Michel Juillard
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c584245637
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added lag on 2 periods to test with auxiliary variables
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2012-09-19 22:51:44 +02:00 |
Sébastien Villemot
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dc0955b665
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Test exogenous deterministic variables at order 2
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2012-09-19 10:42:51 +02:00 |
Marco Ratto
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428b193c11
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Need to pass the entire global workspace, if subroutines called by the _core loops need them. Updated parallel test.
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2012-09-11 15:45:08 +02:00 |
Michel Juillard
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2244af9c62
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adding pruning option for 3rd order
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2012-07-31 21:50:59 +02:00 |
Michel Juillard
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edf826f315
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added code to optionally run cycle_reduction algorithm on GPU. Added
options_.gpu (no interface yet, use options_.gpu=1). Added test
./tests/first_order/fs2000_cr.mod
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2012-07-20 17:06:12 +02:00 |
Stéphane Adjemian (Charybdis)
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0d5dff2bd9
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Added walsh.mod in the testsuite to compare the solutions obtained with the cyclic reduction algorithm and the generalized schur algorithm.
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2012-07-11 18:26:22 +02:00 |
Sébastien Villemot
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57b7c0e94f
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Add unit test for kalman filter with missing observations
Contributed by Johannes Pfeifer
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2012-07-06 10:32:34 +02:00 |
Marco Ratto
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5f9d2e6492
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fix test for analytic derivatives
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2012-07-05 10:23:34 +02:00 |
Houtan Bastani
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e1404965ea
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add tests for ifndef
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2012-06-26 16:28:39 +02:00 |
Houtan Bastani
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3bfa231535
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add test for conditional macro statements
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2012-06-26 16:27:13 +02:00 |
Stéphane Adjemian (Charybdis)
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2c077928b2
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Added test for shock decomposition.
(cherry picked from commit 70d17ceb08d02ab58a9d030b45a5822a095b0d03)
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2012-06-18 14:55:36 +02:00 |
Marco Ratto
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186d973ccb
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use of nodisplay in all sensitivity calls
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2012-06-15 12:36:47 +02:00 |
Marco Ratto
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974390ee49
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use of nodisplay for estimation call
(cherry picked from commit 32a14593985b5e0e2356df2830bb1c60b66188ae)
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2012-06-14 18:55:09 +02:00 |
Sébastien Villemot
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cef35cd393
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Fix function names
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2012-06-13 11:09:27 +02:00 |
Marco Ratto
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240e6d688e
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Update testsuite script for gsa.
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2012-06-11 01:36:03 +02:00 |
Sébastien Villemot
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02efbd31a8
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Convert files to Unix EOL
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2012-06-08 19:10:19 +02:00 |
Michel Juillard
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1fc2d78ddf
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dminished number of nodes and order of computation in
./tests/ep/rbcii.mod to make it faster. Commented out production of
graphs
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2012-06-08 18:38:36 +02:00 |
Sébastien Villemot
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129553579a
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Merge remote-tracking branch 'ratto/master'
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2012-06-08 18:24:18 +02:00 |
Sébastien Villemot
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a87cac34ca
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Preprocessor iface to extended_path
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2012-06-08 17:36:32 +02:00 |
Marco Ratto
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dca2ffc5f3
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clean-up of test project for gsa+identification.
