Commit Graph

617 Commits (905076fa07a0d1a072958e8c1c1ee516f0dfeec5)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) d63904ec65 Changed options of the estimation command in fs2000_particle.mod (added optimization of the posterior kernel).
In the end the hessian at the mode has the wrong sign...
2013-02-05 10:37:11 +01:00
Stéphane Adjemian (Charybdis) 2fc7aa7b94 Reduced the number of particles in particle/dsge_base2.mod. 2012-12-21 17:21:07 +01:00
Stéphane Adjemian (Charybdis) bd01669fb9 Fixed crash with particle/dsge_base2.mod in the test suite. 2012-12-21 17:21:07 +01:00
Stéphane Adjemian (Charybdis) c6f3f531b6 Added missing csv file in /tests folder (used by unitary tests in dynSeries class). 2012-12-07 16:43:06 +01:00
Michel Juillard 2c545eaf8b adding test case with lagged exogenous variable (currently fails) 2012-12-04 10:46:44 +01:00
Stéphane Adjemian (Charybdis) 9f1ad5568e New nonlinear filters routines and bug fixes.
Merge remote-tracking branch 'refs/remotes/fred/master'
2012-11-19 16:23:07 +01:00
Michel Juillard 5c893f501b making extended path ready for parallel computing with parfor 2012-11-17 20:55:01 +01:00
Sébastien Villemot 020328a844 Adapt for new syntax of model_diagnostics 2012-11-17 10:29:14 +01:00
Sébastien Villemot c121aa14b1 Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
Replace them by equivalents in M_ (and an extra one: M_.dynamic).

IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.

We now have the following indentities:

M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
2012-11-16 20:05:13 +01:00
Frédéric Karamé a6576debd5 details all the options for testing particle filters. 2012-11-16 12:25:44 +01:00
Stéphane Adjemian (Charybdis) 34bcc9a20a Added burnside asset pricing model in tests/ep. 2012-11-09 14:32:44 +01:00
Stéphane Adjemian (Charybdis) 59247ddcfa Added test mod file in tests/particle (not to be used in the testsuite). 2012-11-09 14:32:44 +01:00
Houtan Bastani c6a330ff7d add xfail test for all_values_required 2012-11-07 18:13:42 +01:00
Houtan Bastani feced78ee6 make check: support xfail tests 2012-11-07 18:13:41 +01:00
Houtan Bastani 76ccaac947 make check: remove unused output from test file 2012-11-07 18:13:41 +01:00
Stéphane Adjemian (Charybdis) 2c674ce529 Use resampling in tests/particle/dsge_base2.mod. 2012-11-07 15:59:37 +01:00
Stéphane Adjemian (Charybdis) b82813d3f9 Removed call to mean_preserving_spread routine in tests/rbc.mod. 2012-11-07 10:13:12 +01:00
Stéphane Adjemian (Charybdis) 63e4bb3f87 Removed plot of a variable that does not exist anymore (LagrangeMultiplier) in tests/rbcii.mod. 2012-11-07 10:13:12 +01:00
Stéphane Adjemian (Charybdis) 9e0e025eba Changed computing tasks in tests/rbcii.mod. 2012-11-07 10:13:12 +01:00
Stéphane Adjemian (Charybdis) 3271296592 Do not use mean_preserving_spread routine (far too expensive). Added use_dll option (necessary because calls to getPowerDeriv routine dramatically increases execution time). 2012-11-07 10:13:12 +01:00
Stéphane Adjemian (Charybdis) f823bcf5fa Deleted useless matlab routine for steady state (tests/rbcii.mod). 2012-11-07 10:13:11 +01:00
Stéphane Adjemian (Charybdis) e75a54d35c Fixed steady state in rbcii.mod (steady state levels in the unconstrained regime were wrong). 2012-11-07 10:13:11 +01:00
Stéphane Adjemian (Charybdis) a219a4b9e7 Fixed bug and cosmetic changes. 2012-11-07 10:13:11 +01:00
Stéphane Adjemian (Charybdis) f9d8ee682c Reduced the number of simulations. 2012-11-07 10:13:11 +01:00
Stéphane Adjemian (Charybdis) 59a62d87af Fixed bugs. 2012-11-07 10:13:11 +01:00
Sébastien Villemot 0ab230b474 Fix copyright notices 2012-10-31 17:03:49 +01:00
Houtan Bastani ca8610e768 aesthetic fix 2012-10-16 11:12:12 +02:00
Houtan Bastani 07d4d0bc8d make check: add more dependencies 2012-10-16 11:10:13 +02:00
Houtan Bastani 269c221a0e make check: add dependencies 2012-10-15 17:42:20 +02:00
Houtan Bastani 7dbfaebf59 test suite parallelization 2012-10-12 18:13:17 +02:00
Sébastien Villemot fd633cba2c Load system-wide initialization file when running octave tests
This is necessary to ensure that Octave Forge packages are loaded.
