Sébastien Villemot
595f3d1dce
Makefile indentation fixes
2022-11-29 17:40:20 +01:00
Johannes Pfeifer
e530f7cbaa
OccBin: add calib_smoother testfile
2022-11-23 16:48:08 +01:00
NormannR
a245fbb390
Implements a Fortran update of the states variance-covariance matrix for the Kalman filter
2022-11-14 16:24:46 +00:00
Johannes Pfeifer
cbbbdf4b3d
make_y_.m: fix interaction with steady_state_model
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closes https://git.dynare.org/Dynare/dynare/-/issues/1866
2022-10-13 16:33:58 +02:00
NormannR
855887b249
Implements a logarithmic reduction Fortran routine and the associated test
2022-10-11 12:11:06 +02:00
Normann Rion
d17204cc84
Implements a cycle reduction Fortran routine and the associated test.
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The Fortran routine replaces the former Matlab code in matlab/cycle_reduction.m
2022-10-03 14:38:12 +02:00
Sébastien Villemot
50a08cff30
Testsuite: replace obsolete “egrep” by “grep -E”
2022-09-13 14:43:41 +02:00
Johannes Pfeifer
3fbab4cbe0
Provisions for solving steady state with MCP-tag
2022-09-12 17:18:16 +02:00
Sébastien Villemot
4bfd687be4
Merge branch 'local_state_space_iteration_3' of git.dynare.org:normann/dynare
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Ref. !2045
2022-09-06 14:58:53 +02:00
Stéphane Adjemian (Ryûk)
2aa6565c18
Add test for lmmcp in extended path.
2022-08-31 13:37:00 +02:00
NormannR
c6d5c48ff7
Local state-space iteration at order 3: multi-thread 3rd-order version with and without pruning
2022-08-30 14:06:19 +02:00
Stéphane Adjemian (Ryûk)
982ec2e66d
Fix copy/paste error.
2022-08-23 09:16:46 +02:00
Willi Mutschler
30a6d35f5a
🐛 identification do plots and display results only for nonempty objects
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fixes #1860
2022-07-26 10:26:13 +02:00
Sébastien Villemot
13709f6853
Add “fsolve_options” option to “steady” command
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Closes : #1856
2022-07-22 14:35:19 +02:00
Stéphane Adjemian (Ryûk)
ac2b3f2bdc
Add integration tests for model inversion.
2022-05-20 08:31:03 +02:00
Stéphane Adjemian (Ryûk)
cd76bdff9e
Fix and update unit tests for local_state_space_iteration_2.
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Add mat file with git lfs.
2022-05-13 12:13:46 +02:00
Sébastien Villemot
8488674ce4
New shocks(learnt_in=…) and endval(learnt_in=…) blocks
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For use with perfect_foresight_with_expectation_errors_setup.
2022-04-21 17:10:52 +02:00
Sébastien Villemot
96346b77e5
Octave 7 compatibility fix: in testsuite, replace --no-window-system option by xvfb-run
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This is a workaround for Octave bug 62101, which affects
tests/shock_decomposition/ls2003_plot.mod, but is unlikely to be fixed.
2022-04-15 14:33:02 +02:00
Sébastien Villemot
a8a9051b31
New option “constant_simulation_length” to “perfect_foresight_with_simulation_errors_solver” command
2022-04-12 15:45:50 +02:00
Sébastien Villemot
3b4ef0df49
Add new “log” option to “var” statement
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Ref. #349
2022-03-30 18:01:22 +02:00
Sébastien Villemot
63bcd2558e
Testsuite: when running Octave, use --no-window-system option rather than forcing gnuplot toolkit
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In practice --no-window-system currently implies the gnuplot toolkit with dumb
terminal, but it is cleaner this way.
2022-02-23 12:13:27 +01:00
Stéphane Adjemian (Charybdis)
e7d11dd7b1
Remove aux variables from target definition (PAC).
2022-02-18 09:13:17 +01:00
Sébastien Villemot
39f47dc957
local_state_space_iteration_k MEX now uses the Fortran code (instead of the C++ code)
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Closes : #1802
2022-02-04 11:49:46 +01:00
NormannR
5f828e241f
Parallelizes local_state_space_iteration_fortran
2022-01-31 18:44:48 +01:00
Stéphane Adjemian (Ryûk)
f5f47cd834
Add new option last_simulation_period to initval_file command.
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Also adjust the periods in Simulated_time_series (output of the perfect
foresight solver in the workspace). Note that this dseries object contains the
observations for the initial condition (M_.orig_maximum_lag observations) and
for the terminal condition (M_.orig_maximum_lead observations).
See #1838 .
Fix testsuite (wrong file name)
2022-01-21 17:39:47 +01:00
Stéphane Adjemian (Ryûk)
a08de9e661
Partial fix for #1837 .
2022-01-19 09:20:22 +01:00
Stéphane Adjemian (Charybdis)
1fd4904ccc
Fix evaluate routine if PAC's growth option is constant.
