Commit Graph

717 Commits (2c8ee55d16d69227d0a3e290c4e33812b5490198)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) caaabe9436 Added integration test for the linear_approximation option in
perfect foresight model simulation.

Using a linearized version of the SW model we check that the
linear_approximation option does not affect the results.
2015-07-08 11:23:13 +02:00
Michel Juillard dd1f761549 adding tests using lmmcp
(cherry picked from commit 2ddfcf2f73)
2015-07-07 16:45:20 +02:00
Johannes Pfeifer d76b3a722e Make use of preprocessor to set options_.silent_optimizer 2015-07-06 08:22:13 +02:00
Stéphane Adjemian 71700dff76 Merge pull request #942 from JohannesPfeifer/TaRB_integration
Integrate the TaRB-algorithm into Dynare
2015-06-19 14:30:56 +02:00
Stéphane Adjemian (Charybdis) 462639103f Added command to download binary data file from www.dynare.org/Datasets. 2015-06-18 14:55:21 +02:00
Stéphane Adjemian (Charybdis) af29c078ad Added integration test (deterministic simulation invoking solve_one_boundary routine). 2015-06-18 14:50:21 +02:00
Stéphane Adjemian 3fd010ff91 Merge pull request #957 from JohannesPfeifer/fs2000_steady_state
Update unit tests to use correct steady state files
2015-06-18 14:25:01 +02:00
Houtan Bastani aeb1542b48 preprocessor: add VerbatimStatement class. Closes #953 2015-06-16 12:48:32 +02:00
Johannes Pfeifer aa4b07610e Add unit test for TaRB MH-algorithm 2015-06-08 16:48:58 +02:00
Johannes Pfeifer 0769fd1cce Add verbosity and SaveFile options to some optimizers
Also moves additional optimizer-related files to corresponding subfolder
Closes #894
2015-06-08 16:44:44 +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