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129 Commits (356fe7b248c808da195f037a52c0e9a66218822f)

Author SHA1 Message Date
sebastien fa1746f022 Testsuite for Octave: move definition of Gnuplot terminal to Octave script 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2924 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-15 16:49:39 +00:00
sebastien ddd286863d * Convert the rest of the already existing build system to Automake 
* Add new autoconf macros


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2914 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-10 09:50:58 +00:00
sebastien fc65b4410a Reverted mistake in previous commit 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2887 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-03 09:59:21 +00:00
sebastien b88c5abcba Remove useless "markowitz" data member in DynamicModel and StaticDllModel 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2886 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-03 09:57:17 +00:00
michel 1802078154 updating SWZ sbvar code 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2875 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-30 19:24:34 +00:00
ferhat ed6cda0ca1 New options for block decomposition and bytecode (see http://www.dynare.org/DynareWiki/ByteCode): 
- the options "sparse_dll" and "sparse" are no more available. They are replaced by combinations of block (for block decomposition) and bytecode (for model stored in a binary file)
- markowitz is now an option of simul and steady commands


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2873 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-29 15:04:11 +00:00
ferhat d32dd99210 - extension of normalization of equations to nonlinear equations 
- mfs: new option for 'steady' and 'model' commands. Determines the equation belonging to the set of feedback variables.
  mfs = 0 => all variables are considered as feedback variables (default value)
  mfs = 1 => using only naturally normalized equation as potential recursive equations (all variables assigned to unnormalized equations are considered as feedback variable)
  mfs = 2 => adding to the set of potential recursive equation with mfs = 1 the linear equation in endogenous variable normalized (all variables assigned to nonlinear unnormalized equations are considered as feedback variable)
  mfs = 3 => adding to the set of potential recursive equation with mfs = 2 the non linear equation in endogenous variable normalized
- correction of few buggs in simulate.dll
- block_mfs_dll: new option for 'steady' command. Use simulate.dll to solve the steady state model (speedup the computation of the steady-state and the homotopy)

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2866 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-25 09:43:01 +00:00
ferhat 220a4c7ff6 - deletes useless files (pctimer_h.hh simulate.c and simulate.cc => needs for the no more supported options "compile") 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2852 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-21 16:00:54 +00:00
ferhat 1d9260251d - sparse_dll option works fine with feedback variables 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2851 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-21 15:50:12 +00:00
sebastien 1db8b0d277 Homotopy: 
* fixed bug with Octave in modes 1 and 3
* enhanced tests


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2832 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-10 13:14:17 +00:00
sebastien ff54854507 Build system: added missing targets in clean rules 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2804 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-03 08:26:35 +00:00
sebastien fbff270180 * Added BVAR a la sims examples in Octave testsuite 
* Switched BVAR example data to M-file instead of XLS


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2801 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-01 13:23:28 +00:00
sebastien 0e0cdc5006 trunk: added ramsey policy example to testsuite 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2788 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-25 10:02:14 +00:00
sebastien f74c6f30b2 trunk: added testsuite for Octave, incorporated in build system (merge needed) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2760 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-11 14:58:43 +00:00
ferhat 6479edf5a7 - Correction of several bugs 
- normalize an equation linear in its endogenous variable
- Chained rule derivatives (necessary to reduce a block to the feedback equations and variables)

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2726 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-05 14:45:23 +00:00
ratto 5c2b1a2aae Added test function for parallel routines. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2711 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-28 08:07:12 +00:00
george 7735da1fb0 Changing tolerance check from 1e-12 to 1e-10 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2533 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-27 15:19:07 +00:00
george d0664d3ed5 further update of tests: use stoch_simul instead estimation and have two versions: AIM and standard 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2531 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-27 09:23:16 +00:00
george c22fd6b404 AIM Test Auxiliary file added 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2530 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-27 08:57:48 +00:00
george 17df02385e Update of tests: use stoch_simul instead estimation and have two versions: AIM and standard 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2529 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-27 08:56:22 +00:00
george db899b7f6b adding oo_. in front of dr.ghx and dr.ghu 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2526 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-26 11:19:20 +00:00
michel e2a0ecba86 v4.1 tests for AIM: modified for automatic verification 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2521 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-25 21:18:42 +00:00
george 6e633aad31 AIM tests auxiliary files 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2520 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-25 16:46:11 +00:00
george e1c13c256a Test files for AIM that passed comparison of mjdgges and AIM dr.ghx and dr.ghu being equal down to near 0 differences on e-15 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2519 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-25 16:24:20 +00:00
michel 867daedd40 adding tests for recursive estimation 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2370 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-22 21:34:41 +00:00
ferhat 4fe7e3e155 - SymbolGaussElim.cc is discarded from the preprocessor (all simulations are now implemented in simulate) 
- Correction in model_info.m

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2358 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-20 22:04:37 +00:00
ferhat 29ca49f885 - Correction of several bugs in sparse_dll 
- Pound expressions accepted with sparse option


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2329 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-19 10:24:31 +00:00
ferhat f904a1a19d - new Incidence_Matrix class 
- lead and lag on exogenous variables
- corrections in dr1_sparse and dr11_sparse
- minor corrections in simulate

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2255 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-11-14 16:07:47 +00:00
michel 0e125f541e adding tests for kalman smoother 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2197 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-26 20:03:48 +00:00
ferhat 7c6ed357b6 Bugs correction in check command with sparse option in model command 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2196 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-24 16:35:06 +00:00
adjemian 986ac3e1e7 v4.1: Added test files for the new kalman filter routines. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2190 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-24 10:02:58 +00:00
ferhat f59bba3ddc - Adding SOLVE_FORWARD_COMPLETE and SOLVE_BACKWARD_COMPLETE simulation type for sparse model option 
- 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. 
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. 
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. 
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. 
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. 
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: 
* 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 
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 
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 
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 
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 
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 
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) 
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. 
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 
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 
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 
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 
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 
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) 
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 
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: 
- 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 
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 
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 
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 
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) 
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. 
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). 
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 
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 
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; 
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 
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 
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 
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 
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 
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 
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 
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 
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 
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 
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) 
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 
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 
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