2022-01-17 16:56:58 +01:00
Stéphane Adjemian (Charybdis)
e1d0ce28d2
Remove aux variables from evaluate routine.
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Auxiliary variables were still present in the growth neutrality correction. This
commit remove the auxiliaries, so that the user doesn't need to update the
database with the auxiliary variable definitions.
Also adds integration test.
TODO Check that it works with log unary op
TODO Complete tests by checking that the written evaluate routine works
2022-01-14 20:45:46 +01:00
Stéphane Adjemian (Ryûk)
d841fc7cc2
Do not run integration tests for NLS with Octave.
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Also moved some integration tests.
2021-12-19 17:20:15 +01:00
Stéphane Adjemian (Ryûk)
24c817afa7
Add integration tests for NLS estimation.
2021-12-17 18:02:24 +01:00
Stéphane Adjemian (Ryûk)
b297353b06
PAC decomposition between stationary and non-stationary components.
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The taget in PAC equation can be decomposed into an arbitrary number of components (variables
in the VAR auxiliary model).
TODO Iterative OLS estimation (which is not the preferred estimation routine).
TODO Decomposition in the routine evaluating the forecasts for each component.
2021-12-17 12:17:13 +01:00
Sébastien Villemot
21a8a5794a
Various new model editing features
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– multiple “model” and “estimated_params” block are supported
– new “model_options” statement to set model options in a global fashion
– new “model_remove” command to remove equations
– new “model_replace” block to replace equations
– new “var_remove” command to remove variables (or parameters)
– new “estimated_params_remove” block to remove estimated parameters
2021-12-15 17:33:01 +01:00
Sébastien Villemot
f8fc786459
Merge branch 'het_shocks' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1980
2021-12-15 10:27:06 +01:00
Willi Mutschler
488ab7a979
Update testsuite Kalman Smoother name of data file
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gen_data.mod creates a datafile called "data.mat"
test_compute_Pinf_Pstar_data.mod creates a datafile called "Data.mat"
There could be a race condition on systems that don't distinguish between upper and lower cases.
2021-12-15 10:26:38 +01:00
Johannes Pfeifer
1bfb9ffbb9
heteroskedastic shocks: take into account first_obs
2021-12-14 11:21:16 +01:00
Sébastien Villemot
d69c14398d
Factorize test for normpdf(), normcdf(), erf() and trigonometric functions
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Incidentally:
- add trigonometric tests for bytecode
- add back a test for pure M-files
2021-12-07 17:00:57 +01:00
Johannes Pfeifer
733ffdf3ab
Add unit test for k-order simulations
2021-10-12 15:20:11 +02:00
Sébastien Villemot
9fd0806643
Testsuite: do not distribute optimal_policy/Ramsey/oo_ramsey_policy_initval.mat
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It is a generated file.
By the way, ensure that the generated file has the .mat extension under Octave.
2021-09-27 16:43:50 +02:00
Sébastien Villemot
fa3ed38735
Source package: fix bug introduced in d62a09cdef
2021-09-21 17:45:30 +02:00
Johannes Pfeifer
e7b1d4aca5
testsuite: Fix missing dependence
2021-09-11 11:29:18 +02:00
Sébastien Villemot
badb36d6d2
Fix typos introduced in c68e4801bd
2021-09-02 20:43:21 +02:00
Sébastien Villemot
c68e4801bd
Build system: add several test files to the source package
2021-09-02 17:14:07 +02:00
Johannes Pfeifer
cf6621187e
Add example for system prior
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(@stepan removed trailing spaces)
2021-08-17 19:39:02 +02:00
Johannes Pfeifer
b8c76a96e3
block_kalman_filter: add integration tests
2021-08-17 14:26:58 +02:00
Willi Mutschler
f5ec70a06d
MoM: Refactor AnScho test case
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Instead of checking everything in one mod file, this commit separates the checks into individual mod files that test:
- whether the translation from matched_moments works
- whether the duplicate moments are found
- whether GMM and SMM both work with different estimated_params blocks.
wip
2021-08-16 10:58:35 +02:00
Stéphane Adjemian (Ryûk)
bdc95dd1d0
Add unit tests (trust_region algorithm).
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Using mex implementation (block_trust_region).
2021-07-23 19:44:16 +02:00
Stéphane Adjemian (Ryûk)
a905539f60
Add test functions for nonlinear solvers.
2021-07-23 19:44:16 +02:00
Johannes Pfeifer
440a0e460b
Storage of results: use subfolder
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Ref. #1758
2021-07-23 14:12:17 +02:00
Marco Ratto
02072dde39
Add Occbin routines
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Syntax is not yet finalized (see preprocessor#68).
Documentation still to be done.
Ref. #569
2021-07-16 17:20:11 +02:00
Stéphane Adjemian (Ryûk)
54f80e88d2
Add structural VAR as an auxiliary model for VAR based expectations and PAC expectations.
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Ref. #1785
Just add option `structural` to the `var_model` command.
2021-07-16 10:25:18 +02:00