) and k_order_solver
mode
2013-08-15 12:27:03 +02:00
201239dbf7
introduce verbatim block closes #437
2013-08-13 17:08:39 -04:00
87dfa938bb
Remove unfinished "shocks" and "labels" options to shock_decomposition
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The preprocessor implementation of "shocks" is broken, and the ref. manual
entries are empty. Nothing is implemented in MATLAB files. It's better to
remove this for now, until a working implementation is done.
Ref. #136
2013-08-13 11:37:16 +02:00
31c1bb627f
fix makefile typos
2013-08-12 15:52:32 -04:00
1e9521af0f
Add new unit tests to testsuite
2013-08-12 12:14:19 +02:00
26acc2ec1e
Merge pull request #453 from JohannesPfeifer/forward_looking_model_fix
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Bugfixes and unit tests for stochastic purely forward-looking models
2013-08-12 03:05:30 -07:00
07a05d554e
Add unit tests for stochastic simulations of purely forward looking models
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Adds one for purely forward looking models and one for purely forward looking model with additional static variable
2013-07-24 23:39:39 +02:00
592c2c8f77
Add unit test for shock_decomposition
2013-07-22 19:25:53 +02:00
b3cfc330e9
rm graph_format=fig for Octave compatibility
2013-06-28 10:57:57 +02:00
17a8db9dee
Fix clean rule wrt reporting files
2013-06-26 09:10:58 +02:00
51b43e1ff0
build system bug fix
2013-06-25 16:37:18 +02:00
fcba382b48
test: use csv instead of mat file
2013-06-25 10:26:20 +02:00
4cef0a1568
test for reporting
2013-06-24 17:01:00 +02:00
25fd2917f4
Fixed datafile (data_risky_perturb3 is not versioned).
2013-06-18 22:26:27 +02:00
8820c63f5e
Bug fixes.
2013-06-18 16:15:16 +02:00
fd9264627e
Reenable test for block with stack_solve_algo=3
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Closes #407
2013-06-13 11:02:15 +02:00
6391a60641
Testsuite: improve decoupling of check-matlab and check-octave rules
2013-06-13 10:41:08 +02:00
61485ab809
Fix copyright notices
2013-06-12 17:04:46 +02:00
f11c2f2521
Disable test with block and stack_solve_algo=3 under Octave (Ref #407 )
2013-05-23 13:10:09 +02:00
bf18eef9dd
Fix mangling of lasterror() under Octave
2013-05-23 13:09:42 +02:00
21b75fac0d
Fix incorrect reporting of failed test number
2013-05-23 13:09:00 +02:00
ab5b922e46
-) fixed bug introduced in commit 66527df;
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-) estimation options for data set must be given also when ppost=1 (fix in testsuite);
2013-04-30 11:41:13 +02:00
d219d2b800
Add 3rd order unit test to testsuite
2013-04-25 12:24:29 +02:00
3d56792124
Compatibility fixes for Octave
2013-04-25 12:22:32 +02:00
7e63b562d9
Add unit test for order=3
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The unit test uses the policy rules of Fernandez-Villaverde et al.
(2011)'s "Risk matter" derived from Mathematica to compare them to the
Dynare matrices. If the policy functions differ by more than 1e-9, an
error is produced.
2013-04-24 23:12:52 +02:00
38824dc1e5
Implement tags [static] and [dynamic] for equations
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Closes #307
2013-04-11 17:11:35 +02:00
39cc313964
removed changes linked with transforming variables to avoid log or
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power of negative numbers
2013-04-09 16:35:57 +02:00
4cab27249c
Fix test w.r.t. clean rules
2013-03-29 17:22:43 +01:00
f594c27fd5
Conditional forecast test: remove spurious changes introduced in dfa744fcb3
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As a consequence, reactivate the tests
2013-03-26 17:31:34 +01:00
3c5ce6aab9
Use syntax log_trend_var(log_growth_factor = …) for consistency
2013-03-26 17:10:37 +01:00
e504ea0682
Also ignore TeX files produced with options_.TeX = 1
2013-03-26 16:51:17 +01:00
a0b7178962
Automatic detrending engine can now handle models written in logs (ref. #309 )
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- new command `log_trend_var'
- new option `log_deflator' to `var' command
2013-03-26 16:51:17 +01:00
25269c3c6b
Temporarily disable another test which goes into an infinite loop
2013-03-25 12:58:17 +01:00
3079ad49fa
Temporarily disable conditional_forecast tests
2013-03-25 11:18:02 +01:00
d308356a2f
Revert "removing tests of conditional forecast that are blocking the test suite"
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This reverts commit 8be13512d0
2013-03-25 10:57:45 +01:00
8be13512d0
removing tests of conditional forecast that are blocking the test suite
2013-03-23 21:44:33 +01:00
a5e9c7bef4
Merge pull request #340 from FerhatMihoubi/master
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last commits
2013-03-22 12:37:36 -07:00
dfa744fcb3
- adds new files: Evaluate.cc and Evaluate.hh to bytecode
2013-03-22 16:34:50 +01:00
214ff84429
Incorporate unit test for correlation in measurement errors
2013-03-22 15:01:40 +01:00
82c6ff3b1b
Merge commit '34fb9f1c62c63e7e4ab41656a7690167449e596f'
2013-03-21 21:22:20 +01:00
0311c4add4
Add unit test for correlated measurement error
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Tests both ML and Bayesian estimation and test calibrated correlation of
those shocks
2013-03-21 20:51:21 +01:00
865f300032
Make load and save routines for dynSeries objects support tex variable names.
