Houtan Bastani
7b779d4351
Updated file to work with requirement that external functions always be declared before being used in the model block
2010-09-24 18:23:42 +02:00
Sébastien Villemot
648c3cd177
Preprocessor: implement STEADY_STATE operator with "use_dll" and "block"
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options (closes #98 )
2010-09-20 17:04:38 +02:00
Michel Juillard
c92f0f8f09
SWZ: adding two additional examples for 3 and 4 Markov Switching states
2010-08-09 11:23:46 +02:00
Michel Juillard
356fe7b248
adding tests for estimation with measurement errors
2010-08-06 18:01:50 +02:00
Michel Juillard
848e53c1f2
removing duplicate file
2010-08-06 17:52:22 +02:00
Sébastien Villemot
9dca888366
Updated .gitignore
2010-06-25 15:40:03 +02:00
Stéphane Adjemian (Scylla)
32a3fe11f4
Added mod files in the test suite (for dsge-var models).
2010-06-24 16:03:17 +02:00
Houtan Bastani
b5a3cb227c
add native matlab statements with comments to test suite
2010-06-22 10:38:18 +02:00
Sébastien Villemot
4cca2874ae
Testsuite:
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* added optimal_policy/mult_elimination_test.mod to the testsuite
* moved ramsey.mod to optimal_policy/
2010-05-31 16:19:21 +02:00
Michel Juillard
a3d798836e
k_order_perturbation: fixing bug in making of tensor of 3rd order derivatives
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modifying tests and adding a new test against dynare++ output (fs2000k4.mod)
2010-05-22 16:12:39 +02:00
Michel Juillard
c758e4d62e
cleaning-up mult_elimination.m and adding tests/mult_elimination_test.mod
2010-05-08 18:03:51 +02:00
Sébastien Villemot
7eff7c40c6
Build system: fixed bug
2010-05-03 11:51:39 +02:00
Sébastien Villemot
709a9304dd
Testsuite: clean-up fs2000 testcase
2010-04-30 12:47:08 +02:00
Sébastien Villemot
b3602541ac
Preprocessor: with 'steady_state_model' command, write auxiliary equations in the steady state file
2010-04-27 17:04:52 +02:00
Sébastien Villemot
37abe362a3
Preprocessor: added new 'steady_state_model' keyword for automatically creating steady state file
2010-04-23 18:39:07 +02:00
Sébastien Villemot
d72ca78d0b
Build system: added new tests for normcdf(), normpdf(), erf() and steady_state()
2010-04-16 18:34:50 +02:00
Ferhat Mihoubi
f4b613a54e
Corrections in mod-files to test steady_state command and erf(), normcdf() and normpdf() functions
2010-04-16 18:04:57 +02:00
Ferhat Mihoubi
f92b4262dc
Adding mod-files to test normpdf, normcdf and erf and to test steady_state (with and without block decomposition and bytecode)
2010-04-16 17:26:42 +02:00
Sébastien Villemot
45efcd61dd
Partial information: converted files to UNIX EOL convention
2010-03-24 12:14:41 +01:00
Michel Juillard
ea03a64398
partial information: cleaning-up tests
2010-03-24 10:53:47 +01:00
Michel Juillard
c5bc424dd4
added new Partial Inforamtion code sent by G. Perendia
2010-03-23 05:47:13 +01:00
Michel Juillard
6d4b0ecab7
SWZ:
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- reverting part of last change to handling of Qi and Ri in ComputingTasks.cc: r is the number of lags present in the restrictions
- fixing handling of Dirichlet option in mhm_input.dat. This fixes the strange Signal messages when running C executables.
- fix path in test_upper_cholesky.mod
2010-03-15 12:03:37 +01:00
Michel Juillard
5b1ebc821c
SWZ: adding new tests and identification/exclusions.m
2010-03-10 08:40:52 +01:00
Michel Juillard
591e426110
- reversed ordering for lower and upper Cholesky
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- added tests
- fixed various bugs
- modified initial values
Still unfinished
2010-03-10 08:32:51 +01:00
Stéphane Adjemian (Karaba)
e511f575a0
Added a matlab function to generate artificial datasets with missing observations.
2010-02-25 14:24:11 +01:00
Houtan Bastani
0b1888bc84
Simple tests showing how to use external functions.
