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374 Commits (6dc64de7a9d1a8b591000522803675e9ee5cc7c9)

Author SHA1 Message Date
Michel Juillard edf826f315 added code to optionally run cycle_reduction algorithm on GPU. Added 
options_.gpu (no interface yet, use options_.gpu=1). Added test
./tests/first_order/fs2000_cr.mod
 2012-07-20 17:06:12 +02:00
Stéphane Adjemian (Charybdis) 0d5dff2bd9 Added walsh.mod in the testsuite to compare the solutions obtained with the cyclic reduction algorithm and the generalized schur algorithm. 2012-07-11 18:26:22 +02:00
Sébastien Villemot 57b7c0e94f Add unit test for kalman filter with missing observations 
Contributed by Johannes Pfeifer
 2012-07-06 10:32:34 +02:00
Marco Ratto 5f9d2e6492 fix test for analytic derivatives 2012-07-05 10:23:34 +02:00
Houtan Bastani e1404965ea add tests for ifndef 2012-06-26 16:28:39 +02:00
Houtan Bastani 3bfa231535 add test for conditional macro statements 2012-06-26 16:27:13 +02:00
Stéphane Adjemian (Charybdis) 2c077928b2 Added test for shock decomposition. 
(cherry picked from commit 70d17ceb08d02ab58a9d030b45a5822a095b0d03)
 2012-06-18 14:55:36 +02:00
Marco Ratto 186d973ccb use of nodisplay in all sensitivity calls 2012-06-15 12:36:47 +02:00
Marco Ratto 974390ee49 use of nodisplay for estimation call 
(cherry picked from commit 32a14593985b5e0e2356df2830bb1c60b66188ae)
 2012-06-14 18:55:09 +02:00
Sébastien Villemot cef35cd393 Fix function names 2012-06-13 11:09:27 +02:00
Marco Ratto 240e6d688e Update testsuite script for gsa. 2012-06-11 01:36:03 +02:00
Sébastien Villemot 02efbd31a8 Convert files to Unix EOL 2012-06-08 19:10:19 +02:00
Michel Juillard 1fc2d78ddf dminished number of nodes and order of computation in 
./tests/ep/rbcii.mod to make it faster. Commented out production of
graphs
 2012-06-08 18:38:36 +02:00
Sébastien Villemot 129553579a Merge remote-tracking branch 'ratto/master' 2012-06-08 18:24:18 +02:00
Sébastien Villemot a87cac34ca Preprocessor iface to extended_path 2012-06-08 17:36:32 +02:00
Marco Ratto dca2ffc5f3 clean-up of test project for gsa+identification. 2012-06-08 15:35:39 +02:00
Sébastien Villemot 761b1f2df7 Don't use loglinear in test for analytic_derivation 2012-06-08 11:43:32 +02:00
Houtan Bastani 9ce6eeebc6 test: add [hooks] to config file 2012-06-07 13:45:50 +02:00
Houtan Bastani 585c98e515 change file type to unix 2012-06-07 13:45:50 +02:00
Sébastien Villemot 9bea42f411 order=2 in estimation command now triggers particle filter 2012-06-06 17:08:53 +02:00
Sébastien Villemot 2156f67298 New option analytic_derivation for estimation 2012-06-06 11:34:32 +02:00
Michel Juillard e98aa4df90 fixing problem with irreversible investment tests case ep/rbcii.mod 2012-06-05 15:57:40 +02:00
Sébastien Villemot 05dca0e3ea Change the default algorithm for stack_solve_algo = 0 
The old algorithm (LBJ) is now available under stack_stock_algo = 6
 2012-06-04 17:23:14 +02:00
Sébastien Villemot 5dd9c844b3 Implement determistic simulation of purely backward models 2012-06-04 16:14:01 +02:00
Sébastien Villemot 25b6638522 Remove duplicate test file 2012-06-04 12:03:32 +02:00
Michel Juillard 62b1b9a2cc extend test case rbcii until stochastic order = 3 2012-06-02 16:21:02 +02:00
Michel Juillard 944c19ab51 fixing extended_path test case 2012-06-02 11:36:00 +02:00
Michel Juillard ec05f302b7 Removing debugging code for extended path. Updating test cases. 2012-06-01 15:01:25 +02:00
Sébastien Villemot 84c37137c1 Minor fixes 2012-05-31 08:22:31 +02:00
Sébastien Villemot 7044c8da2b Add new command "calib_smoother" 
Closes: #233
 2012-05-30 16:28:29 +02:00
Michel Juillard 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
Michel Juillard 539bf0ca69 finishing implementation of optional transformation of log and non 
integer power arguments   to insure that they are positive
 2012-05-26 20:53:48 +02:00
Michel Juillard 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
Sébastien Villemot 91e041d704 Add unit test for purely forward models 2012-05-15 18:38:00 +02:00
Marco Ratto da9ec0f187 Estimation with analytic scores and hessian; 
This includes re-setting the list of output arguments in objective functions
Added test function
 2012-04-29 21:18:33 +02:00
Michel Juillard 7a4405e754 added check_options are the same as steady_options. Added option 
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
Michel Juillard dd5cb335fb changes to stochastic perfect foresight simulation (still doesn't work 
correctly with ZLB)
 2012-04-21 21:41:07 +02:00
Michel Juillard e0de97878f added validation test computing Ramsey policy with expecation 
operator; updated build system
 2012-04-20 14:06:33 +02:00
Michel Juillard 7d4a7b1bac adding test for computing Ramsey policy in a model using the 
expectation operator.
 2012-04-20 11:51:32 +02:00
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