Commit Graph

1533 Commits (8f07a134a3bc658ed6c7221bc78d0cf1710cf929)

Author SHA1 Message Date
Willi Mutschler 0a880825a1
MoM: Testsuite fixes for Octave 2021-01-14 10:04:10 +01:00
Willi Mutschler a697002a4e
MoM: Gradient-based optimizers can use analytical Jacobian for GMM
New option analytic_jacobian for mode_compute 1, 3, and 13
2021-01-14 10:03:39 +01:00
Stéphane Adjemian (Odysseus) b87690a9f1 Revert "Add tests for matrix notation"
This reverts commit 8d4a80956c.
2021-01-12 16:47:56 +01:00
Stéphane Adjemian (Odysseus) 0e1c9312e2
Merge remote-tracking branch 'Dynare/master' into enterprise 2021-01-11 11:06:55 +01:00
Willi Mutschler dabe0ada33
MoM: Add test for optimizers
Note that mode_compute=11 and 12 need some fixing
2021-01-07 14:14:13 +01:00
Willi Mutschler 2b554e0511
MoM: cosmetical changes to description of options in testsuite 2021-01-07 13:39:45 +01:00
Willi Mutschler ba8d5d364d
MoM: Update copyright years 2021-01-07 10:32:35 +01:00
Willi Mutschler 562a9c737f
MoM: Improve testsuite
- add Andreasen, Fernandez-Villaverde, Rubio-Ramirez (2017) test models
- move models to dedicated folders
- add `make m/method_of_moments` and `make o/method_of_moments` commands to run testsuite only for method of moments
2021-01-06 14:19:17 +01:00
Johannes Pfeifer 9c52aec23d Adjust output of loglinear option to make clear when a logged variable is used
- use of function for getting labels will allow to accommodate https://git.dynare.org/Dynare/dynare/-/issues/349
- incidentally fixes a bug in the display of the simulated variance decomposition for observables with measurement error
2020-12-23 13:53:44 +01:00
Sébastien Villemot 5deaca993b
Merge branch 'discretion' of git.dynare.org:JohannesPfeifer/dynare 2020-12-22 12:29:38 +01:00
Sébastien Villemot 3d912401d5
Testsuite: Octave compatibility fixes in histval_initval_file_unit_tests.m 2020-12-22 12:27:19 +01:00
Johannes Pfeifer 4b793da2c3 discretionary_policy: allow for non-linear model to be used 2020-12-18 18:22:39 +01:00
Willi Mutschler eae5e2f029
MoM: Add analytical standard errors for GMM
Reset analytic_derivation_mode for steadystate file parameter changes


MoM: Fix GMM analytical standard errors wrong dimensions in autocovs
2020-12-18 16:16:10 +01:00
Johannes Pfeifer 4cf9f7d1a7 stoch_simul.m: reports second moments based on pruned state space at order=2 when pruning is specified
Related to https://git.dynare.org/Dynare/dynare/-/merge_requests/1744
2020-12-17 09:45:28 +01:00
Stéphane Adjemian (Charybdis) e066556d7a
Added integration test for d8ddd9ef6. 2020-12-07 22:25:54 +01:00
Sébastien Villemot 1c0d1409ea
Fix the use of [static]/[dynamic] equations with the “block” option 2020-12-07 16:24:13 +01:00
Sébastien Villemot fdf5bfbb58
Testsuite: cosmetic fix 2020-12-07 15:10:06 +01:00
Sébastien Villemot 4cc946842b
Add further Octave 6 test for intersect(…, 'stable')
Forgotten in c160d2407.

[skip ci]
2020-12-04 18:41:53 +01:00
Sébastien Villemot 8ba1a15262
Remove outdated Occbin files 2020-12-03 10:50:58 +01:00
Sébastien Villemot c160d24074
Octave 6 implements intersect(…, 'stable')
[skip ci]
2020-11-30 18:26:50 +01:00
Sébastien Villemot f27852d1ec
Add test for mshocks block 2020-11-26 15:48:57 +01:00
Willi Mutschler 3c1087a369
Fix for sylvester3a for purely forward-looking models
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
Johannes Pfeifer 904296738d bgp-tests: Octave compatibility fixes 2020-11-19 13:42:35 +01:00
Sébastien Villemot fcb52478e4
Preprocessor: replace exogenous with lead/lags by auxiliary variables in deterministic models
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
Johannes Pfeifer d38a4428cc Move macro_processor/example1_macro.mod to subfolder 2020-11-02 16:00:03 +01:00
Johannes Pfeifer b4f3eb4a1c Add unit test for ifndef
See https://git.dynare.org/Dynare/dynare/-/issues/1747
2020-11-02 16:00:03 +01:00
Sébastien Villemot cf68570813
Testsuite: workaround for glibc bug #19329
This bug is causing random crashes in the testsuite on our runners.

