Commit Graph

859 Commits (25121bca4f9c97fed28599e9f9adeba2028e5bd0)

Author SHA1 Message Date
Johannes Pfeifer fe221bbc42 Add/adapt unit test for conditional forecasts with initval and histval blocks 2015-06-08 16:12:37 +02:00
Johannes Pfeifer ad66a7bb35 Account for initial values when making conditional forecasts
- Closes #655
- Implements unit test
- Saves distribution of controlled exogenous variables
- Adds information that the full path of constrained variables must be specified
2015-06-08 15:42:14 +02:00
Houtan Bastani 41155369ac Merge pull request #955 from JohannesPfeifer/identification_fixes
Various fixes to GSA and Identification
2015-06-08 10:17:24 +02:00
Johannes Pfeifer 2479a4fa66 Delete redundant initval-block from fs2000.common.inc 2015-06-07 18:11:28 +02:00
Johannes Pfeifer ba7087ca65 Add moments_varendo to fs2000 unit test
Was not triggered elsewhere
2015-06-07 17:27:30 +02:00
Johannes Pfeifer 0104f91f4b Replace initval blocks by steady_state_model blocks in fs2000 unit tests
Speeds up estimation
2015-06-07 17:11:39 +02:00
Johannes Pfeifer 0c9937f33c Add unit test for ML with morris 2015-06-05 20:50:29 +02:00
Johannes Pfeifer fbaf27493c Add unit tests for correctness of identification results when only standard deviations are estimated
Compares results for standard deviations specified with varexo to results when specified as deep parameter
2015-06-05 18:23:47 +02:00
Stéphane Adjemian (Lupi) 398718d48f Revert "Load xls file instead of xlsx file in tests/recursive/ls2003_bayesian_xls.mod (Octave testsuite)."
This reverts commit 0fb612fad1.
2015-06-05 17:14:20 +02:00
Stéphane Adjemian (Lupi) 0fb612fad1 Load xls file instead of xlsx file in tests/recursive/ls2003_bayesian_xls.mod (Octave testsuite). 2015-06-05 16:49:09 +02:00
Johannes Pfeifer 2aa341f730 Add unit test for diffuse filter in identification 2015-06-05 16:42:43 +02:00
Stéphane Adjemian (Karaba) 1658e5b997 Exclude recursive/ls2003_bayesian_xls.mod from testsuite if Octave version is less than 3.8 (problem for reading xls files). 2015-06-05 16:33:53 +02:00
Stéphane Adjemian (Hermes) 7a93e93f94 Fixed bug in testsuite (Octave). 2015-06-05 14:22:36 +02:00
Houtan Bastani b1dce40284 fix typo 2015-06-05 10:49:01 +02:00
Michel Juillard c782ca3686 adding occbin original files from 20140630 2015-06-04 14:18:46 +02:00
Stéphane Adjemian (Hermes) eb28122cfa Removed graphical output from integration test simul/simul_ZLB_purely_forward_no_solution.mod. 2015-06-04 12:28:58 +02:00
Stéphane Adjemian (Hermes) fe398e5b0d Renamed two integration tests (appended _xfail). 2015-06-03 12:24:28 +02:00
Stéphane Adjemian (Hermes) 3a5b221dde Reduced the number of periods in integration tests for Extended Path. 2015-06-03 08:26:23 +02:00
Stéphane Adjemian (Hermes) 1614805c17 Added missing dependency (testsuite). 2015-06-01 18:21:30 +02:00
Stéphane Adjemian (Hermes) ad8586f87c Removed integration tests estimation/{fs2000_mc4.mod, fs2000_mc4_mf.mod}. 2015-06-01 16:42:02 +02:00
Stéphane Adjemian (Hermes) 5b0be85ba8 Removed integration tests estimation/{fs2000_mc6.mod, fs2000_mc6_mf.mod}. 2015-06-01 16:42:02 +02:00
Michel Juillard c22d31330c Adding 'ramsey_constraints' block to declare contraints for Ramsey
problems. Note that LMMCP (solve_algo=10) still doesn't work in all cases.
2015-05-31 12:18:20 +02:00
Stéphane Adjemian (Hermes) b7f8fb5710 Removed e_f from shocks (declared but unused in the model block).
