944c19ab51
fixing extended_path test case
2012-06-02 11:36:00 +02:00
ec05f302b7
Removing debugging code for extended path. Updating test cases.
2012-06-01 15:01:25 +02:00
84c37137c1
Minor fixes
2012-05-31 08:22:31 +02:00
7044c8da2b
Add new command "calib_smoother"
...
Closes : #233
2012-05-30 16:28:29 +02:00
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
539bf0ca69
finishing implementation of optional transformation of log and non
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integer power arguments to insure that they are positive
2012-05-26 20:53:48 +02:00
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
91e041d704
Add unit test for purely forward models
2012-05-15 18:38:00 +02:00
da9ec0f187
Estimation with analytic scores and hessian;
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This includes re-setting the list of output arguments in objective functions
Added test function
2012-04-29 21:18:33 +02:00
7a4405e754
added check_options are the same as steady_options. Added option
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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
dd5cb335fb
changes to stochastic perfect foresight simulation (still doesn't work
...
correctly with ZLB)
2012-04-21 21:41:07 +02:00
e0de97878f
added validation test computing Ramsey policy with expecation
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operator; updated build system
2012-04-20 14:06:33 +02:00
7d4a7b1bac
adding test for computing Ramsey policy in a model using the
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expectation operator.
2012-04-20 11:51:32 +02:00
41de387ab7
Workaround for race condition in run_test_octave
2012-04-06 21:54:54 +02:00
5696dadf27
Reindentation of Octave code
2012-04-06 21:53:50 +02:00
db20fdd0f4
Fix function prototype
2012-03-21 10:18:07 +01:00
1fcf708b80
Merge remote-tracking branch 'origin/master' into dr1break
2012-03-10 18:21:14 +01:00
10cd5f200a
Changed options.
2012-03-09 16:36:43 +01:00
402363bab2
MS-SBVAR: rewrite ms_variance_decomposition
2012-03-08 17:54:35 +01:00
864e0b7c7e
MS-SBVAR: rewrite ms_irf
2012-03-08 17:53:58 +01:00
eaee103619
Added a test mod file (non linear filters, comparison with linear filters).
2012-03-08 16:56:02 +01:00
3d682766a0
Removed test files (non linear filters).
2012-03-08 15:58:14 +01:00
bf1e6a15a5
Changed options and initial condition for tau.
2012-03-08 15:54:20 +01:00
f27db56bd0
Added measurement errors in the data set.
2012-03-08 15:44:34 +01:00
8c4f2c79b7
Changed options conformably to the previous commits.
2012-03-08 12:52:53 +01:00
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
3785962519
fixing extended-path test
2012-03-06 12:42:37 +01:00
91d47148c5
Removed particle filters related mod files from the test suite.
2012-03-05 23:13:32 +01:00
a2f3a53634
Parallelization of local_state_space_iteration_2 (used in non linear filters).
2012-03-05 23:11:49 +01:00
9610cb0b20
Testsuite: add missing files to dist rule
2012-03-05 19:46:01 +01:00
a708d92d45
Added particle filter tests to the testsuite
2012-03-05 19:45:03 +01:00
31d6d39811
Added test for CMAES
2012-03-05 19:32:18 +01:00
d5900f2822
Added test files for non linear filters.
2012-03-04 22:13:00 +01:00
bad8746e77
corrected bugs in extended path. The code works now with
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./tests/ep/linear.mod
2012-03-04 20:59:57 +01:00
8cde66e466
added test for new option
2012-02-06 17:04:29 +01:00
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
2f5ce2403d
Fixed typo related to the sign of the Lagrange multiplier. Deleted trailing whitespaces.
2012-02-03 11:25:03 +01:00
c6849a0194
relaxing slightly the accuracy check in ep/linear.mod (the higher
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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
119a8eee3b
Added plot (Lagrange multiplier).
2012-01-23 14:47:01 +01:00
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
1f055cd539
adding two tests to the list of daily tests
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(./optimal_policy/nk_ramsey.mod ./ep/linear.mod)
2012-01-22 16:13:14 +01:00
62b1ed7923
correcting bug in extended path and added a test
2012-01-21 17:50:11 +01:00
dcaed91f66
fix to license call (checkout only works for Matlab version >= 2011a)
2012-01-09 11:57:47 +01:00
80ca47d62a
Merge remote-tracking branch 'local_master/master' into dr1break
2011-12-31 10:10:41 +01:00
30cbcdbb55
Store histval information for endogenous in M_.endo_histval
...
