Commit Graph

498 Commits (5f3d56c31aed18a7b6f22625b373233946561fd5)

Author SHA1 Message Date
Sébastien Villemot 5f3d56c31a Add unitary tests to testsuite 2013-12-09 19:05:36 +01:00
Sébastien Villemot 3d525c39f2 Fix block/bytecode tests under Octave 2013-12-02 17:22:16 +01:00
Sébastien Villemot f7cdc39ff2 Refuse that estimated parameters appear in the expressions defining the variance/covariance matrix of shocks
Closes #469
2013-11-29 14:51:17 +01:00
Sébastien Villemot d3175b75a9 Add newline at the end of CSV files.
csv2cell from octave-io package has a bug (in versions < 1.2.2): it enters an
infinite loop when reading CSV files without a newline at the end.
2013-11-28 16:25:40 +01:00
Houtan Bastani 70e8f48afd reporting: replace occurrences of dynDate with dates 2013-11-22 17:11:57 +01:00
Stéphane Adjemian (Scylla) 817060c954 Added unitary test for name2tex routine. 2013-11-22 16:53:02 +01:00
Stéphane Adjemian (Charybdis) a0ba469863 Added mod files in the testsuite. Test new local options for the numerical gradient algorithm. 2013-11-17 14:13:03 +01:00
Stéphane Adjemian (Charybdis) 823ed85e8d Various changes in tests/dsge-var mod files.
+ Changed comments.
+ Use new Dynare's interface for specifying the version of numgrad.
2013-11-17 12:55:56 +01:00
Stéphane Adjemian (Charybdis) a96d361599 Added comments in mod files (tests/dsge-var). 2013-11-16 23:40:58 +01:00
Stéphane Adjemian (Charybdis) b7ff4d9f75 Added new mod file in the testsuite for Dynare's implementation of the simplex algorithm. 2013-11-16 20:24:40 +01:00
Stéphane Adjemian (Penelope) 0c00151092 Merge branch 'master' into remove-dynDate-class
Conflicts:
	preprocessor/DynareBison.yy
2013-11-14 16:41:08 +01:00
Sébastien Villemot a25f7150fb Fix test under Octave, by changing the value of mode_compute
With the former optimizer, the ML estimation under Octave would lead to a point
with a non-positive covariance matrix for shocks; in turn this would be an
unsuitable starting point for the subsequent Bayesian estimation
2013-11-08 16:07:38 +01:00
Sébastien Villemot df85db65ed Add missing test to testsuite
Ref. #511
2013-11-07 14:47:32 +01:00
Houtan Bastani 4626a1cf0f test suite: add test file 2013-11-06 17:07:33 +01:00
Johannes Pfeifer fd8820a883 Change unit test for H-matrix to be positive definite 2013-11-06 16:59:01 +01:00
Houtan Bastani 1893dd2220 modify test to use use_calibration option 2013-11-06 14:05:26 +01:00
Houtan Bastani 0fdc18e7fb Merge branch 'ifc'
Conflicts:
	matlab/dynare_estimation_1.m
	matlab/global_initialization.m
2013-11-06 13:58:57 +01:00
Stéphane Adjemian (Scylla) 8429321547 Merge branch 'master' into remove-dynDate-class 2013-11-06 12:43:06 +01:00
Sébastien Villemot a72cc3ff48 Merge remote-tracking branch 'github/master' 2013-11-05 17:17:53 +01:00
Sébastien Villemot 73944a10c4 Finish implementation of mcmc_jumping_covariance option
Closes #112, #514
2013-11-05 17:16:32 +01:00
Johannes Pfeifer fddee8e1db Bugfixes for correlated shocks
Uses preprocessing capabilities introduced in 07137e804b

Fixes #392 and #494. Also fixes a bug in the checking for positive definiteness of covariance matrices in likelihood functions

Allows for calibrated covariances by reading them out and setting them after covariance matrix has been reconstructed from correlation and variances.

