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
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
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
Houtan Bastani
Johannes Pfeifer
Sébastien Villemot
Stéphane Adjemian (Charybdis)
Michel Juillard
Sébastien Villemot
Frédéric Karamé
Marco Ratto
Johannes Pfeifer