1c0d1409ea
Fix the use of [static]/[dynamic] equations with the “block” option
2020-12-07 16:24:13 +01:00
fdf5bfbb58
Testsuite: cosmetic fix
2020-12-07 15:10:06 +01:00
4cc946842b
Add further Octave 6 test for intersect(…, 'stable')
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Forgotten in c160d2407
2020-12-04 18:41:53 +01:00
8ba1a15262
Remove outdated Occbin files
2020-12-03 10:50:58 +01:00
c160d24074
Octave 6 implements intersect(…, 'stable')
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[skip ci]
2020-11-30 18:26:50 +01:00
f27852d1ec
Add test for mshocks block
2020-11-26 15:48:57 +01:00
3c1087a369
Fix for sylvester3a for purely forward-looking models
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In purely forward-looking models ghx is empty and sylvester3a gives a "Operands to the || and && operators must be convertible to logical scalar values" error, as e becomes a "1×0 empty double row vector" and not a logical.
2020-11-21 09:46:10 +01:00
904296738d
bgp-tests: Octave compatibility fixes
2020-11-19 13:42:35 +01:00
fcb52478e4
Preprocessor: replace exogenous with lead/lags by auxiliary variables in deterministic models
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Several tests need to be adapted, because they were implicitly making the
assumption that there is no auxiliary variable.
Incidentally, this closes #1731 . This commit therefore also removes the
workaround introduced in 0391dbbeb1
2020-11-09 16:34:12 +01:00
d38a4428cc
Move macro_processor/example1_macro.mod to subfolder
2020-11-02 16:00:03 +01:00
b4f3eb4a1c
Add unit test for ifndef
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See https://git.dynare.org/Dynare/dynare/-/issues/1747
2020-11-02 16:00:03 +01:00
f46dfba961
Testsuite: workaround for glibc bug #19329
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This bug is causing random crashes in the testsuite on our runners.
See https://sourceware.org/bugzilla/show_bug.cgi?id=19329
2020-10-23 12:35:35 +02:00
2a472a0a6b
Testsuite/MATLAB: output stderr to log file
2020-10-22 18:25:42 +02:00
6f415dff61
Testsuite: add missing line continuation symbol in the list of .mod files
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This was causing some tests to be skipped.
The bug had been introduced e7162a2a69
2020-10-21 16:36:18 +02:00
e21cb1ad6b
LMMCP: fix the purely backward and purely forward cases
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Closes : #1720
2020-10-21 16:30:40 +02:00
71e3e0d49e
Fix extended_path with bytecode
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By the way, document and enforce the fact that stochastic extended_path (i.e.
order > 0) is not compatible with either bytecode or block.
Closes : #1742
2020-10-14 17:25:58 +02:00
43311a230f
Testsuite: histval_initval_file_unit_tests.m is not a TLS file
2020-10-14 17:16:35 +02:00
8acdb9f7cc
Testsuite: MATLAB R2014a compatibility fixes
2020-10-08 17:26:17 +02:00
e7162a2a69
Block decomposition: new tests for mfs>0
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Ref. #1726
2020-10-07 19:01:09 +02:00
Stéphane Adjemian (Charybdis)
a40f30cada
Closes #1761 (Fixes for histval_initval_file)
2020-09-23 12:19:18 +02:00
d61f4166ad
Testsuite: add a test for a purely forward variable in block+bytecode mode
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Closes : #1727
2020-09-22 16:46:58 +02:00
c2e43c0093
fix histval_initval_file unit tests
2020-09-20 11:11:26 +02:00
9e94252d1a
fix target values for periods
2020-09-19 12:18:24 +02:00
91b4cfd3a8
fixes handling of periods in histval_file/initval_file
2020-09-19 12:14:43 +02:00
96be513ecf
Remove matched_moments_ as input argument as it is now a field of M_
2020-08-05 15:58:58 +02:00
9fa24aa7be
RBC_MoM: filter out additional pathological cases with try-catch
2020-07-17 20:35:53 +02:00
791e5e9d97
RBC_MoM-test: filter out pathological cases
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[skip CI]
2020-07-17 15:16:05 +02:00
1dbbef9f2e
Merge branch 'moment_estimation' into 'master'
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First implementation of moment estimation