=> Removed the first test (calibrated covariance of structural
shocks). We probably want to put it back, but need to change
the model for that (by adding e_f in the model).
2015-05-29 12:19:54 +02:00
Stéphane Adjemian (Hermes) d3ce3aaca5 Removed e_f from shocks and estimated_params block (declared but not used in the model). 2015-05-29 12:13:49 +02:00
Stéphane Adjemian (Hermes) 60c18a0cef Fixed typo. 2015-05-29 12:06:08 +02:00
Stéphane Adjemian (Hermes) 5fea7a4049 Fixed typos. 2015-05-29 11:52:04 +02:00
Frédéric Karamé 88ebafc363 Fixes typos. 2015-05-28 14:37:48 +02:00
Frédéric Karamé a97cc09962 Simplification of the mod file. 2015-05-28 11:54:55 +02:00
Stéphane Adjemian (Hermes) e4f3ff664c Use macros and data command in tests/particle/dsge_base2.mod. 2015-05-27 18:09:03 +02:00
Stéphane Adjemian (Hermes) ccd4e40b49 Merge branch 'master' into rewrite-nonlinear-filters
Conflicts:
	.gitmodules
	tests/particle/dsge_base2.mod
2015-05-27 12:18:33 +02:00
Frédéric Karamé 2a5728dd85 last modfile 2015-05-27 12:06:50 +02:00
Frédéric Karamé b7d40cc714 add three datafiles corresponding to the usual calibration exercise in the literature. 2015-05-27 12:06:50 +02:00
Frédéric Karamé 503356c2e3 clean the dsge_base mod file. 2015-05-27 12:06:50 +02:00
Houtan Bastani 89828e56cc preprocessor: add proprosal_distribution and student_degrees_of_freedom options to estimation. closes #925 2015-05-19 12:31:22 +02:00
Stéphane Adjemian (Hermes) 19286d850b Changed colours. 2015-05-18 18:31:49 +02:00
Johannes Pfeifer 0120fc16c1 Cut number of draws in fs2000_student.mod unit test to speed it up 2015-05-12 16:50:35 +02:00
Johannes Pfeifer 770ac5a4c8 Delete whitespace in Makefile.am that crashes autoreconf 2015-05-12 14:31:59 +02:00
Stéphane Adjemian 9d8823dd73 Merge pull request #932 from JohannesPfeifer/t_dist
Unit test and cosmetic changes for t-distribution
2015-05-10 23:29:17 +02:00
Johannes Pfeifer cf5a36a1a8 Fix typos Makefile.am
Prevents test suite from running
2015-05-10 21:44:36 +02:00
Johannes Pfeifer 787f6d37c2 Add unit test for t-distribution as proposal density 2015-05-10 10:06:22 +02:00
Stéphane Adjemian (Charybdis) e91d92ba6d Changed encoding to utf-8. 2015-05-09 22:36:19 +02:00
Johannes Pfeifer de427b77f2 Add unit test for differentiate_forward_vars
Closes #727
2015-05-09 22:36:19 +02:00
Johannes Pfeifer 120946dfb3 Add unit test for deterministic simulations with several leads and lags
Tests #617
2015-05-09 08:13:22 +02:00
Stéphane Adjemian f9f763878c Merge pull request #907 from JohannesPfeifer/optimizer_unit_tests
Deletes redundant mode_compute tests and moves others to optimizers dire...
2015-05-07 15:14:31 +02:00
Stéphane Adjemian ddc7464b9b Merge pull request #911 from JohannesPfeifer/MH_cosmetics
Cosmetic Fixes to Metropolis-Hastings routines
2015-05-07 14:29:27 +02:00
Stéphane Adjemian (Charybdis) 85422a2f7d Added two rules in tests/makefile.am
A mod file distributed in the tests folder can be executed with

~$ make ramst.o.drs

for Octave, or

~$ make ramst.m.drs

for Matlab. The new rules call %.m.trs or %.o.trs and display the
generated log file.