2010-02-23 18:16:52 +01:00
Sébastien Villemot
7b8166043e
Preprocessor: full support for normcdf() function, in evaluation and in C files ( closes #84 )
2010-02-23 14:39:49 +01:00
Stéphane Adjemian (Scylla)
724229a5c7
Added an example of perfect foresight simulation with a sign function.
2010-02-20 10:59:51 +01:00
Sébastien Villemot
99e0d248c7
Testsuite: added test for osr
2010-02-17 18:40:52 +01:00
Sébastien Villemot
0e5dc7bf06
Up-to-date .gitignore files
2010-02-02 17:22:19 +01:00
sebastien
c44452d820
Fast deterministic simulations:
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* when using "bytecode" without "block", enforce "stack_solve_algo=5"
* added a test for "bytecode" without "block" option
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3388 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-27 10:13:14 +00:00
sebastien
4a3709da09
Minor fixes to build system and license notices
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3356 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-13 17:39:59 +00:00
sebastien
4d50db71dd
Fix example test file: it fails with Netlib BLAS (but succeeds with ATLAS), because of a near-singularity
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3355 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-13 17:39:30 +00:00
sebastien
0542308374
Updated Collard's guide for Dynare 4.1
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3283 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-22 10:34:06 +00:00
sebastien
0011678cb5
Changes by Ferhat:
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* fix options stack_solve_algo={2,3,4} (closes #68 )
* fix crashes for singular normalizations (closes #44 ) and implement decreasing cutoff
* fail for stack_solve_algo=2 under Octave (because there is no gmres function in Octave)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3279 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-21 10:29:21 +00:00
sebastien
462cba9158
Build system: minor adjustments
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3272 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-18 15:30:43 +00:00
sebastien
36c093c678
Build system: completed clean rule after testsuite exercising
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3271 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-18 14:07:35 +00:00
sebastien
6c185e2c6b
Converted MOD test files to Unix newline convention
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3253 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:25:06 +00:00
sebastien
614b79cf72
Updated and enhanced tests for block and bytecode options
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3245 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 13:41:22 +00:00
sebastien
4a33aad62b
k-order tests: when something is wrong, use error() instead of disp(), so that the testsuite stops
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3237 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-14 11:12:02 +00:00
sebastien
cf77c3f245
* Fix USE_DLL option at order 2 ( closes #64 )
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* Added a corresponding test
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3236 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-14 11:06:29 +00:00
sebastien
686e9858f7
k_order_perturbation tests: added some comments and incorporated them into the testsuite
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3189 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 18:07:36 +00:00
michel
9d977e720b
SWZ: updating SWZ test file tests/swz/test1.mod
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removing useless function
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3184 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 14:05:41 +00:00
michel
48dad3e37a
4.1: add preprocessor interface for k_order_solver
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rename use_k_order to k_order_solver in Matlab procedures
fix tests
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3179 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-30 19:54:45 +00:00
michel
622a2d7ec2
4.1: adding tests for k_order_perturbation
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3175 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-30 12:22:32 +00:00
sebastien
af732433d7
predetermined_variables:
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* reworked a little bit the implementation
* documented the command in the reference manual
* added a test
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3143 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-09 11:03:18 +00:00
sebastien
63d4fe0910
Build system:
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* added flags "--disable-matlab" and "--disable-octave" to top-level configure script, to manually disable building of MEX files for MATLAB / Octave
* incorporated new conditional variance decomposition test to testsuite
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3115 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-02 13:44:45 +00:00
michel
2916aa7508
manual entry + test for conditional variance decomposistion
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3112 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-02 07:29:36 +00:00
sebastien
ffd9b2d405
preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-29 17:16:10 +00:00
sebastien
aa6ff983a9
AIM solver:
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* added interface in the MOD file, with a new option "aim_solver" to stoch_simul and estimation
* documented the option in the reference manual
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3059 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 15:44:56 +00:00
ferhat
e1f17fa9e5
- adds a new option in simul command when block and bytecode options are used : minimal_solving_periods. With bytecode option, the linear solver is applied only on the first periods. As soon as the set of operations remains the same from one period to another, they are repeated for the remaining periods. In some cases the linear solver could encounter exact or near singularities. To avoid these effects, this new option allows the user to extend the minimal number of periods where the model has to be solved.
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- corrects some mod files.
