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373 Commits (54aff15b6a89a50675a3fc5984d4d33b8a04e13b)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 0d5dff2bd9 Added walsh.mod in the testsuite to compare the solutions obtained with the cyclic reduction algorithm and the generalized schur algorithm. 2012-07-11 18:26:22 +02:00
Sébastien Villemot 57b7c0e94f Add unit test for kalman filter with missing observations 
Contributed by Johannes Pfeifer
 2012-07-06 10:32:34 +02:00
Marco Ratto 5f9d2e6492 fix test for analytic derivatives 2012-07-05 10:23:34 +02:00
Houtan Bastani e1404965ea add tests for ifndef 2012-06-26 16:28:39 +02:00
Houtan Bastani 3bfa231535 add test for conditional macro statements 2012-06-26 16:27:13 +02:00
Stéphane Adjemian (Charybdis) 2c077928b2 Added test for shock decomposition. 
(cherry picked from commit 70d17ceb08d02ab58a9d030b45a5822a095b0d03)
 2012-06-18 14:55:36 +02:00
Marco Ratto 186d973ccb use of nodisplay in all sensitivity calls 2012-06-15 12:36:47 +02:00
Marco Ratto 974390ee49 use of nodisplay for estimation call 
(cherry picked from commit 32a14593985b5e0e2356df2830bb1c60b66188ae)
 2012-06-14 18:55:09 +02:00
Sébastien Villemot cef35cd393 Fix function names 2012-06-13 11:09:27 +02:00
Marco Ratto 240e6d688e Update testsuite script for gsa. 2012-06-11 01:36:03 +02:00
Sébastien Villemot 02efbd31a8 Convert files to Unix EOL 2012-06-08 19:10:19 +02:00
Michel Juillard 1fc2d78ddf dminished number of nodes and order of computation in 
./tests/ep/rbcii.mod to make it faster. Commented out production of
graphs
 2012-06-08 18:38:36 +02:00
Sébastien Villemot 129553579a Merge remote-tracking branch 'ratto/master' 2012-06-08 18:24:18 +02:00
Sébastien Villemot a87cac34ca Preprocessor iface to extended_path 2012-06-08 17:36:32 +02:00
Marco Ratto dca2ffc5f3 clean-up of test project for gsa+identification. 2012-06-08 15:35:39 +02:00
Sébastien Villemot 761b1f2df7 Don't use loglinear in test for analytic_derivation 2012-06-08 11:43:32 +02:00
Houtan Bastani 9ce6eeebc6 test: add [hooks] to config file 2012-06-07 13:45:50 +02:00
Houtan Bastani 585c98e515 change file type to unix 2012-06-07 13:45:50 +02:00
Sébastien Villemot 9bea42f411 order=2 in estimation command now triggers particle filter 2012-06-06 17:08:53 +02:00
Sébastien Villemot 2156f67298 New option analytic_derivation for estimation 2012-06-06 11:34:32 +02:00
Michel Juillard e98aa4df90 fixing problem with irreversible investment tests case ep/rbcii.mod 2012-06-05 15:57:40 +02:00
Sébastien Villemot 05dca0e3ea Change the default algorithm for stack_solve_algo = 0 
The old algorithm (LBJ) is now available under stack_stock_algo = 6
 2012-06-04 17:23:14 +02:00
Sébastien Villemot 5dd9c844b3 Implement determistic simulation of purely backward models 2012-06-04 16:14:01 +02:00
Sébastien Villemot 25b6638522 Remove duplicate test file 2012-06-04 12:03:32 +02:00
Michel Juillard 62b1b9a2cc extend test case rbcii until stochastic order = 3 2012-06-02 16:21:02 +02:00
Michel Juillard 944c19ab51 fixing extended_path test case 2012-06-02 11:36:00 +02:00
Michel Juillard ec05f302b7 Removing debugging code for extended path. Updating test cases. 2012-06-01 15:01:25 +02:00
Sébastien Villemot 84c37137c1 Minor fixes 2012-05-31 08:22:31 +02:00
Sébastien Villemot 7044c8da2b Add new command "calib_smoother" 
Closes: #233
 2012-05-30 16:28:29 +02:00
Michel Juillard eab165d3ee added in manual a section on how to use steady_state_model block with 
initval and endval for deterministic models. Added test cases for
deterministic models.
 2012-05-29 21:31:57 +02:00
Michel Juillard 539bf0ca69 finishing implementation of optional transformation of log and non 
integer power arguments   to insure that they are positive
 2012-05-26 20:53:48 +02:00
Michel Juillard c6495dfc9d first implementation of transform_logpow. It creates too many auxilary 
variables and probably violates Jensen inequality in some cases.
 2012-05-23 15:09:33 +02:00
Sébastien Villemot 91e041d704 Add unit test for purely forward models 2012-05-15 18:38:00 +02:00
Marco Ratto da9ec0f187 Estimation with analytic scores and hessian; 
This includes re-setting the list of output arguments in objective functions
Added test function
 2012-04-29 21:18:33 +02:00
Michel Juillard 7a4405e754 added check_options are the same as steady_options. Added option 
nocheck to 'check' in test fs2000/fs2000a as there is a unit root and
the user provided _steadystate.m doesn't solve the static equations
 2012-04-24 10:32:59 +02:00
Michel Juillard dd5cb335fb changes to stochastic perfect foresight simulation (still doesn't work 
correctly with ZLB)
 2012-04-21 21:41:07 +02:00
Michel Juillard e0de97878f added validation test computing Ramsey policy with expecation 
operator; updated build system
 2012-04-20 14:06:33 +02:00
Michel Juillard 7d4a7b1bac adding test for computing Ramsey policy in a model using the 
expectation operator.
 2012-04-20 11:51:32 +02:00
Sébastien Villemot 41de387ab7 Workaround for race condition in run_test_octave 2012-04-06 21:54:54 +02:00
Sébastien Villemot 5696dadf27 Reindentation of Octave code 2012-04-06 21:53:50 +02:00
Sébastien Villemot db20fdd0f4 Fix function prototype 2012-03-21 10:18:07 +01:00
Michel Juillard 1fcf708b80 Merge remote-tracking branch 'origin/master' into dr1break 2012-03-10 18:21:14 +01:00
Stéphane Adjemian (Charybdis) 10cd5f200a Changed options. 2012-03-09 16:36:43 +01:00
Houtan Bastani 402363bab2 MS-SBVAR: rewrite ms_variance_decomposition 2012-03-08 17:54:35 +01:00
Houtan Bastani 864e0b7c7e MS-SBVAR: rewrite ms_irf 2012-03-08 17:53:58 +01:00
Stéphane Adjemian (Charybdis) eaee103619 Added a test mod file (non linear filters, comparison with linear filters). 2012-03-08 16:56:02 +01:00
Stéphane Adjemian (Charybdis) 3d682766a0 Removed test files (non linear filters). 2012-03-08 15:58:14 +01:00
Stéphane Adjemian (Charybdis) bf1e6a15a5 Changed options and initial condition for tau. 2012-03-08 15:54:20 +01:00
Stéphane Adjemian (Charybdis) f27db56bd0 Added measurement errors in the data set. 2012-03-08 15:44:34 +01:00
Stéphane Adjemian (Charybdis) 8c4f2c79b7 Changed options conformably to the previous commits. 2012-03-08 12:52:53 +01:00