2015-04-30 16:23:15 +02:00
Stéphane Adjemian (Charybdis) 21870b39e8 Cosmetic. Changed colored output. 2015-04-30 13:59:38 +02:00
Stéphane Adjemian (Charybdis) a2d0550764 Cosmetic changes. Nicer output for the testsuite (with colors depending on the results). 2015-04-28 13:02:39 +02:00
Houtan Bastani 1c25b7ddaa reporting: update test for fan charts, #867 2015-04-27 18:28:20 +02:00
Houtan Bastani 18e9521450 preprocessor: add dirname option to estimation. closes #910 2015-04-27 11:59:21 +02:00
Johannes Pfeifer d7293b110a Add unit test for mh_recover option 2015-04-25 19:28:58 +02:00
Johannes Pfeifer f6c29d9eb4 Deletes redundant mode_compute tests and moves others to optimizers directory
Closes #888
2015-04-24 09:42:23 +02:00
Stéphane Adjemian (Charybdis) 1970951d1f Merge branch 'johannes_fix_simulated_annealing_and_other_optimization_related_issues' 2015-04-16 22:31:07 +02:00
Stéphane Adjemian (Charybdis) fff07396d2 Divided tests/optimizers/fs2000.mod into 12 mod files...
Otherwise the execution of the testsuite is not parallelized. Also, added a test for
mode_compute=1 (if fmincon from Mathworks' Optimization toolbox is
available).
2015-04-16 22:26:24 +02:00
Stéphane Adjemian (Charybdis) 31dc863077 Fixed graphic issue in tests/gsa/ls2003a.mod.
We still need to find out why eps format does not work under matlab...
2015-04-16 00:30:52 +02:00
Stéphane Adjemian (Charybdis) 79d0310c10 Added traps if some optimization algorithm are not availabe (testsuite). 2015-04-15 12:48:03 +02:00
Stéphane Adjemian (Charybdis) a7f0366980 Removed gsa/ls2003a.mod from the test suite (which causes a segmentation fault and breaks the test suite). 2015-04-15 12:31:09 +02:00
Stéphane Adjemian (Charybdis) da2c529ee7 Merge branch 'marco_gsa_fixes' 2015-04-14 15:54:59 +02:00
Stéphane Adjemian (Charybdis) 58641d0efc Added gsa/ls2003a.mod in testuite. 2015-04-14 15:51:50 +02:00
Stéphane Adjemian (Charybdis) 8022a181c8 Removed excel data file used in ls2003_bayesian_xls.mod.
The excel data file available here:

http://www.dynare.org/Datasets/data_ca1_xls.xlsx

is downloaded by Matlab/Octave when performing the test. The file is
deleted after the estimation command.
2015-04-14 15:12:25 +02:00
Johannes Pfeifer 62f81da6dd Add unit test for recursive estimation with Excel data 2015-04-14 15:12:25 +02:00
Marco Ratto 8908cfe0f4 Updated testing routine 2015-04-14 12:38:18 +02:00
Johannes Pfeifer aea49e2fa0 Add unit test for mode_computations 2015-04-06 12:13:14 +02:00
Marco Ratto 214dc74723 - Fixed bugs around analytic derivation.
- Fixed test routine, eliminating diffuse filter.
- Trapped incompatibility of diffuse filter with analytic derivation.
2015-04-01 09:00:51 +02:00
Johannes Pfeifer bbbbeb839f Change call to test.m to fataltest.m
Necessary after a988418668 to prevent crashes
2015-03-18 13:32:04 +01:00
Johannes Pfeifer 91d8ce38bc Disable OSR unit tests for optimizers not supported by Octave 2015-03-17 11:43:30 +01:00
Stéphane Adjemian (Hermes) 6d304891d1 Fixed EXTRA_DIST in Makefile.am.
I forgot to update Makefile.am after the change introduced in the
previous commit (a988418668).
2015-03-13 22:51:02 +01:00
Stéphane Adjemian (Charybdis) a988418668 Renamed tests/test.m as tests/fataltest.m.
Previous routine name was causing octave testsuite to throw a warning.