- In steady command, get check argument from bytecode dll
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3051 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-18 15:18:16 +00:00
sebastien
7ab6f19bbc
Octave testsuite: fix for compatibility with Octave <= 3.0.1
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2946 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-18 08:46:23 +00:00
sebastien
fa86fc83cf
Build system: minor fix
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2934 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-16 16:46:52 +00:00
sebastien
fa1746f022
Testsuite for Octave: move definition of Gnuplot terminal to Octave script
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2924 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-15 16:49:39 +00:00
sebastien
ddd286863d
* Convert the rest of the already existing build system to Automake
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* Add new autoconf macros
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2914 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-10 09:50:58 +00:00
sebastien
fc65b4410a
Reverted mistake in previous commit
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2887 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 09:59:21 +00:00
sebastien
b88c5abcba
Remove useless "markowitz" data member in DynamicModel and StaticDllModel
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2886 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 09:57:17 +00:00
michel
1802078154
updating SWZ sbvar code
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2875 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-30 19:24:34 +00:00
ferhat
ed6cda0ca1
New options for block decomposition and bytecode (see http://www.dynare.org/DynareWiki/ByteCode ):
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- the options "sparse_dll" and "sparse" are no more available. They are replaced by combinations of block (for block decomposition) and bytecode (for model stored in a binary file)
- markowitz is now an option of simul and steady commands
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2873 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-29 15:04:11 +00:00
ferhat
d32dd99210
- extension of normalization of equations to nonlinear equations
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- mfs: new option for 'steady' and 'model' commands. Determines the equation belonging to the set of feedback variables.
mfs = 0 => all variables are considered as feedback variables (default value)
mfs = 1 => using only naturally normalized equation as potential recursive equations (all variables assigned to unnormalized equations are considered as feedback variable)
mfs = 2 => adding to the set of potential recursive equation with mfs = 1 the linear equation in endogenous variable normalized (all variables assigned to nonlinear unnormalized equations are considered as feedback variable)
mfs = 3 => adding to the set of potential recursive equation with mfs = 2 the non linear equation in endogenous variable normalized
- correction of few buggs in simulate.dll
- block_mfs_dll: new option for 'steady' command. Use simulate.dll to solve the steady state model (speedup the computation of the steady-state and the homotopy)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2866 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-25 09:43:01 +00:00
ferhat
220a4c7ff6
- deletes useless files (pctimer_h.hh simulate.c and simulate.cc => needs for the no more supported options "compile")
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2852 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-21 16:00:54 +00:00
ferhat
1d9260251d
- sparse_dll option works fine with feedback variables
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2851 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-21 15:50:12 +00:00
sebastien
1db8b0d277
Homotopy:
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* fixed bug with Octave in modes 1 and 3
* enhanced tests
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2832 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-10 13:14:17 +00:00
sebastien
ff54854507
Build system: added missing targets in clean rules
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2804 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-03 08:26:35 +00:00
sebastien
fbff270180
* Added BVAR a la sims examples in Octave testsuite
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* Switched BVAR example data to M-file instead of XLS
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2801 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-01 13:23:28 +00:00
sebastien
0e0cdc5006
trunk: added ramsey policy example to testsuite
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2788 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-25 10:02:14 +00:00
sebastien
f74c6f30b2
trunk: added testsuite for Octave, incorporated in build system (merge needed)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2760 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 14:58:43 +00:00
ferhat
6479edf5a7
- Correction of several bugs
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- normalize an equation linear in its endogenous variable
- Chained rule derivatives (necessary to reduce a block to the feedback equations and variables)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2726 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-05 14:45:23 +00:00
ratto
5c2b1a2aae
Added test function for parallel routines.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2711 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-28 08:07:12 +00:00
george
7735da1fb0
Changing tolerance check from 1e-12 to 1e-10
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2533 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-27 15:19:07 +00:00
george
d0664d3ed5
further update of tests: use stoch_simul instead estimation and have two versions: AIM and standard
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2531 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-27 09:23:16 +00:00
george
c22fd6b404
AIM Test Auxiliary file added
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2530 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-27 08:57:48 +00:00
george
17df02385e
Update of tests: use stoch_simul instead estimation and have two versions: AIM and standard
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2529 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-27 08:56:22 +00:00
george
db899b7f6b
adding oo_. in front of dr.ghx and dr.ghu
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2526 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-26 11:19:20 +00:00
michel
e2a0ecba86
v4.1 tests for AIM: modified for automatic verification
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2521 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-25 21:18:42 +00:00
george
6e633aad31
AIM tests auxiliary files
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2520 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-25 16:46:11 +00:00
george