See merge request Dynare/dynare!1750
2020-07-16 15:41:15 +00:00
19b7d202d2
testsuite: Add test cases
2020-07-16 14:54:04 +02:00
cda3253d2c
Merge branch 'ME_traceplots' into 'master'
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Fix trace plots with measurement errors and their correlations
See merge request Dynare/dynare!1752
2020-07-16 09:39:47 +00:00
499451d50a
Merge branch 'pruned_state_space' into 'master'
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Speed up pruned_state_space_system.m by e.g. using persistent variables
See merge request Dynare/dynare!1749
2020-07-16 09:39:01 +00:00
540f0454d2
Code Review of GMM routines
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- fix prefilter option
- Implement iterative GMM
2020-07-16 11:38:40 +02:00
3615962a61
First draft of method of moments toolbox with GMM and SMM
2020-07-16 11:38:38 +02:00
8a00ee3dff
AnSchorfheide_pruned_state_space.mod: remove test part that only showcases that in Andreasen's code there is an error
2020-07-15 15:37:49 +02:00
f717712ed6
Fix trace plots with measurement errors and their correlations
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Problem was introduced when transitioning to cell arrays
2020-07-15 14:34:04 +02:00
51278b2f90
Testsuite / External functions: also test coefficients of 2nd order policy function
2020-07-10 18:25:23 +02:00
acdca03e43
Testsuite / External functions: add file missing in previous commit
2020-07-09 18:42:17 +02:00
5b88113668
Testsuite / External functions: add check for numerical results
2020-07-09 18:40:36 +02:00
4913cfb3f0
Merge branch 'third_order_moments' into 'master'
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Add display of theoretical moments at order=3 with pruning
See merge request Dynare/dynare!1744
2020-06-30 14:38:22 +00:00
dfc7357636
Add display of theoretical moments at order=3 with pruning
2020-06-30 13:46:54 +02:00
ac728c0492
Add test cases for moments with measurement errors
2020-06-29 13:21:08 +02:00
ee05ff6c6a
Block decomposition now compatible with 'use_dll' option
2020-06-23 15:49:27 +02:00
42503e102e
✔️ Add unit tests for correct identification analysis
2020-06-20 22:38:47 +02:00
97134cc362
🐛 Fix issue with endogenous params in steady state
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Identification should switch to analytic_derivation_mode=-2 if steady state block/file changes parameter values. Dynare/dynare!1732 already adresses this when there is a prior specified. This fix also addresses this when there are no priors.
kim2.mod is now not only an integration test but also a unit test for this.
2020-06-20 22:38:47 +02:00
d0fb9ce5b8
Preprocessor update
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— Bug fix: allow external functions in model local variables (also add corresponding
integration test)
— JSON output:
+ do not append two underscores after model local variable names in their
definition
+ when writing the model after computing pass, use TEF terms for (not
derived) external functions
+ write model local variables in parsed model (modfile.json) (Closes : #1723 )
— In the driver file, provide mapping between model local variables and indices
in the temporary terms vector (Closes : #1722 )
2020-06-05 17:16:11 +02:00
bd7eb2f88d
Fixes to solve_algo ≥ 9
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— allow solve_algo=9 without block nor bytecode
— allow solve_algo≥9 with block without bytecode
— test solve_algo=9
2020-05-25 17:22:17 +02:00
b70d99d1b4
Refactoring of initval_file and histval_file
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initval_file and hisvfal_file are now more flexible and have functionalities
similar to option datafile in estimation.
Closes : #1671
2020-05-14 16:45:54 +02:00
e5f45ef7b1
Testsuite: fix calls to fataltest.m
2020-05-13 14:58:09 +02:00
ac1b7cc9e1
Testsuite: fix formula for maximum difference error test
2020-05-13 14:57:58 +02:00
b2841ff98c
Testsuite: minor simplification
2020-05-13 12:57:14 +02:00
Sébastien Villemot
Willi Mutschler
Johannes Pfeifer
Stéphane Adjemian (Charybdis)
Michel Juillard