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2012-06-08 15:35:39 +02:00 |
Sébastien Villemot
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761b1f2df7
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Don't use loglinear in test for analytic_derivation
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2012-06-08 11:43:32 +02:00 |
Houtan Bastani
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9ce6eeebc6
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test: add [hooks] to config file
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2012-06-07 13:45:50 +02:00 |
Houtan Bastani
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585c98e515
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change file type to unix
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2012-06-07 13:45:50 +02:00 |
Sébastien Villemot
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9bea42f411
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order=2 in estimation command now triggers particle filter
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2012-06-06 17:08:53 +02:00 |
Sébastien Villemot
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2156f67298
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New option analytic_derivation for estimation
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2012-06-06 11:34:32 +02:00 |
Michel Juillard
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e98aa4df90
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fixing problem with irreversible investment tests case ep/rbcii.mod
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2012-06-05 15:57:40 +02:00 |
Sébastien Villemot
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05dca0e3ea
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Change the default algorithm for stack_solve_algo = 0
The old algorithm (LBJ) is now available under stack_stock_algo = 6
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2012-06-04 17:23:14 +02:00 |
Sébastien Villemot
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5dd9c844b3
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Implement determistic simulation of purely backward models
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2012-06-04 16:14:01 +02:00 |
Sébastien Villemot
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25b6638522
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Remove duplicate test file
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2012-06-04 12:03:32 +02:00 |
Michel Juillard
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62b1b9a2cc
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extend test case rbcii until stochastic order = 3
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2012-06-02 16:21:02 +02:00 |
Michel Juillard
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944c19ab51
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fixing extended_path test case
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2012-06-02 11:36:00 +02:00 |
Michel Juillard
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ec05f302b7
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Removing debugging code for extended path. Updating test cases.
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2012-06-01 15:01:25 +02:00 |
Sébastien Villemot
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84c37137c1
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Minor fixes
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2012-05-31 08:22:31 +02:00 |
Sébastien Villemot
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7044c8da2b
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Add new command "calib_smoother"
Closes: #233
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2012-05-30 16:28:29 +02:00 |
Michel Juillard
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eab165d3ee
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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.
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2012-05-29 21:31:57 +02:00 |
Michel Juillard
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539bf0ca69
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finishing implementation of optional transformation of log and non
integer power arguments to insure that they are positive
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2012-05-26 20:53:48 +02:00 |
Michel Juillard
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c6495dfc9d
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first implementation of transform_logpow. It creates too many auxilary
variables and probably violates Jensen inequality in some cases.
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2012-05-23 15:09:33 +02:00 |
Sébastien Villemot
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91e041d704
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Add unit test for purely forward models
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2012-05-15 18:38:00 +02:00 |
Marco Ratto
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da9ec0f187
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Estimation with analytic scores and hessian;
This includes re-setting the list of output arguments in objective functions
Added test function
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2012-04-29 21:18:33 +02:00 |
Michel Juillard
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7a4405e754
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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
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2012-04-24 10:32:59 +02:00 |
Michel Juillard
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dd5cb335fb
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changes to stochastic perfect foresight simulation (still doesn't work
correctly with ZLB)
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2012-04-21 21:41:07 +02:00 |
Michel Juillard
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e0de97878f
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added validation test computing Ramsey policy with expecation
operator; updated build system
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2012-04-20 14:06:33 +02:00 |
Michel Juillard
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7d4a7b1bac
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adding test for computing Ramsey policy in a model using the
expectation operator.
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2012-04-20 11:51:32 +02:00 |
Sébastien Villemot
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41de387ab7
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Workaround for race condition in run_test_octave
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2012-04-06 21:54:54 +02:00 |
Sébastien Villemot
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5696dadf27
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Reindentation of Octave code
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2012-04-06 21:53:50 +02:00 |
Sébastien Villemot
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db20fdd0f4
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Fix function prototype
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2012-03-21 10:18:07 +01:00 |
Michel Juillard
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1fcf708b80
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Merge remote-tracking branch 'origin/master' into dr1break
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2012-03-10 18:21:14 +01:00 |
Stéphane Adjemian (Charybdis)
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10cd5f200a
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Changed options.
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2012-03-09 16:36:43 +01:00 |
Houtan Bastani
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402363bab2
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MS-SBVAR: rewrite ms_variance_decomposition
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2012-03-08 17:54:35 +01:00 |
Houtan Bastani
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864e0b7c7e
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MS-SBVAR: rewrite ms_irf
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2012-03-08 17:53:58 +01:00 |