e1c13c256a
Test files for AIM that passed comparison of mjdgges and AIM dr.ghx and dr.ghu being equal down to near 0 differences on e-15
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2519 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-25 16:24:20 +00:00
michel
867daedd40
adding tests for recursive estimation
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2370 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-22 21:34:41 +00:00
ferhat
4fe7e3e155
- SymbolGaussElim.cc is discarded from the preprocessor (all simulations are now implemented in simulate)
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- Correction in model_info.m
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2358 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-20 22:04:37 +00:00
ferhat
29ca49f885
- Correction of several bugs in sparse_dll
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- Pound expressions accepted with sparse option
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2329 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-19 10:24:31 +00:00
ferhat
f904a1a19d
- new Incidence_Matrix class
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- lead and lag on exogenous variables
- corrections in dr1_sparse and dr11_sparse
- minor corrections in simulate
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2255 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-14 16:07:47 +00:00
michel
0e125f541e
adding tests for kalman smoother
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2197 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-26 20:03:48 +00:00
ferhat
7c6ed357b6
Bugs correction in check command with sparse option in model command
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2196 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-24 16:35:06 +00:00
adjemian
986ac3e1e7
v4.1: Added test files for the new kalman filter routines.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2190 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-24 10:02:58 +00:00
ferhat
f59bba3ddc
- Adding SOLVE_FORWARD_COMPLETE and SOLVE_BACKWARD_COMPLETE simulation type for sparse model option
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- Adding dyn2vec at the end of a deterministic simulation with sparse or sparse_dll option
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2178 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-19 15:44:08 +00:00
adjemian
afdddb8091
v4.1:/tests/kalman Bug corrections.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2175 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 16:22:25 +00:00
adjemian
b034ca6598
v4.1:/tests/kalman Bug correction.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2173 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 14:43:33 +00:00
adjemian
7515534ac6
Bug corrections.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2172 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 14:39:10 +00:00
adjemian
e0f9caa524
v4.1: Added tests for KF files.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2171 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 13:22:50 +00:00
adjemian
81a1a68ed7
v4.1: Added a data set with missing observations.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2156 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-16 13:41:41 +00:00
sebastien
6c6402fdeb
trunk tests:
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* added Makefile for cleaning tests directory
* removed some useless stuff in objectives/
* added some svn:ignore properties
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2150 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-14 09:14:20 +00:00
sebastien
a03af050af
undoing r2110 and r2111 changesets
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2112 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-25 12:29:35 +00:00
michel
464e29706f
reverted r2010 because of problem with FILENAME token
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2111 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-25 12:10:12 +00:00
sebastien
5c26c762e9
v4 tests: fixed executable properties
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2029 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-03 16:42:36 +00:00
ferhat
2bc10facd6
update of model used to test sparse model
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2008 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-28 13:23:17 +00:00
sebastien
a03b5f4690
v4 tests: use new syntax for unit_root_vars
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1872 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-12 16:01:43 +00:00
sebastien
974fb1bab2
v4 tests/arima/mod1c.mod: use new syntax for unit_root_vars
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1868 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-12 13:21:36 +00:00
sebastien
81fae5c1a3
v4 bvar: changed nane of datafile for BVAR example (test.xls was too common a name)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1817 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-02 08:29:50 +00:00
sebastien
39f4ef9d90
v4 preprocessor/macro: changed escape character one more time.
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New syntax:
* directives: @#include "filename.mod"
* expressions to be substituted: @{expr}
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1788 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-10 08:16:54 +00:00
sebastien
dc57439e43
v4 matlab+preprocessor: allow syntax of homotopy_setup without initial value
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1779 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-03 16:22:52 +00:00
sebastien
367948e4db
v4 matlab+preprocessor: the three homotopy modes should now work
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1769 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-31 16:19:16 +00:00
ferhat
509f4f1e51
Deterministic simulations without compiler updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1645 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-25 16:48:55 +00:00
michel
16e05b418b
v4 tests/practicing: modified datasaver.m for version 4
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1472 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-04 16:06:16 +00:00
michel
187f543a05
adding examples from Practicing Dynare
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1471 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-04 15:46:49 +00:00
michel
fc55bcc5df
v4 t_normcdf.mod: add test for x3(+1)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1466 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-28 17:27:15 +00:00
michel
a6cd92f574
v4 tests: t_normcdf test also when there is a lag in an argument
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1462 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-26 16:39:53 +00:00
ferhat
d884d8a397
New features:
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- Implementation of the simulation of the block decomposed model using sparse matrix using MATLAB code:
New option in model : sparse
Example:
Model(SPARSE);
….
