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335 Commits (5d5b36a3ef4a1d682265961f6baf1aa26030d357)

Author SHA1 Message Date
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
Stéphane Adjemian (Charybdis) cfed4b8aaa Changed some options and the test criteria which has to depend on the value of options_.dynatol.x. 2012-03-08 12:50:28 +01:00
Michel Juillard 3785962519 fixing extended-path test 2012-03-06 12:42:37 +01:00
Stéphane Adjemian (Charybdis) 91d47148c5 Removed particle filters related mod files from the test suite. 2012-03-05 23:13:32 +01:00
Stéphane Adjemian (Charybdis) a2f3a53634 Parallelization of local_state_space_iteration_2 (used in non linear filters). 2012-03-05 23:11:49 +01:00
Sébastien Villemot 9610cb0b20 Testsuite: add missing files to dist rule 2012-03-05 19:46:01 +01:00
Sébastien Villemot a708d92d45 Added particle filter tests to the testsuite 2012-03-05 19:45:03 +01:00
Sébastien Villemot 31d6d39811 Added test for CMAES 2012-03-05 19:32:18 +01:00
Stéphane Adjemian (Charybdis) d5900f2822 Added test files for non linear filters. 2012-03-04 22:13:00 +01:00
Michel Juillard bad8746e77 corrected bugs in extended path. The code works now with 
./tests/ep/linear.mod
 2012-03-04 20:59:57 +01:00
Marco Ratto 8cde66e466 added test for new option 2012-02-06 17:04:29 +01:00
Stéphane Adjemian (Charybdis) 133e51e6d6 Changed the test files conformably to the latest commits related to the (stochastic) extended path approach. 2012-02-04 18:44:57 +01:00
Stéphane Adjemian (Charybdis) 2f5ce2403d Fixed typo related to the sign of the Lagrange multiplier. Deleted trailing whitespaces. 2012-02-03 11:25:03 +01:00
Michel Juillard c6849a0194 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)
 2012-02-02 21:26:49 +01:00
Stéphane Adjemian (Charybdis) 119a8eee3b Added plot (Lagrange multiplier). 2012-01-23 14:47:01 +01:00
Stéphane Adjemian (Charybdis) 0f1dd850ed 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.
 2012-01-23 14:46:25 +01:00
Michel Juillard 1f055cd539 adding two tests to the list of daily tests 
(./optimal_policy/nk_ramsey.mod ./ep/linear.mod)
 2012-01-22 16:13:14 +01:00
Michel Juillard 62b1ed7923 correcting bug in extended path and added a test 2012-01-21 17:50:11 +01:00
Houtan Bastani dcaed91f66 fix to license call (checkout only works for Matlab version >= 2011a) 2012-01-09 11:57:47 +01:00
Michel Juillard 80ca47d62a Merge remote-tracking branch 'local_master/master' into dr1break 2011-12-31 10:10:41 +01:00
Sébastien Villemot 30cbcdbb55 Store histval information for endogenous in M_.endo_histval 
Really closes: #157
 2011-12-28 11:35:22 +01:00
Stéphane Adjemian (Charybdis) 5c6d93d3f0 Fixed bug (same problem as in f9dc4574). 2011-12-26 11:53:08 +01:00
Stéphane Adjemian (Charybdis) 327f2cf3f0 Fixed bug (related to the last changes in options_.ep structure). 2011-12-26 11:53:08 +01:00
Houtan Bastani 9be84bdf65 make check: fix bug in check for license 2011-12-23 18:22:41 +01:00
Stéphane Adjemian (Charybdis) 3e35dea96d Added plots. Comparison of SEP and EP. 2011-12-22 11:17:24 +01:00
Stéphane Adjemian (Charybdis) 2c04f5c825 Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare 2011-12-21 18:57:09 +01:00
Stéphane Adjemian (Charybdis) 7a875fe562 Added new test files for (Stochastic) Extended Path method. Simulation of an RBC model with CES technology and irreversible investment constraint. 2011-12-21 18:54:32 +01:00
Houtan Bastani 16e11d49df ms-sbvar: replaced number_of_states with number_of_regimes 2011-12-21 12:21:30 +01:00
Michel Juillard f88b7a24b8 Merge remote-tracking branch 'origin/master' into dr1break 2011-12-20 22:46:42 +01:00
Stéphane Adjemian (Charybdis) 5ec78139c0 Added variable for the expected term. Changed calibration. 2011-12-20 17:05:35 +01:00
Michel Juillard 403ffdf8b1 Merge remote-tracking branch 'local_master/master' into dr1break 2011-12-19 21:49:25 +01:00
Stéphane Adjemian (Charybdis) 74e95eae61 Added new test file for (S)EP. For an autoregressive process SEP and EP should give the same results... 2011-12-19 18:13:34 +01:00
Michel Juillard c56a8e40e8 adding new functions and new tests for risky steady state 2011-12-17 17:35:42 +01:00
Michel Juillard 2ee817fbf7 adding forecast to estimation test with non-stationary variables 2011-12-15 17:35:27 +01:00
Stéphane Adjemian (Charybdis) f6cc14eebf Reduced the size of the innovation, increased the number of simulations. 2011-12-12 14:20:14 +01:00
Stéphane Adjemian (Charybdis) a36cf30118 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. 2011-12-12 14:20:14 +01:00
Sébastien Villemot 87052bc243 Testsuite: add extended path test 2011-12-12 10:43:38 +01:00
Michel Juillard bc8d4d8f08 gsa: converted DOS end of lines in Unix end of lines 2011-12-09 21:13:16 +01:00
Michel Juillard ec0af45fc8 further fixes to gsa testsuite; make gsa compatible with Linux 2011-12-09 20:55:02 +01:00