See https://sourceware.org/bugzilla/show_bug.cgi?id=19329

(cherry picked from commit f46dfba961)
2020-10-23 15:32:07 +02:00
Sébastien Villemot 299769c51b
Testsuite/MATLAB: output stderr to log file
(cherry picked from commit 2a472a0a6b)
2020-10-23 15:32:06 +02:00
Sébastien Villemot f46dfba961
Testsuite: workaround for glibc bug #19329
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
Sébastien Villemot 2a472a0a6b
Testsuite/MATLAB: output stderr to log file 2020-10-22 18:25:42 +02:00
Sébastien Villemot 6f415dff61
Testsuite: add missing line continuation symbol in the list of .mod files
This was causing some tests to be skipped.

The bug had been introduced e7162a2a69.
2020-10-21 16:36:18 +02:00
Sébastien Villemot e21cb1ad6b
LMMCP: fix the purely backward and purely forward cases
Closes: #1720
2020-10-21 16:30:40 +02:00
Sébastien Villemot 33d8bc55f3
Redisable tests/pac/trend-component-31/example.mod, it is not yet ready (some fixes are needed in the M code) 2020-10-16 18:11:01 +02:00
Sébastien Villemot 8e3127d69e
Preprocessor rebase
– PAC model: fixes to M_.pac.MODEL.ar (information about autoregressive part)
  + Fix order of items in this structure. Previously, items were ordered
    according to the declaration order of parameters. Now, items are order
    according to lag order (first lag appears first)
  + Gracefully handle the case where there is no autoregressive part
    (Ref. Dynare/preprocessor#52)
– Block decomposition:
  + bugfix for solve one boundary blocks with mfs>0
  + fix evaluation of recursive variables in solved blocks
  (Ref. Dynare/dynare#1726)
— Fix various potential bugs with model local variable
— Ensure that negative constants are never marked as temporary terms

By the way, activate tests/pac/trend-component-31/example.mod, since it should
now work.
2020-10-16 16:53:26 +02:00
Sébastien Villemot 7270f722e4
Activate test for two PAC equations in the same file 2020-10-16 16:30:38 +02:00
Sébastien Villemot 71e3e0d49e
Fix extended_path with bytecode
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
Sébastien Villemot 43311a230f
Testsuite: histval_initval_file_unit_tests.m is not a TLS file 2020-10-14 17:16:35 +02:00
Sébastien Villemot 8acdb9f7cc
Testsuite: MATLAB R2014a compatibility fixes 2020-10-08 17:26:17 +02:00
Sébastien Villemot e7162a2a69
Block decomposition: new tests for mfs>0
Ref. #1726
2020-10-07 19:01:09 +02:00
Stéphane Adjemian (Charybdis) 80bfbc0736
Merge non linear shock decomposition for backward models.
Closes #2.
2020-09-29 18:17:25 +02:00
Sébastien Villemot 8d4a80956c
Add tests for matrix notation
Closes: Enterprise/dynare#1
2020-09-29 16:52:20 +02:00
Sébastien Villemot 66361eb28d
Add test for shock decomposition of backward models
Ref: Enterprise/dynare#2
2020-09-28 18:26:29 +02:00
Stéphane Adjemian (Charybdis) e690c5de5a
Merge Enterprise/block_trust_region into enterprise. 2020-09-24 16:05:55 +02:00
Stéphane Adjemian (Charybdis) 17e6421ea3
Merged master into enterprise.
Fixed conflict in
 - doc/manual/source/running-dynare.rst
2020-09-23 15:28:19 +02:00
Stéphane Adjemian (Charybdis) a40f30cada
Closes #1761 (Fixes for histval_initval_file) 2020-09-23 12:19:18 +02:00
Sébastien Villemot d61f4166ad
Testsuite: add a test for a purely forward variable in block+bytecode mode
Closes: #1727
2020-09-22 16:46:58 +02:00
Michel Juillard c2e43c0093 fix histval_initval_file unit tests 2020-09-20 11:11:26 +02:00
Michel Juillard 9e94252d1a fix target values for periods 2020-09-19 12:18:24 +02:00
Michel Juillard 91b4cfd3a8 fixes handling of periods in histval_file/initval_file 2020-09-19 12:14:43 +02:00
Sébastien Villemot 865ab47fa9
Provide block_trust_region MEX under solve_algo 13 and 14
- block trust region solver now available under solve_algo=13
  It is essentially the same as solve_algo=4, except that Jacobian by finite
  difference is not handled. A test file is added for that case
- block trust region solver with shortcut for equations that can be evaluated
  is now available under solve_algo=14 (in replacement of the pure-MATLAB solver)

Closes: Enterprise/dynare#3
2020-09-18 18:01:56 +02:00