2015-03-13 17:57:46 +01:00
Stéphane Adjemian (Scylla) 3a3469b887 Cosmetic change. 2015-03-13 17:27:26 +01:00
Stéphane Adjemian (Scylla) e2a149430e Use perfect_foresight_setup and perfect_foresight_solver routines. 2015-03-13 17:26:27 +01:00
Stéphane Adjemian (Scylla) f1d7060520 Added explicit extension for generated mat files (needed by octave). 2015-03-13 17:25:06 +01:00
Stéphane Adjemian (Scylla) e82487ed62 Added missing extension for o.tls rule. 2015-03-13 17:24:07 +01:00
Stéphane Adjemian (Scylla) 6d7b72cb0d Merged with master 2015-03-13 15:53:18 +01:00
Stéphane Adjemian (Charybdis) 7343fa8f99 Fixed typo in tests/Makefile.am 2015-03-13 15:52:33 +01:00
Stéphane Adjemian (Charybdis) cd7ffc0f5a Added missing matlab/octave scripts. 2015-03-13 15:39:43 +01:00
Stéphane Adjemian (Charybdis) cf5ec64012 Removed display of debug info. 2015-03-13 15:27:16 +01:00
Stéphane Adjemian (Charybdis) 00d67110f2 Removed data files for tests/initval_file.
Generate the data instead with matlab's script
ramst_initval_file_data.m. Note that the excel files are only produced
and tested under Windows (xlswrite is not working on OS X, need to check
for Linux).
2015-03-09 08:59:48 +01:00
Stéphane Adjemian (Charybdis) de5c541ce6 Manually merged PR #807.
Fixed conflict related to the move of the perfect foresight related routines
in a subfolder.
2015-03-05 14:31:36 +01:00
Houtan Bastani 30428aeb17 preprocessor: add joint prior syntax, #824 2015-03-03 15:08:33 +01:00
Stéphane Adjemian bcfa24bd99 Merge pull request #815 from JohannesPfeifer/newrat_analytic
Add unit test for newrat with analytic derivatives and various Kalman al...
2015-03-01 16:31:29 +01:00
Johannes Pfeifer 49c32da83b Add unit tests for different OSR algorithms 2015-02-28 20:42:46 +01:00
Houtan Bastani 59c8fe4319 test system: rename ramsey.mod as ramsey_.mod to avoid removal of ramsey directory when doing make clean 2015-02-23 16:50:14 +01:00
Houtan Bastani dcabcb6b01 preprocessor: new command write_latex_original_model. closes #657 2015-02-16 08:31:30 +01:00
Houtan Bastani 7f067311df use filter_algorithm option in particle tests 2015-02-09 03:21:25 +01:00
Michel Juillard f29bb5c761 fixing bug in tests/Makefile.am introduced in previous commit 2015-01-16 09:29:55 +01:00
Michel Juillard 470fbbe0b2 Fixed bug in deterministic simulations with exogenous variables lagged
by more than one period. Added corresponding test cases.
2015-01-15 11:27:00 +01:00
Houtan Bastani beb3fd1534 reporting: add legendAt option. closes #810 2014-12-29 22:18:08 +01:00
Houtan Bastani 544e10fc29 reporting: fix legend entry for bar graphs 2014-12-29 20:37:44 +01:00
Houtan Bastani 0fbf99232d reporting: add support for bar graphs, closes #809 2014-12-23 17:52:40 +01:00
Johannes Pfeifer 14938fd607 Add unit test for running smoother only 2014-12-08 11:30:30 +01:00
Johannes Pfeifer e60157e9b8 Add unit test for newrat with analytic derivatives and various Kalman algos 2014-12-05 15:27:52 +01:00
Stéphane Adjemian (Charybdis) fc3e1b2108 Merge remote-tracking branch 'fred@github/master'
Conflicts:
	matlab/initial_estimation_checks.m
	matlab/utilities/tests
2014-11-28 16:53:44 +01:00
Johannes Pfeifer bb92f9bc2a Expand unit test on initval file
Also moves it to separate directory
2014-11-27 10:49:18 +01:00
Johannes Pfeifer d27e5bc5c2 Modify unit test for mode_compute=8 to set optimizer options 2014-11-25 09:56:55 +01:00
Johannes Pfeifer 1ac96c6808 Add initial values to prevent unit test from crashing due to numerical inaccuracy. 2014-11-24 17:40:29 +01:00
Houtan Bastani 2254f846c5 bug fix: remove consecutive plus signs 2014-11-24 12:26:10 +01:00