Really closes : #157
2011-12-28 11:35:22 +01:00
5c6d93d3f0
Fixed bug (same problem as in f9dc4574).
2011-12-26 11:53:08 +01:00
327f2cf3f0
Fixed bug (related to the last changes in options_.ep structure).
2011-12-26 11:53:08 +01:00
9be84bdf65
make check: fix bug in check for license
2011-12-23 18:22:41 +01:00
3e35dea96d
Added plots. Comparison of SEP and EP.
2011-12-22 11:17:24 +01:00
2c04f5c825
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2011-12-21 18:57:09 +01:00
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
16e11d49df
ms-sbvar: replaced number_of_states with number_of_regimes
2011-12-21 12:21:30 +01:00
f88b7a24b8
Merge remote-tracking branch 'origin/master' into dr1break
2011-12-20 22:46:42 +01:00
5ec78139c0
Added variable for the expected term. Changed calibration.
2011-12-20 17:05:35 +01:00
403ffdf8b1
Merge remote-tracking branch 'local_master/master' into dr1break
2011-12-19 21:49:25 +01:00
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
c56a8e40e8
adding new functions and new tests for risky steady state
2011-12-17 17:35:42 +01:00
2ee817fbf7
adding forecast to estimation test with non-stationary variables
2011-12-15 17:35:27 +01:00
f6cc14eebf
Reduced the size of the innovation, increased the number of simulations.
2011-12-12 14:20:14 +01:00
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
87052bc243
Testsuite: add extended path test
2011-12-12 10:43:38 +01:00
bc8d4d8f08
gsa: converted DOS end of lines in Unix end of lines
2011-12-09 21:13:16 +01:00
ec0af45fc8
further fixes to gsa testsuite; make gsa compatible with Linux
2011-12-09 20:55:02 +01:00
eb13241deb
Merge remote-tracking branch 'ratto/master'
2011-12-09 18:43:59 +01:00
9334958461
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2011-12-09 18:10:54 +01:00
20bd67a7aa
Added test mod file for the extended path approach (with steady state file and a routine computing
...
the mean preserving spread correction): Real Business Cycle model with endogenous labour and CES
production function.
2011-12-09 18:08:12 +01:00
9618018fe9
fixed gsa testsuite
2011-12-05 16:51:32 +01:00
64e7a65fcb
prepare parallel for testsuite
2011-12-02 16:15:14 +01:00
a5e36abe54
correcting tests
2011-12-02 11:42:16 +01:00
0f8cb1889f
adding new tests
2011-12-01 22:07:29 +01:00
fa77b90acc
Testsuite: add missing file to EXTRA_DIST
2011-11-30 15:25:51 +01:00
abdd700da9
Testsuite: delete some more generated files
2011-11-30 14:25:58 +01:00
1ecb2c6be9
Testsuite: fix "make clean" target
2011-11-30 14:25:58 +01:00
ef13043916
Testsuite: delete generated files from git
2011-11-30 14:25:58 +01:00
ccaa0af9d9
trivial changes in test files
2011-11-21 15:04:09 +01:00
e4c803d0db
fixed issues with estimation of non-stationary models. Option lik_init=2
...
is contradictory with diffuse_filter or unit_root_variables
declaration. Models with non-stationary variables, but only stationary
observed variables need diffuse_filter option and make a useless call
to kalman_filter_d (this seems better than trying to distinguish these
rare cases)
2011-11-21 12:39:02 +01:00
47544641e0
Testsuite: fix issue with block/bytecode
2011-11-18 15:11:22 +01:00
a98393339b
Testsuite: better isolation between tests
...
Restore the path and add an extra clear all between tests
2011-11-17 11:52:18 +01:00
351133500e
Fix typo
2011-11-06 11:26:52 +01:00
9cc3625520
Remove extra space (was causing spurious fail in testsuite)
2011-11-04 18:05:39 +01:00
7175e7ce32
fixing tests
2011-11-04 09:11:25 +01:00
cfb57feff5
correcting tests
2011-11-03 11:14:37 +01:00
7a129e14bc
fixing tests
2011-11-02 21:16:49 +01:00
31349d0b57
adding new test
2011-11-02 20:54:58 +01:00
b4e7e55031
fixing bug with univariate filter
2011-11-02 17:54:48 +01:00
0b0c939849
fixing bug with smoother with univariate filters
2011-11-02 14:02:12 +01:00
b342e45261
removing file that shouldn't be under git
2011-10-31 13:45:08 +01:00
4cbe2d4634
modify test to include nested expectations
2011-10-26 14:30:47 +02:00
44499a5fe3
Added missing file to EXTRA_DIST
2011-10-25 18:31:17 +02:00
e8c6108238
testsuite: add recent steadystate files to EXTRA_DIST
2011-10-25 18:19:51 +02:00
697ddc0a72
Aligned routines with recent changes in dataset and identification.