End;
- Implementation of the simulation of the block decomposed model using sparse matrix for static model.
- Krylov methods are implemented to solve the linear model J.y=b, with J the Jacobian matrix at each step of the Newton Method. Two Krylov's solvers are considered :
+ Generalized Minimum Residual Method (GMRES)
+ BiConjugate Gradients Stabilized (BICGSTAB)
To call them the SIMULATE command has to be completed with a new option : METHOD which could have three different values :
+ LU : (default value) Sparse LU resolution
+ GMRES
+ BICGSTAB
Example:
simul(periods=100, method=lu);
or simul(method=Gmres);
- Correction of various bugs in “simulate.dll”.
- Correction of simk.m
- Correction allowing a list of VALUES or PERIODS not necessarily separated by a comma.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1447 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-20 23:24:01 +00:00
michel
2a79c2cecc
v4 parser.src: added function normal cumulative density normcdf(x,mean,std dev) and its derivative
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added tests/parser/t_normcdf.mod
added Trinary Operators
increased precision of constants written to *.m or *.c files
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1440 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-11 15:24:50 +00:00
adjemian
61dc2c742c
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1419 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-05 19:47:59 +00:00
adjemian
4fc67a8780
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1418 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-05 19:47:51 +00:00
sebastien
0faf6de4ab
v4 tests: added BVAR examples
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1374 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-17 18:26:37 +00:00
tommaso
49337940bd
removing file that shouldn't have been uploaded
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1319 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-16 13:56:38 +00:00
ferhat
34004449df
Error messages during compilation corrected
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1300 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-06 08:35:22 +00:00
ferhat
77d6a24cf7
Adding Markowitz criteria in the linear solver (new option in simul: "Markowitz=val" - with val a strictly positive real)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1298 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-03 22:35:30 +00:00
ferhat
9af2e461c3
New release of deterministic simulation.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1292 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-01 11:43:49 +00:00
adjemian
431a1d258a
Unit root variables have to be declared before any call to steady_ (steady).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1245 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-15 12:49:13 +00:00
sebastien
d36702b67a
v4 tests/ferhat: removed spurious file
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1194 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-21 23:33:05 +00:00
sebastien
c8d0ea4f60
v4 tests: added Ferhat's test files
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1192 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-21 23:29:01 +00:00
michel
18bd0d8eaf
v4: added provision for calibrated measurement errors;
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correction of bugs in smoother;
there are still problems in diffuse initialization of univariate smoother
this applies to previous revisions
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1185 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-11 13:03:13 +00:00
michel
86cac39227
v4 adding test for kalman filter and smoother
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1184 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-11 13:02:29 +00:00
sebastien
a1bcb2bc68
v4 tests: corrected several test files
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1011 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-01 14:44:14 +00:00
michel
d6c04c71f4
v4 tests/t_sgu_ex1.mod: adapted for version 4 Sigma_e_ syntax still not OK
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@920 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-18 18:18:35 +00:00
michel
1377fec610
v4 tests: updated fs2000a.mod
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@672 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-11 16:19:29 +00:00
michel
5f4511ef16
v4 tests/arima/mod2.mod: save data to data2.mod
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@665 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-08 21:16:30 +00:00
michel
37a807f0f4
v4 tests: adding data/ to test for XLS data files
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@628 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-02-14 10:46:27 +00:00
michel
3fb9664252
v4:updating tests
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@611 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-19 09:36:36 +00:00
michel
750753f72a
v4:updating tests
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@610 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-19 09:31:46 +00:00
michel
c642044b39
v4 tests: adapted fs2000 fs2000a and mod1 for version 4
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@591 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-08 08:40:06 +00:00
michel
055d452835
v4 tests: adding test.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@517 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-11-21 19:52:35 +00:00
adjemian
6003028ab5
case bug corrected (p --> P)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@505 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-10-18 13:32:23 +00:00
michel
6d2b8b3ce6
correcting tests/example1.mod
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@480 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-10-06 07:46:55 +00:00
michel
f570680c6f
copying tests from version 3 to version 4
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@10 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-02-19 19:13:45 +00:00