Johannes Pfeifer e12b494921 Shorten length of unit test file to prevent crash 2014-11-23 09:32:29 +01:00
MichelJuillard afb60b2528 Merge pull request #767 from JohannesPfeifer/osr_scaling
Fix computation of objective function in OSR when covariances are specified
2014-11-21 22:03:00 +01:00
MichelJuillard 22d4a86c6d Merge pull request #772 from JohannesPfeifer/varexo_det_forecasting
Fix forecasting with exogenous deterministic variables
2014-11-21 21:48:19 +01:00
Johannes Pfeifer 8204be67d0 Add unit test for correctness of forecasting with exogenous variables 2014-11-21 10:38:30 +01:00
Houtan Bastani c3fdb7517c Merge pull request #782 from JohannesPfeifer/perfect_foresight_message
Cosmetic change to perfect foresight + unit tests
2014-11-17 11:32:07 +01:00
Johannes Pfeifer c5a0f932c2 Change wrong Windows-style file separators to Linux ones 2014-11-16 21:11:06 +01:00
Johannes Pfeifer 747f90d89b Add unit tests for correct dimension of filtered, smoothed, forecasted, and updated variables and shocks 2014-11-16 21:08:18 +01:00
Johannes Pfeifer ac085f943a Add two unit test for perfect foresight simulation with only forward-looking variables 2014-11-16 15:09:16 +01:00
Johannes Pfeifer 201bbccae9 Add unit test for deterministic simulations without exogenous variables 2014-11-10 18:25:01 +01:00
Johannes Pfeifer e94056a765 Add unit test for correct computation of loss function in the presence of non-stationary variables 2014-11-03 18:08:30 +01:00
Johannes Pfeifer 4aaebfbe46 Add unit test to check whether objective function matches and whether covariances actually work 2014-11-02 13:15:55 +01:00
Johannes Pfeifer 3d6af995bc Update unit test by adding also auxiliary variables on exogenous variables 2014-10-30 14:23:13 +01:00
Johannes Pfeifer 38a0941d69 Add unit test file Ramsey with auxiliary variables
TBD: add check for correctness. As variables are dummy variables, the solution should be identical to the one without these auxiliary variables
2014-10-30 13:31:58 +01:00
Stéphane Adjemian (Karaba) 7ab86d31ec Dataset factorization. Removed tests/kalman/lyapunov/fsdat_simul.m and use tests/fs2000/fsdat_simul.m instead. 2014-10-21 16:42:52 +02:00
Stéphane Adjemian (Karaba) a06083cb12 Fixed test (new data interface). 2014-10-20 16:31:40 +02:00
Stéphane Adjemian (Charybdis) 8244862bd1 Removed "spurious" characters. 2014-10-13 23:01:40 +02:00
Stéphane Adjemian (Charybdis) 9b3337c94d Oups. I forgot to remove a dependency to a binary in tests/Makefile.am. 2014-10-13 22:21:23 +02:00
Stéphane Adjemian (Karaba) f99fcfa27f Removed "Do pure Lyapunov tests" section.
This should be done in the lyapunov_symm routine.
2014-10-13 17:42:53 +02:00
Stéphane Adjemian (Karaba) a9b5fb4263 Fixed test introduced in commit and removed binary file.
Test was introduced in b11d14498aadac17c08b08dd80b6daf7dec9e340.

The binary  file was a mat  file containing a posterior  mode, and the
second estimation must be run iff the control toolbox is available.
2014-10-13 17:42:53 +02:00
Johannes Pfeifer 7605820dff Add unit test for Lyapunov solver
- tests whether they run within a mod-file
- tests whether they yield the same result for a simple state-space model
2014-10-13 17:42:52 +02:00
Michel Juillard b43b83b280 fixing bug in Makefile in commit 5e8489ac45 2014-09-10 09:47:17 +02:00
MichelJuillard 5e8489ac45 Merge pull request #696 from JohannesPfeifer/Ramsey_steady_state
Bugfix Ramsey steady state with steady state files
2014-09-08 21:56:13 +02:00
Johannes Pfeifer 4b49abd724 Add missing files for Ramsey unit test with steady state. 2014-09-07 21:15:56 +02:00
Marco Ratto 62b4cfe631 Provisions for moment calibration.