...
Fixed ls2003.mod for testsuite
2011-10-24 18:45:12 +02:00
c87e208eb2
corrected test case: Octave fails on absence of user input for the
...
question about the list of endogenous variable to analyze in estimation
2011-10-22 09:37:40 +02:00
9f2a4fddc0
adding tests for recursive estimation
2011-10-21 22:13:56 +02:00
88be4fa3d4
fixing bug in prior_posterior_statistics.m and in recursive estimation
2011-10-21 22:06:09 +02:00
7dde591992
plot_conditional_forecast: add an error message under Octave <= 3.2
...
The bug in the graphics code is fixed in Octave 3.4.
Closes : #212
2011-10-21 18:15:35 +02:00
6a6ad0ecff
fix makefile typo
2011-10-19 14:19:35 +02:00
9425b36358
fixing problems related to auxiliary variables
2011-10-19 12:47:15 +02:00
19ead949a9
skipped use of mapping toolbox from testsuite;
2011-10-14 14:51:58 +02:00
1bb567abdf
updating list of tests
2011-10-13 22:06:07 +02:00
f94d4e91f3
allowing for vector of deterministic shocks
2011-10-13 21:55:55 +02:00
0a3545f2af
adding missing test files
2011-10-13 20:45:22 +02:00
6079cf029d
updating test files
2011-10-13 17:14:59 +02:00
ee7078e56c
factoring out steady-state computations; steady_state_model now
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generates <fname>_steadystate2.m returning parameters as well in case
they have been modified by the user. Added several test cases.
2011-10-12 21:51:14 +02:00
90e4d40272
ms-sbvar: introduced more general restriction syntax for
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identification; added an example; still necessary to add error message
when restrictions are invalid
2011-10-12 21:47:59 +02:00
2b37eae3e6
Testsuite: under MATLAB, run with the 'console' option
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In order to avoid warnings in 'nodisplay' mode.
2011-10-12 17:46:48 +02:00
37b304033c
Fix typo
2011-10-09 10:15:58 +02:00
03a4680fbb
add missing file to extra_dist
2011-10-07 11:57:53 +02:00
973d0f33c9
MS-SBVAR: add test for repeated calls to ms_* routines
2011-10-07 11:57:53 +02:00
1dabbd8806
Fixed Marco's optimization routines (mode_compute==5).
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Added fs2000d.mod in the testsuite (test of Marco's optimization routines).
2011-10-03 12:19:41 +02:00
c5b2afa3c1
Testsuite: fix typos and wrong filename for identification tests
2011-09-30 14:47:36 +02:00
509b34aa9f
added gsa to testsuite
2011-09-28 21:21:54 +02:00
0013740bc3
added identification to testsuite
2011-09-28 20:49:08 +02:00
aa1306651d
Testsuite: fix crash introduced in 347ab4d0c0
2011-09-27 14:33:43 +02:00
347ab4d0c0
preprocessor: modified order of auxiliary variables definitions
2011-09-25 20:21:30 +02:00
811592725a
Reduced the number of MCMC simulations. Deleted trailing whitespace.
2011-09-21 18:35:24 +02:00
b1d87ecebf
Testsuite: do not fail if MATLAB optimization toolbox is not available ( closes : #210 )
2011-09-19 16:41:53 +02:00
aa14422464
tests: closing graphic windows after each individual test
2011-09-18 15:58:32 +02:00
d9b48f78ef
correcting bug in Octave testing routine
2011-09-17 18:39:58 +02:00
743c6f5880
tests: corrected bug introduced in 290270afb8
2011-09-17 17:01:36 +02:00
ac5e99595e
Testsuite: minor fix
2011-09-13 18:08:04 +02:00
da8fabf43c
remove upper/lower_cholesky options from ms_estimation and sbvar
2011-09-13 11:45:42 -04:00
3c206dfda7
add set_dynare_seed to test file for easy comparison of output
2011-09-13 11:44:01 -04:00
cf1e316dc8
cleaning up ms-sbvar tests
2011-09-12 21:09:39 +02:00
b3dbdfacc3
Added the matlab script introduced by commit d418087ac1 in
...
the .gitignore file (this m file has to be versioned).