2012-10-09 09:57:21 +02:00
Sébastien Villemot b8b7d90e10 Add explicit extension to datafile, since test.m is an internal Octave function 2012-10-08 15:01:50 +02:00
Sébastien Villemot 2f9e34c5e5 Various fixes related to data-loading
- fix support for filenames with extension (.m, .mat, .xls), since the manual
  and the bison grammar both support it
- fix support for XLS files under Octave
- add support for XLSX files
- run test for loading XLS files
2012-10-08 13:00:55 +02:00
Michel Juillard b7b50fa901 adding data file for test case 2012-10-06 20:45:09 +02:00
Michel Juillard c722f53955 fixed bug with options mode_compute=0,mode_file=....
added tests for mode_compute=4 and mode_compute=6. They increase computing time of the
test suite by about 30 minutes.
2012-10-06 16:51:42 +02:00
Sébastien Villemot 78693d971b Fix following removal of run_test.m 2012-10-06 10:23:31 +02:00
Houtan Bastani 25d591485c remove unused file 2012-10-05 17:06:23 +02:00
Houtan Bastani 22d590eecd clean test files in ms-sbvar 2012-10-04 11:40:38 +02:00
Houtan Bastani 43d13fda96 remove file generated by kalman_filter_smoother/gen_data.mod in clean 2012-10-03 19:34:51 +02:00
Michel Juillard c584245637 added lag on 2 periods to test with auxiliary variables 2012-09-19 22:51:44 +02:00
Sébastien Villemot dc0955b665 Test exogenous deterministic variables at order 2 2012-09-19 10:42:51 +02:00
Marco Ratto 428b193c11 Need to pass the entire global workspace, if subroutines called by the _core loops need them. Updated parallel test. 2012-09-11 15:45:08 +02:00
Michel Juillard 2244af9c62 adding pruning option for 3rd order 2012-07-31 21:50:59 +02:00
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
Stéphane Adjemian (Charybdis) 8c4f2c79b7 Changed options conformably to the previous commits. 2012-03-08 12:52:53 +01:00
Stéphane Adjemian (Charybdis) 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
Michel Juillard 3785962519 fixing extended-path test 2012-03-06 12:42:37 +01:00
Stéphane Adjemian (Charybdis) 91d47148c5 Removed particle filters related mod files from the test suite. 2012-03-05 23:13:32 +01:00
Stéphane Adjemian (Charybdis) a2f3a53634 Parallelization of local_state_space_iteration_2 (used in non linear filters). 2012-03-05 23:11:49 +01:00
Sébastien Villemot 9610cb0b20 Testsuite: add missing files to dist rule 2012-03-05 19:46:01 +01:00
Sébastien Villemot a708d92d45 Added particle filter tests to the testsuite 2012-03-05 19:45:03 +01:00
Sébastien Villemot 31d6d39811 Added test for CMAES 2012-03-05 19:32:18 +01:00
Stéphane Adjemian (Charybdis) d5900f2822 Added test files for non linear filters. 2012-03-04 22:13:00 +01:00
Michel Juillard bad8746e77 corrected bugs in extended path. The code works now with
./tests/ep/linear.mod
2012-03-04 20:59:57 +01:00
Marco Ratto 8cde66e466 added test for new option 2012-02-06 17:04:29 +01:00
Stéphane Adjemian (Charybdis) 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
Stéphane Adjemian (Charybdis) 2f5ce2403d Fixed typo related to the sign of the Lagrange multiplier. Deleted trailing whitespaces. 2012-02-03 11:25:03 +01:00
Michel Juillard c6849a0194 relaxing slightly the accuracy check in ep/linear.mod (the higher
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
Stéphane Adjemian (Charybdis) 119a8eee3b Added plot (Lagrange multiplier). 2012-01-23 14:47:01 +01:00
Stéphane Adjemian (Charybdis) 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
Michel Juillard 1f055cd539 adding two tests to the list of daily tests