Sensitivity analysis for irf and moment calibration, with new function /gsa/map_calibration.m
Added new tests/gsa/ls2003a.mod for testsuite of irf/moment calibration

To be done:
- extend SA of calibration to MC and posterior samples (currently uses prior sample only)
- documentaion
- partial progress to close #267
2014-09-04 16:44:14 +02:00
Frédéric Karamé b06b6a6161 Modifications for online estimation of linearly-solved models 2014-08-29 15:51:01 +02:00
Frédéric Karamé 788833d874 Added options. 2014-08-29 15:38:18 +02:00
Houtan Bastani 217ab0088d reporting: tables: add row highlighting option 2014-07-30 15:21:32 +02:00
Johannes Pfeifer 59da9953bb Fix formating for Makefile.am
Replaced spaces by tabs
2014-07-30 13:07:52 +02:00
Houtan Bastani f3c807f577 reporting: add writeCSV option for tables. closes #693 2014-07-29 15:21:51 +02:00
Houtan Bastani b4dd4b5de1 reporting: add writeCSV option for graphs, #693 2014-07-29 15:21:45 +02:00
Houtan Bastani 1f3ae372fe reporting: fix bug where a whole row wasn’t colored if the tableSubSectionHeader option was passed at the same time 2014-07-28 17:28:20 +02:00
Johannes Pfeifer 6fb7877113 Add bunch of unit test checking the correctness of Ramsey computation with initval and steady state files 2014-07-18 13:31:01 +02:00
Stéphane Adjemian (Scylla) 7ccaf3e3fa Added two mod files in testsuite (new data interface). 2014-07-17 22:05:08 +02:00
Stéphane Adjemian (Scylla) c6562479cb Fixed datafile issue.
The tests/gsa contains two datafiles with the same basename and different extensions (.m and .mat). The new behaviour of the data interface forces the user to choose between the two candidate data files (ie it is no more possible to load a data file without specifying the extension in this case).
2014-06-25 11:33:24 +02:00
Stéphane Adjemian (Scylla) a0907b2e05 Merge branch 'master' into use-dseries 2014-06-23 15:15:48 +02:00
Houtan Bastani 6733c83ff5 reporting: add graph option: zeroLineColor 2014-06-20 15:41:11 +02:00
Stéphane Adjemian (Scylla) 940d2ffeff Added mod file in test suite. 2014-06-19 18:12:02 +02:00
Stéphane Adjemian (Charybdis) 3d0ebfb40a Added a mod file in tests for the feature introduced in commit 4f02e58010. 2014-06-17 16:05:31 +02:00
Stéphane Adjemian (Charybdis) efcf6bd9c0 Use dseries object in the estimation routines. 2014-06-16 17:41:59 +02:00
Stéphane Adjemian (Charybdis) af1009d8a4 Merge branch 'master' into use-dynSeries 2014-06-12 17:42:52 +02:00
Houtan Bastani 06db2cf4c8 tests: modify reporting test to account for support for empty dseries + horzcat 2014-06-12 09:51:13 +02:00
Houtan Bastani 27cc7b71b3 reporting: add new test 2014-06-11 12:32:00 +02:00
Stéphane Adjemian (Charybdis) a9e8dbb752 Merge branch 'master' into use-dynSeries 2014-06-02 16:12:05 +02:00
Houtan Bastani 9229a35e71 reporting: add new Paragraph class 2014-05-23 18:10:44 +02:00
Houtan Bastani b0386575d6 reporting: change vline to accept only one dates 2014-05-20 14:38:02 +02:00
Houtan Bastani 0247faa9ed reporting: support horizontal lines 2014-05-20 14:25:01 +02:00
Houtan Bastani d470ef16ca reporting: support vertical lines 2014-05-20 14:17:24 +02:00
Houtan Bastani eb63ef0267 reporting: add miscTikzPictureOptions option to addGraph 2014-05-19 15:57:43 +02:00
Houtan Bastani c7b2889034 reporting: allow for miscellaneous PGFPlots options to the addPlot command 2014-05-19 15:57:37 +02:00
Houtan Bastani ae1c12f482 reporting: add option ‘graphLegendName’ to addSeries 2014-05-19 12:29:54 +02:00
Michel Juillard a7ec5c7258 extended_path: adding missing files 2014-05-18 21:49:52 +02:00
Stéphane Adjemian (Charybdis) f054428318 Merge branch 'master' into bitbucket-use-dynSeries 2014-05-18 09:13:09 +02:00
Michel Juillard 23134353e3 extended_path: update tests models; correct bugs introduced in
previous commit
2014-05-12 14:17:19 +02:00
Michel Juillard 8bf484a140 fixed expectation model test cases. They had a crazy steady state
revealed by the now more accurate nonlinear solver.