Adds unit test
2013-11-05 15:55:29 +01:00
Johannes Pfeifer 0d669a73cb Add options for providing the variances, an identity matrix , and user specified matrices as proposal densities
Deals with #507 and #112
Includes a unit test
2013-11-04 19:09:24 +01:00
Johannes Pfeifer e1b92dc588 Add unit test for initialization from calibrated model 2013-10-30 21:35:53 +01:00
Stéphane Adjemian (Charybdis) bfb5421182 Removed useless routine. 2013-10-18 22:58:47 +02:00
Stéphane Adjemian (Charybdis) 6de19c16ab dynSeries --> dseries. 2013-10-18 17:56:18 +02:00
Stéphane Adjemian (Charybdis) b52e57cbb7 Added test for dates (Sébastien, please do not add the files in the test suite). 2013-10-18 12:55:33 +02:00
Stéphane Adjemian (Charybdis) 3edf3d0e3d Added csv files for testing load_csv_file_data routine. 2013-10-17 17:34:09 +02:00
Stéphane Adjemian (Charybdis) 5a98be702c Decreased the value of maxit in simul (bytecode & ireland.mod). 2013-10-09 16:53:31 +02:00
Stéphane Adjemian (Charybdis) e28eaa1c18 Use dynare interface (maxit option). 2013-10-09 16:26:55 +02:00
Stéphane Adjemian (Charybdis) f3334357a5 Merge branch 'master' into maxit 2013-10-09 15:43:43 +02:00
Houtan Bastani bcc883edad gitignore: exclude macro-expanded mod files 2013-10-09 14:45:34 +02:00
Stéphane Adjemian (Charybdis) cc0d9b42f0 Changed name of options_.maxit as options_.simul.maxit. 2013-10-09 13:06:06 +02:00
Michel Juillard 944e0a873e adding missing data file in previous commit 2013-09-18 12:32:02 +02:00
Michel Juillard f40af9bebe adding tests for shocks decomposition of estimated model. Closes #313 2013-09-18 12:05:00 +02:00
Stéphane Adjemian (Charybdis) 0ed35166de Added unitary tests (instantiation of the dynSeries class form an excel file).
(cherry picked from commit 84075cab81)
2013-09-11 17:25:07 +02:00
Sébastien Villemot 30033df22c Deactivate 2nd and 3rd order approximation of purely forward models
There are some strange crashes in both normal mode (gensylv) and k_order_solver
mode
2013-08-15 12:27:03 +02:00
Houtan Bastani 201239dbf7 introduce verbatim block closes #437 2013-08-13 17:08:39 -04:00
Sébastien Villemot 87dfa938bb Remove unfinished "shocks" and "labels" options to shock_decomposition
The preprocessor implementation of "shocks" is broken, and the ref. manual
entries are empty. Nothing is implemented in MATLAB files. It's better to
remove this for now, until a working implementation is done.

Ref. #136
2013-08-13 11:37:16 +02:00
Houtan Bastani 31c1bb627f fix makefile typos 2013-08-12 15:52:32 -04:00
Sébastien Villemot 1e9521af0f Add new unit tests to testsuite 2013-08-12 12:14:19 +02:00
Sébastien Villemot 26acc2ec1e Merge pull request #453 from JohannesPfeifer/forward_looking_model_fix
Bugfixes and unit tests for stochastic purely forward-looking models
2013-08-12 03:05:30 -07:00
Johannes Pfeifer 07a05d554e Add unit tests for stochastic simulations of purely forward looking models
Adds one for purely forward looking models and one for purely forward looking model with additional static variable
2013-07-24 23:39:39 +02:00
Johannes Pfeifer 592c2c8f77 Add unit test for shock_decomposition 2013-07-22 19:25:53 +02:00
Houtan Bastani b3cfc330e9 rm graph_format=fig for Octave compatibility 2013-06-28 10:57:57 +02:00
Sébastien Villemot 17a8db9dee Fix clean rule wrt reporting files 2013-06-26 09:10:58 +02:00
Houtan Bastani 51b43e1ff0 build system bug fix 2013-06-25 16:37:18 +02:00
Houtan Bastani fcba382b48 test: use csv instead of mat file 2013-06-25 10:26:20 +02:00
Houtan Bastani 4cef0a1568 test for reporting 2013-06-24 17:01:00 +02:00
Stéphane Adjemian (Charybdis) 25fd2917f4 Fixed datafile (data_risky_perturb3 is not versioned). 2013-06-18 22:26:27 +02:00
Frédéric Karamé 8820c63f5e Bug fixes. 2013-06-18 16:15:16 +02:00