2011-09-12 14:38:25 +02:00
d418087ac1
Added matlab script for running unitary scripts.
2011-09-12 14:36:42 +02:00
f20eda6434
fix mod test files for deprecated restriction_fname
2011-09-09 13:27:01 -04:00
673fed2110
remove duplicate test files (duplicate test_lower_cholesky.mod, test_upper_cholesky.mod)
2011-09-09 13:27:00 -04:00
3b772622e6
MS-SBVAR: move files only used for checking work
2011-09-09 13:27:00 -04:00
290270afb8
Testsuite:
...
- no longer use the 'noclearall' option when calling Dynare
- test the simulation path for the various stack_solve_algo options
- simplify code
2011-09-09 16:56:45 +02:00
ada3eec81b
Added matlab routine to iterate on the state equation approximated at order 2 (needed for nonlinear filters).
2011-09-05 18:57:42 +02:00
cf7d1723f4
update gitignore
2011-08-30 16:12:00 +02:00
9a0a87ca44
save make-check summary to text file
2011-08-19 19:18:14 +02:00
f6f61df162
fix typo
2011-08-18 09:41:54 +02:00
0da1aab3a8
preprocessor: add absolute value and signum
2011-08-16 14:52:35 +02:00
0f001abbe4
MS-SBVAR: input options that allow code to be called with previous output files
2011-08-10 18:22:53 +02:00
1fdb4eb233
removed unused ms-sbvar tests
2011-08-02 12:07:44 +02:00
367013dfd0
add tests to Makefile
2011-08-02 11:58:27 +02:00
6c81305d30
added tests conditional forecast with all possible values of parameter_set
2011-07-31 18:28:29 +02:00
ac93cd0897
added possibility to do conditional forecast with a calibrated model + bug correction + new test file
2011-07-30 20:19:15 +02:00
5cd7ef323e
adding "exclusion constants" to svar identification
2011-07-29 18:11:50 +02:00
3eec808cee
Merge remote-tracking branch 'houtanb/master'
2011-07-07 16:13:01 +02:00
e20b1dd27c
test for irf_shocks
2011-07-07 16:08:13 +02:00
765d8b54a9
examples of dynare calls triggering various parallel options
2011-07-07 09:58:53 +02:00
b7a01f991a
fixed bug in model definition
2011-06-15 23:54:11 +02:00
bec4058113
Added dumpy parameter for illustrative purposes;
...
Added alternative types of call to identification routines.
2011-05-30 14:44:38 +02:00
a2b1e4111c
Added example of advanced identification command
2011-05-30 14:40:41 +02:00
018cc939a4
MS-SBVAR: updating test
2011-05-26 11:50:22 +02:00
7f374f491f
SWZ: updates for irf, forecast and variance decomposition mex calls
2011-05-20 14:34:26 +02:00
074b6acb7d
SWZ: changes for new code
2011-05-13 17:23:41 +02:00
8181dc44be
build system: make check works with both matlab and octave
2011-05-04 16:28:13 +02:00
dccdd727f1
fixed file mode
2011-05-04 11:14:42 +02:00
503add3743
cleaned up gitignore
2011-05-04 11:08:38 +02:00
9f216a207b
fixed bug in mod file
2011-05-04 11:08:38 +02:00
44903ea38a
Build system: remove unused directive
2011-04-28 10:44:02 +02:00
74d1d80b0c
fixed elimination of Lagrange multipliers for Ramsey policy
2011-04-21 21:08:20 +02:00
e263b9258f
removed useless addpath
2011-04-21 10:18:27 +02:00
54e900c7b6
build system: bug fix
2011-04-14 11:24:17 +02:00
f2fac8fa42
build system: bug fix
2011-04-07 15:10:28 +02:00
d0d7839ac5
build system: bug fix, code cleanup
2011-04-06 16:06:18 +02:00
99cbbaed30
build system: make check update
2011-04-05 16:48:43 +02:00
094be65b10
build system: print last err msg to stdout when an error is encountered
2011-04-04 16:18:38 +02:00
13395ff97d
removed simul_seed option
2011-03-31 10:39:10 +02:00
5be2e1dd2d
Bug fix. Removed simul_seed option.