2014-05-08 12:23:09 +02:00
Sébastien Villemot f31d060a4f Add all-in-one-file example for smoother2histval. 2014-05-07 11:16:47 +02:00
Sébastien Villemot c4a4e6eeb3 Octave testsuite: force gnuplot toolkit for text graphics.
This is necessary since FLTK is now the default toolkit in octave 3.8.
2014-05-07 10:42:28 +02:00
Stéphane Adjemian (Scylla) 28704d407d Addded mod file for tests. 2014-04-30 15:36:03 +02:00
Stéphane Adjemian (Scylla) 66d08ac3bf Merge branch 'master' into use-dynSeries
Conflicts:
	matlab/dynare_estimation_init.m
	matlab/global_initialization.m
	matlab/prior_posterior_statistics.m
	matlab/read_variables.m
	matlab/set_prior.m
	matlab/utilities/dataset/initialize_dataset.m
	preprocessor/ComputingTasks.cc
2014-04-30 10:10:30 +02:00
Sébastien Villemot 85f7af9133 Perfect foresight solver now uses a homotopy technique by default.
This commit introduces a "no_homotopy" option to restore the old behavior.

Ref #220
2014-04-10 16:39:06 +02:00
Sébastien Villemot 9c4b2d949b Introduce two new command: perfect_foresight_{setup,solver}.
simul is now simply an alias for
perfect_foresight_setup+perfect_foresight_solver.
2014-04-09 17:57:17 +02:00
Sébastien Villemot e396b4d86d smoother2histval/test: change datafile to avoid non-posdef matrix under MATLAB. 2014-04-07 14:58:58 +02:00
Sébastien Villemot 614dc3e5a6 smoother2histval/histval_file: handle lagged exogenous.
Ref #594
2014-04-04 17:22:09 +02:00
Sébastien Villemot 37af4b073f Add datafile forgotten in commit 9eebfc87.
Ref #594
2014-04-04 14:51:49 +02:00
Sébastien Villemot 9eebfc87b0 Improvements to smoother2histval (ref #594)
- fix handling of auxiliary variables related to lagged endogenous
- add preprocessor interface
- add histval_file
- add tests (for smoother2histval with outfile, and for histval_file)
2014-04-03 15:05:20 +02:00
Sébastien Villemot 76e276d629 Change initial values to accomodate the change of default solver. 2014-03-11 14:54:42 +01:00
Sébastien Villemot 7c4cc82012 Change initial values to accomodate the change of default solver. 2014-03-10 14:09:40 +01:00
Michel Juillard fabcbb7042 finishing ramsey_model implementation 2014-03-09 12:15:32 +01:00
Sébastien Villemot 9e332ef305 Forbid MOD file names that are too long.
And rename filenames in the testsuite that are too long.

Closes #626
2014-02-28 18:25:02 +01:00
Houtan Bastani 5c1488fe23 add variance to prior statement, remove stdev from another prior statement 2014-02-24 12:41:02 +01:00
Houtan Bastani b0f7b8f732 add test file to build system 2014-02-24 12:41:02 +01:00
Houtan Bastani aef3bb49aa ms-dsge: modify test file 2014-02-24 12:41:02 +01:00
Houtan Bastani f94c2c0570 ms-dsge: test modification 2014-02-24 12:41:02 +01:00
Houtan Bastani 2c2aeceb9d preliminary test file 2014-02-24 12:37:19 +01:00
Houtan Bastani 0feeb0f2a9 reporting: fix shading 2014-02-24 09:11:11 +01:00
Houtan Bastani daf6189e9c reporting: add option 'ALL' to xTickLabels 2014-02-20 16:35:05 +01:00
Houtan Bastani 5899a19e79 reporting: change xTickLabels default to be first date, last date, and, if passed, the first date of the shade region. Accordingly, change the default of the tick rotation to be 0. 2014-02-20 16:24:37 +01:00
Houtan Bastani e329ee2b60 reporting: make the titleFormat default work for both titles and subtitles, not just titles 2014-02-17 12:25:49 +01:00
Houtan Bastani 28716ed52a reporting: add subtitles for graphs, closes #580 2014-02-17 12:11:41 +01:00
Houtan Bastani 522013f889 reporting: add subtitle support for tables, ref #580 2014-02-17 11:19:46 +01:00
Houtan Bastani 6d71e53646 reporting: include graph title in tikz code as opposed to latex 2014-02-14 15:36:16 +01:00
Houtan Bastani eeedda5e2d reporting: add options xAxisTight and yAxisTight 2014-02-13 17:01:34 +01:00
Houtan Bastani 031dca436b reporting: set up legends for graphs 2014-02-13 15:14:29 +01:00
Houtan Bastani be1819b282 reporting: make graph line markers work with tikz 2014-02-12 16:13:41 +01:00
Houtan Bastani db50e96193 reporting: re-impliment yrange option 2014-02-11 18:25:50 +01:00
Houtan Bastani 6bbae11b66 reporting: new option xTickLabelRotation 2014-02-11 17:04:06 +01:00
Houtan Bastani 2942be0e69 reporting test: pass xTickLabels explicitly 2014-02-11 15:50:07 +01:00
Houtan Bastani 233016a667 reporting: modify test suite 2014-02-11 15:34:42 +01:00
Sébastien Villemot a5be9dd845 Add trust-region nonlinear solver.