(./optimal_policy/nk_ramsey.mod ./ep/linear.mod)
2012-01-22 16:13:14 +01:00
Michel Juillard 62b1ed7923 correcting bug in extended path and added a test 2012-01-21 17:50:11 +01:00
Houtan Bastani dcaed91f66 fix to license call (checkout only works for Matlab version >= 2011a) 2012-01-09 11:57:47 +01:00
Michel Juillard 80ca47d62a Merge remote-tracking branch 'local_master/master' into dr1break 2011-12-31 10:10:41 +01:00
Sébastien Villemot 30cbcdbb55 Store histval information for endogenous in M_.endo_histval
Really closes: #157
2011-12-28 11:35:22 +01:00
Stéphane Adjemian (Charybdis) 5c6d93d3f0 Fixed bug (same problem as in f9dc4574). 2011-12-26 11:53:08 +01:00
Stéphane Adjemian (Charybdis) 327f2cf3f0 Fixed bug (related to the last changes in options_.ep structure). 2011-12-26 11:53:08 +01:00
Houtan Bastani 9be84bdf65 make check: fix bug in check for license 2011-12-23 18:22:41 +01:00
Stéphane Adjemian (Charybdis) 3e35dea96d Added plots. Comparison of SEP and EP. 2011-12-22 11:17:24 +01:00
Stéphane Adjemian (Charybdis) 2c04f5c825 Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare 2011-12-21 18:57:09 +01:00
Stéphane Adjemian (Charybdis) 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
Houtan Bastani 16e11d49df ms-sbvar: replaced number_of_states with number_of_regimes 2011-12-21 12:21:30 +01:00
Michel Juillard f88b7a24b8 Merge remote-tracking branch 'origin/master' into dr1break 2011-12-20 22:46:42 +01:00
Stéphane Adjemian (Charybdis) 5ec78139c0 Added variable for the expected term. Changed calibration. 2011-12-20 17:05:35 +01:00
Michel Juillard 403ffdf8b1 Merge remote-tracking branch 'local_master/master' into dr1break 2011-12-19 21:49:25 +01:00
Stéphane Adjemian (Charybdis) 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
Michel Juillard c56a8e40e8 adding new functions and new tests for risky steady state 2011-12-17 17:35:42 +01:00
Michel Juillard 2ee817fbf7 adding forecast to estimation test with non-stationary variables 2011-12-15 17:35:27 +01:00
Stéphane Adjemian (Charybdis) f6cc14eebf Reduced the size of the innovation, increased the number of simulations. 2011-12-12 14:20:14 +01:00
Stéphane Adjemian (Charybdis) 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
Sébastien Villemot 87052bc243 Testsuite: add extended path test 2011-12-12 10:43:38 +01:00
Michel Juillard bc8d4d8f08 gsa: converted DOS end of lines in Unix end of lines 2011-12-09 21:13:16 +01:00
Michel Juillard ec0af45fc8 further fixes to gsa testsuite; make gsa compatible with Linux 2011-12-09 20:55:02 +01:00
Michel Juillard eb13241deb Merge remote-tracking branch 'ratto/master' 2011-12-09 18:43:59 +01:00
Stéphane Adjemian (Charybdis) 9334958461 Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare 2011-12-09 18:10:54 +01:00
Stéphane Adjemian (Charybdis) 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
Marco Ratto 9618018fe9 fixed gsa testsuite 2011-12-05 16:51:32 +01:00
Marco Ratto 64e7a65fcb prepare parallel for testsuite 2011-12-02 16:15:14 +01:00
Michel Juillard a5e36abe54 correcting tests 2011-12-02 11:42:16 +01:00
Michel Juillard 0f8cb1889f adding new tests 2011-12-01 22:07:29 +01:00
Sébastien Villemot fa77b90acc Testsuite: add missing file to EXTRA_DIST 2011-11-30 15:25:51 +01:00
Sébastien Villemot abdd700da9 Testsuite: delete some more generated files 2011-11-30 14:25:58 +01:00
Sébastien Villemot 1ecb2c6be9 Testsuite: fix "make clean" target 2011-11-30 14:25:58 +01:00