2011-03-30 16:39:32 +02:00
a654f5abf4
Removed obsolete test file
2011-03-29 19:21:15 +02:00
4e9f5e023a
build system: change testing system
2011-03-29 17:54:44 +02:00
e29aeeadd8
merging changes for FOC of Ramsey policy problem computed by the preprocessor
2011-03-27 16:56:29 +02:00
554849a704
modifyimg *.m files for ramsey_policy when FOC are computed by the preprocessor
2011-03-27 16:54:49 +02:00
78d882900a
more bug corrections in smoother routines
2011-03-25 21:32:45 +01:00
8ec8944864
test for removing trends added to test system
2011-03-23 15:01:23 +01:00
8db02bf7c9
Extend the testsuite for block and bytecode options
2011-03-18 14:15:38 +01:00
14e5bbcad7
adding syntax checks for discretionary_policy in the preprocessor
2011-03-17 20:13:09 +01:00
ebe28543fe
GSA: move stuff to the right place
2011-03-17 15:34:40 +01:00
cb113b7026
Added test for discretionary policy to the testsuite
2011-03-14 11:47:46 +01:00
e029d46697
adding discretionary policy for linear quadratic models, thanks to code provided by Junior
2011-03-13 21:19:55 +01:00
7e771cee14
minor modifications to some test model files
2011-03-13 17:07:56 +01:00
dd6159d791
SWZ: remove instances of swz throughout
2011-02-22 15:06:38 +01:00
412e8a7da0
Preprocessor: fix problem with "%" sign inside string in native statements
2011-02-21 11:33:22 +01:00
9eb4f5a067
removed execute permissions on files
2011-02-14 12:27:44 +01:00
b41fde5088
changed swz paths to ms-sbvar
2011-02-14 12:26:38 +01:00
2ec494f1c9
kalman_steady_state: remove instances of mexErrMsgTxt
2011-02-11 12:25:14 +01:00
8e52c4cf26
Build system: fix files cleanup
2011-02-07 12:49:03 +01:00
a6fe91a89a
Build system: fix mistake in previous commit
2011-02-05 10:35:52 +01:00
92a922c3d6
Build system: add missing steadystate files to dist file
2011-02-04 19:26:47 +01:00
bf565a5f74
Remove Multimod from testsuite (code is broken, unknown license for data); we
...
will add a new version later (maybe in the examples subdir)
2011-02-04 16:09:07 +01:00
593f4579be
Testsuite: fix optimal policy test (options_.qz_criterium is no longer automatically assigned a value)
2011-01-26 14:12:42 -05:00
7c65bceb0e
Preprocessor: in steady_state_model block, allow MATLAB functions which return several arguments ( closes #37 )
2011-01-26 13:55:01 -05:00
a9d89821b7
Added new test to testsuite's Makefile
2011-01-10 12:21:18 +01:00
256ff761e8
stochastic simulations: fix the number of generated data to be exactly options_.periods
...
added ./tests/simul
2011-01-02 16:55:15 +01:00
ba502e66a6
tests: fixing syntax for diffuse_filter, modifying mh_jscale
2010-12-23 08:40:58 +01:00
a11817cfa4
k-order: added support for m-files, added tests and modified manual
2010-12-22 09:48:05 +01:00
77c3d66827
Cleaned test file after pre-processor implementation.
2010-12-17 14:56:04 +01:00
2e45c8d4b0
Testsuite: fixed typo in seed test
2010-12-13 14:22:08 +01:00
641f03b8d0
fixed bug that would force node sharing when two or more expectation operators had the same expression but different information sets
2010-12-08 12:29:47 +01:00
032957b36f
Added seeds.mod in the test suite.
2010-11-26 17:41:19 +01:00
db54c2d76e
Added a routine for setting the random number generator and the seed, independantly of the version of matlab. Removed the calls to rand('state',x) in simult.m and added a test file. Still need to adapt the routines related to mcmc and swz.
2010-11-26 17:16:12 +01:00
f8b82430cb
Added example1_with_tags.mod in the tests.
2010-11-26 11:27:49 +01:00
90adfc5918
Added a mod file test/example with equations tags.
2010-11-26 10:50:53 +01:00
160922a189
Added mex file for computing the fixed point of the riccati equation in the kalman filter.
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The mex works with octave but not with matlab (lapack issue again ;-).
2010-11-19 14:39:54 +01:00
d5b032c99f
Moved test files for kronecker product mex files from ./mex/sources/kronecker/tests to ./tests/kronecker.
2010-11-18 16:01:21 +01:00
07a0ef1a18
Testsuite: include block+bytecode tests in "make check"
2010-10-28 12:12:03 +02:00
Michel Juillard
Sébastien Villemot
Marco Ratto
Stéphane Adjemian (Charybdis)
Houtan Bastani
Michel Juillard
Michel Juillard
Stéphane Adjemian (Scylla)
Ferhat Mihoubi