2013-03-21 16:42:10 +01:00
95f36eccb7
Added data file for unitary tests (dynSeries class).
2013-03-14 11:08:34 +01:00
dd75baa9b4
stochastic extended path: new algorithm with leaner tree, new hybrid
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option using second order perturbation correction,
solve_stochastic_perfect_foresight_model.m moves to matlab/ep directory
2013-03-11 16:09:08 +01:00
bbd95b3a60
adding Ed Herbst fast implementation of the Kalman filter and test
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cases with timing. Still needs preprocessor interface (option) and documentation.
2013-02-21 17:47:16 +01:00
241afd1ae5
Removed fs2000_particle from the test suite.
2013-02-05 10:37:11 +01:00
d63904ec65
Changed options of the estimation command in fs2000_particle.mod (added optimization of the posterior kernel).
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In the end the hessian at the mode has the wrong sign...
2013-02-05 10:37:11 +01:00
2fc7aa7b94
Reduced the number of particles in particle/dsge_base2.mod.
2012-12-21 17:21:07 +01:00
bd01669fb9
Fixed crash with particle/dsge_base2.mod in the test suite.
2012-12-21 17:21:07 +01:00
c6f3f531b6
Added missing csv file in /tests folder (used by unitary tests in dynSeries class).
2012-12-07 16:43:06 +01:00
2c545eaf8b
adding test case with lagged exogenous variable (currently fails)
2012-12-04 10:46:44 +01:00
9f1ad5568e
New nonlinear filters routines and bug fixes.
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Merge remote-tracking branch 'refs/remotes/fred/master'
2012-11-19 16:23:07 +01:00
5c893f501b
making extended path ready for parallel computing with parfor
2012-11-17 20:55:01 +01:00
020328a844
Adapt for new syntax of model_diagnostics
2012-11-17 10:29:14 +01:00
c121aa14b1
Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
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Replace them by equivalents in M_ (and an extra one: M_.dynamic).
IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.
We now have the following indentities:
M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
2012-11-16 20:05:13 +01:00
a6576debd5
details all the options for testing particle filters.
2012-11-16 12:25:44 +01:00
34bcc9a20a
Added burnside asset pricing model in tests/ep.
2012-11-09 14:32:44 +01:00
59247ddcfa
Added test mod file in tests/particle (not to be used in the testsuite).
2012-11-09 14:32:44 +01:00
c6a330ff7d
add xfail test for all_values_required
2012-11-07 18:13:42 +01:00
feced78ee6
make check: support xfail tests
2012-11-07 18:13:41 +01:00
76ccaac947
make check: remove unused output from test file
2012-11-07 18:13:41 +01:00
2c674ce529
Use resampling in tests/particle/dsge_base2.mod.
2012-11-07 15:59:37 +01:00
b82813d3f9
Removed call to mean_preserving_spread routine in tests/rbc.mod.
2012-11-07 10:13:12 +01:00
63e4bb3f87
Removed plot of a variable that does not exist anymore (LagrangeMultiplier) in tests/rbcii.mod.
2012-11-07 10:13:12 +01:00
9e0e025eba
Changed computing tasks in tests/rbcii.mod.
2012-11-07 10:13:12 +01:00
Sébastien Villemot
Houtan Bastani
Stéphane Adjemian (Scylla)
Johannes Pfeifer
Michel Juillard
Sébastien Villemot
Frédéric Karamé
Marco Ratto
Johannes Pfeifer
Ferhat Mihoubi
Michel Juillard