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 |
Stéphane Adjemian (Charybdis)
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eaee103619
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Added a test mod file (non linear filters, comparison with linear filters).
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2012-03-08 16:56:02 +01:00 |
Stéphane Adjemian (Charybdis)
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3d682766a0
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Removed test files (non linear filters).
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2012-03-08 15:58:14 +01:00 |
Stéphane Adjemian (Charybdis)
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bf1e6a15a5
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Changed options and initial condition for tau.
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2012-03-08 15:54:20 +01:00 |
Stéphane Adjemian (Charybdis)
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f27db56bd0
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Added measurement errors in the data set.
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2012-03-08 15:44:34 +01:00 |
Stéphane Adjemian (Charybdis)
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8c4f2c79b7
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Changed options conformably to the previous commits.
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2012-03-08 12:52:53 +01:00 |
Stéphane Adjemian (Charybdis)
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cfed4b8aaa
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Changed some options and the test criteria which has to depend on the value of options_.dynatol.x.
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2012-03-08 12:50:28 +01:00 |
Michel Juillard
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3785962519
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fixing extended-path test
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2012-03-06 12:42:37 +01:00 |
Stéphane Adjemian (Charybdis)
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91d47148c5
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Removed particle filters related mod files from the test suite.
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2012-03-05 23:13:32 +01:00 |
Stéphane Adjemian (Charybdis)
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a2f3a53634
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Parallelization of local_state_space_iteration_2 (used in non linear filters).
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2012-03-05 23:11:49 +01:00 |
Sébastien Villemot
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9610cb0b20
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Testsuite: add missing files to dist rule
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2012-03-05 19:46:01 +01:00 |
Sébastien Villemot
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a708d92d45
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Added particle filter tests to the testsuite
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2012-03-05 19:45:03 +01:00 |
Sébastien Villemot
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31d6d39811
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Added test for CMAES
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2012-03-05 19:32:18 +01:00 |
Stéphane Adjemian (Charybdis)
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d5900f2822
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Added test files for non linear filters.
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2012-03-04 22:13:00 +01:00 |
Michel Juillard
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bad8746e77
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corrected bugs in extended path. The code works now with
./tests/ep/linear.mod
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2012-03-04 20:59:57 +01:00 |
Marco Ratto
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8cde66e466
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added test for new option
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2012-02-06 17:04:29 +01:00 |
Stéphane Adjemian (Charybdis)
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133e51e6d6
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Changed the test files conformably to the latest commits related to the (stochastic) extended path approach.
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2012-02-04 18:44:57 +01:00 |
Stéphane Adjemian (Charybdis)
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2f5ce2403d
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Fixed typo related to the sign of the Lagrange multiplier. Deleted trailing whitespaces.
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2012-02-03 11:25:03 +01:00 |
Michel Juillard
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c6849a0194
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relaxing slightly the accuracy check in ep/linear.mod (the higher
accuracy didn't pass the test in Octave and could generate problems
accross machine or Matlab versions)
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2012-02-02 21:26:49 +01:00 |
Stéphane Adjemian (Charybdis)
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119a8eee3b
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Added plot (Lagrange multiplier).
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2012-01-23 14:47:01 +01:00 |
Stéphane Adjemian (Charybdis)
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0f1dd850ed
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Added one variable (LM) and one equation to ensure that the Lagrange multiplier is positive.
It appeared that the Lagrange multiplier simulated by EP is positive,
but the series simulated by SEP are most of the time negative.
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2012-01-23 14:46:25 +01:00 |
Michel Juillard
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1f055cd539
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adding two tests to the list of daily tests
(./optimal_policy/nk_ramsey.mod ./ep/linear.mod)
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2012-01-22 16:13:14 +01:00 |
Michel Juillard
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62b1ed7923
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correcting bug in extended path and added a test
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2012-01-21 17:50:11 +01:00 |
Houtan Bastani
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dcaed91f66
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fix to license call (checkout only works for Matlab version >= 2011a)
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2012-01-09 11:57:47 +01:00 |
Michel Juillard
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80ca47d62a
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Merge remote-tracking branch 'local_master/master' into dr1break
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2011-12-31 10:10:41 +01:00 |
Sébastien Villemot
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30cbcdbb55
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Store histval information for endogenous in M_.endo_histval
Really closes: #157
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2011-12-28 11:35:22 +01:00 |
Stéphane Adjemian (Charybdis)
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5c6d93d3f0
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Fixed bug (same problem as in f9dc4574).
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2011-12-26 11:53:08 +01:00 |
Stéphane Adjemian (Charybdis)
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327f2cf3f0
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Fixed bug (related to the last changes in options_.ep structure).
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2011-12-26 11:53:08 +01:00 |
Houtan Bastani
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9be84bdf65
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make check: fix bug in check for license
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2011-12-23 18:22:41 +01:00 |
Stéphane Adjemian (Charybdis)
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3e35dea96d
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Added plots. Comparison of SEP and EP.
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2011-12-22 11:17:24 +01:00 |
Stéphane Adjemian (Charybdis)
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2c04f5c825
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Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
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2011-12-21 18:57:09 +01:00 |
Stéphane Adjemian (Charybdis)
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7a875fe562
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Added new test files for (Stochastic) Extended Path method. Simulation of an RBC model with CES technology and irreversible investment constraint.
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2011-12-21 18:54:32 +01:00 |
Houtan Bastani
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16e11d49df
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ms-sbvar: replaced number_of_states with number_of_regimes
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2011-12-21 12:21:30 +01:00 |
Michel Juillard
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f88b7a24b8
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Merge remote-tracking branch 'origin/master' into dr1break
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2011-12-20 22:46:42 +01:00 |
Stéphane Adjemian (Charybdis)
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5ec78139c0
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Added variable for the expected term. Changed calibration.
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2011-12-20 17:05:35 +01:00 |
Michel Juillard
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403ffdf8b1
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Merge remote-tracking branch 'local_master/master' into dr1break
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2011-12-19 21:49:25 +01:00 |
Stéphane Adjemian (Charybdis)
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74e95eae61
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Added new test file for (S)EP. For an autoregressive process SEP and EP should give the same results...
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2011-12-19 18:13:34 +01:00 |
Michel Juillard
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c56a8e40e8
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adding new functions and new tests for risky steady state
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2011-12-17 17:35:42 +01:00 |
Michel Juillard
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2ee817fbf7
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adding forecast to estimation test with non-stationary variables
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2011-12-15 17:35:27 +01:00 |
Stéphane Adjemian (Charybdis)
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f6cc14eebf
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Reduced the size of the innovation, increased the number of simulations.
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2011-12-12 14:20:14 +01:00 |
Stéphane Adjemian (Charybdis)
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a36cf30118
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Make options_.dynatol specific to x/f by adding dynatol.x and dynatol.f. By default dynatol.x=dynatol.f= old default value of dynatol.
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2011-12-12 14:20:14 +01:00 |
Sébastien Villemot
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87052bc243
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Testsuite: add extended path test
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2011-12-12 10:43:38 +01:00 |
Michel Juillard
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bc8d4d8f08
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gsa: converted DOS end of lines in Unix end of lines
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2011-12-09 21:13:16 +01:00 |
Michel Juillard
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ec0af45fc8
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further fixes to gsa testsuite; make gsa compatible with Linux
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2011-12-09 20:55:02 +01:00 |
Michel Juillard
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eb13241deb
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Merge remote-tracking branch 'ratto/master'
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2011-12-09 18:43:59 +01:00 |