Closes #260
2014-02-04 17:56:27 +01:00
Stéphane Adjemian (Scylla) 260a733442 Added new mod file in the testsuite (test that the changes introduced in 201ee7d627b71bf0fade1ab28799206e001191a7 are correct). 2014-02-03 12:25:29 +01:00
Johannes Pfeifer 9885a31587 Add unit test for loglinear option 2014-01-29 20:43:23 +01:00
Houtan Bastani 618527e666 add timing to report test 2014-01-24 09:54:21 -06:00
Houtan Bastani fa9c0f0a79 reporting: add indentation to table rows. closes #581 2014-01-24 09:53:53 -06:00
Houtan Bastani 0fde09e5de remove unused variable 2014-01-21 10:56:16 -06:00
Stéphane Adjemian (Charybdis) 94fa6144bd Fixed example ep/rbcii.mod (RBC model with endogenous labour supply and irreversible investment).
The leaded lagrange multiplier (associated with the positivity constraint on investment) was missing in the Euler equation.
2014-01-17 12:06:16 +01:00
Houtan Bastani e301eeb206 reporting: tests: show functionality of tableDataRhs option 2014-01-02 15:35:41 +01:00
Stéphane Adjemian (Charybdis) ed5696a938 Added test (+ cosmetic changes). 2013-12-30 16:34:26 +01:00
Stéphane Adjemian (Charybdis) 1ea7631930 Added new option for perfect foresight simulations (sim1 routine, available only with stack_solve_algo==0).
Try to reduce the size of the nonlinear system of equations by skipping the (last) periods for wich the residuals are
already (almost) zero. The number of periods is not constant during the Newton, the effective number of periods for
each iteration of the Newton is available in oo_.deterministic_simulation.vperiods.
2013-12-27 18:35:53 +01:00
Sébastien Villemot fd7e9afd9d Fix test/Makefile.am following 8f8bfe6c. 2013-12-16 12:52:22 +01:00
Sébastien Villemot bb1353e46b Fix bug introduced in 8b1e76a1bf.
The unitary tests file was renamed, but his output file wasn't.
2013-12-16 10:25:39 +01:00
Stéphane Adjemian (Scylla) 80868b2955 Bug fix (max function not yet implemented for dseries objects). 2013-12-16 09:54:49 +01:00
Stéphane Adjemian (Scylla) 8f8bfe6cc3 Renamed tests/ep/linear.mod as tests/ep/linearmodel.mod to avoid conflict with matlab's system identification toolbox. 2013-12-16 09:50:12 +01:00
Stéphane Adjemian (Scylla) 8b1e76a1bf Renamed tests/run_unitary_tests.m script to avoid conflict with matlab/utilities/tests/run_unitary_tests.m function. 2013-12-13 16:21:10 +01:00
Sébastien Villemot 857a2b0e35 Add missing antislashes 2013-12-12 11:26:03 +01:00
Michel Juillard 86a083697e osr: added optimal value of parameters to oo_.osr.optim_params; moved
osr_example to ./tests/optimal_policy
2013-12-11 19:24:29 +01:00