Sébastien Villemot ef13043916 Testsuite: delete generated files from git 2011-11-30 14:25:58 +01:00
Michel Juillard ccaa0af9d9 trivial changes in test files 2011-11-21 15:04:09 +01:00
Michel Juillard 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
Sébastien Villemot 47544641e0 Testsuite: fix issue with block/bytecode 2011-11-18 15:11:22 +01:00
Sébastien Villemot 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
Sébastien Villemot 351133500e Fix typo 2011-11-06 11:26:52 +01:00
Sébastien Villemot 9cc3625520 Remove extra space (was causing spurious fail in testsuite) 2011-11-04 18:05:39 +01:00
Michel Juillard 7175e7ce32 fixing tests 2011-11-04 09:11:25 +01:00
Michel Juillard cfb57feff5 correcting tests 2011-11-03 11:14:37 +01:00
Michel Juillard 7a129e14bc fixing tests 2011-11-02 21:16:49 +01:00
Michel Juillard 31349d0b57 adding new test 2011-11-02 20:54:58 +01:00
Michel Juillard b4e7e55031 fixing bug with univariate filter 2011-11-02 17:54:48 +01:00
Michel Juillard 0b0c939849 fixing bug with smoother with univariate filters 2011-11-02 14:02:12 +01:00
Michel Juillard b342e45261 removing file that shouldn't be under git 2011-10-31 13:45:08 +01:00
Houtan Bastani 4cbe2d4634 modify test to include nested expectations 2011-10-26 14:30:47 +02:00
Sébastien Villemot 44499a5fe3 Added missing file to EXTRA_DIST 2011-10-25 18:31:17 +02:00
Sébastien Villemot e8c6108238 testsuite: add recent steadystate files to EXTRA_DIST 2011-10-25 18:19:51 +02:00
Marco Ratto 697ddc0a72 Aligned routines with recent changes in dataset and identification.
Fixed ls2003.mod for testsuite
2011-10-24 18:45:12 +02:00
Michel Juillard 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
Michel Juillard 9f2a4fddc0 adding tests for recursive estimation 2011-10-21 22:13:56 +02:00
Michel Juillard 88be4fa3d4 fixing bug in prior_posterior_statistics.m and in recursive estimation 2011-10-21 22:06:09 +02:00
Sébastien Villemot 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
Houtan Bastani 6a6ad0ecff fix makefile typo 2011-10-19 14:19:35 +02:00
Michel Juillard 9425b36358 fixing problems related to auxiliary variables 2011-10-19 12:47:15 +02:00
Marco Ratto 19ead949a9 skipped use of mapping toolbox from testsuite; 2011-10-14 14:51:58 +02:00
Michel Juillard 1bb567abdf updating list of tests 2011-10-13 22:06:07 +02:00
Michel Juillard f94d4e91f3 allowing for vector of deterministic shocks 2011-10-13 21:55:55 +02:00
Michel Juillard 0a3545f2af adding missing test files 2011-10-13 20:45:22 +02:00
Michel Juillard 6079cf029d updating test files 2011-10-13 17:14:59 +02:00
Michel Juillard ee7078e56c factoring out steady-state computations; steady_state_model now
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
Michel Juillard 90e4d40272 ms-sbvar: introduced more general restriction syntax for
identification; added an example; still necessary to add error message
when restrictions are invalid
2011-10-12 21:47:59 +02:00
Sébastien Villemot 2b37eae3e6 Testsuite: under MATLAB, run with the 'console' option
In order to avoid warnings in 'nodisplay' mode.
2011-10-12 17:46:48 +02:00
Sébastien Villemot 37b304033c Fix typo 2011-10-09 10:15:58 +02:00
Houtan Bastani 03a4680fbb add missing file to extra_dist 2011-10-07 11:57:53 +02:00
Houtan Bastani 973d0f33c9 MS-SBVAR: add test for repeated calls to ms_* routines 2011-10-07 11:57:53 +02:00
Stéphane Adjemian (Scylla) 1dabbd8806 Fixed Marco's optimization routines (mode_compute==5).
Added fs2000d.mod in the testsuite (test of Marco's optimization routines).
