george
7735da1fb0
Changing tolerance check from 1e-12 to 1e-10
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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
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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
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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
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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
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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
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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
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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
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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
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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)
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- 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
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- 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
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- 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
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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
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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.
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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
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- 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.
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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.
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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.
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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.
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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.
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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:
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* 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
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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
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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
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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
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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
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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
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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)
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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.
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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
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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
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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
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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
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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
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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)
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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
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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:
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- 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
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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
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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
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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
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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)
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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.
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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).
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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
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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
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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;
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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