2011-10-03 12:19:41 +02:00
Sébastien Villemot c5b2afa3c1 Testsuite: fix typos and wrong filename for identification tests 2011-09-30 14:47:36 +02:00
Marco Ratto 509b34aa9f added gsa to testsuite 2011-09-28 21:21:54 +02:00
Marco Ratto 0013740bc3 added identification to testsuite 2011-09-28 20:49:08 +02:00
Sébastien Villemot aa1306651d Testsuite: fix crash introduced in 347ab4d0c0 2011-09-27 14:33:43 +02:00
Michel Juillard 347ab4d0c0 preprocessor: modified order of auxiliary variables definitions 2011-09-25 20:21:30 +02:00
Stéphane Adjemian (Charybdis) 811592725a Reduced the number of MCMC simulations. Deleted trailing whitespace. 2011-09-21 18:35:24 +02:00
Sébastien Villemot b1d87ecebf Testsuite: do not fail if MATLAB optimization toolbox is not available (closes: #210) 2011-09-19 16:41:53 +02:00
Michel Juillard aa14422464 tests: closing graphic windows after each individual test 2011-09-18 15:58:32 +02:00
Michel Juillard d9b48f78ef correcting bug in Octave testing routine 2011-09-17 18:39:58 +02:00
Michel Juillard 743c6f5880 tests: corrected bug introduced in 290270afb8 2011-09-17 17:01:36 +02:00
Sébastien Villemot ac5e99595e Testsuite: minor fix 2011-09-13 18:08:04 +02:00
Houtan Bastani da8fabf43c remove upper/lower_cholesky options from ms_estimation and sbvar 2011-09-13 11:45:42 -04:00
Houtan Bastani 3c206dfda7 add set_dynare_seed to test file for easy comparison of output 2011-09-13 11:44:01 -04:00
Michel Juillard cf1e316dc8 cleaning up ms-sbvar tests 2011-09-12 21:09:39 +02:00
Stéphane Adjemian (Scylla) 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
Stéphane Adjemian (Scylla) d418087ac1 Added matlab script for running unitary scripts. 2011-09-12 14:36:42 +02:00
Houtan Bastani f20eda6434 fix mod test files for deprecated restriction_fname 2011-09-09 13:27:01 -04:00
Houtan Bastani 673fed2110 remove duplicate test files (duplicate test_lower_cholesky.mod, test_upper_cholesky.mod) 2011-09-09 13:27:00 -04:00
Houtan Bastani 3b772622e6 MS-SBVAR: move files only used for checking work 2011-09-09 13:27:00 -04:00
Sébastien Villemot 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
Stéphane Adjemian (Scylla) 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
Houtan Bastani cf7d1723f4 update gitignore 2011-08-30 16:12:00 +02:00
Houtan Bastani 9a0a87ca44 save make-check summary to text file 2011-08-19 19:18:14 +02:00
Houtan Bastani f6f61df162 fix typo 2011-08-18 09:41:54 +02:00
Houtan Bastani 0da1aab3a8 preprocessor: add absolute value and signum 2011-08-16 14:52:35 +02:00
Houtan Bastani 0f001abbe4 MS-SBVAR: input options that allow code to be called with previous output files 2011-08-10 18:22:53 +02:00
Houtan Bastani 1fdb4eb233 removed unused ms-sbvar tests 2011-08-02 12:07:44 +02:00
Houtan Bastani 367013dfd0 add tests to Makefile 2011-08-02 11:58:27 +02:00
Michel Juillard 6c81305d30 added tests conditional forecast with all possible values of parameter_set 2011-07-31 18:28:29 +02:00
Michel Juillard ac93cd0897 added possibility to do conditional forecast with a calibrated model + bug correction + new test file 2011-07-30 20:19:15 +02:00
Michel Juillard 5cd7ef323e adding "exclusion constants" to svar identification 2011-07-29 18:11:50 +02:00
Sébastien Villemot 3eec808cee Merge remote-tracking branch 'houtanb/master' 2011-07-07 16:13:01 +02:00
Houtan Bastani e20b1dd27c test for irf_shocks 2011-07-07 16:08:13 +02:00
Marco Ratto 765d8b54a9 examples of dynare calls triggering various parallel options 2011-07-07 09:58:53 +02:00
Marco Ratto b7a01f991a fixed bug in model definition 2011-06-15 23:54:11 +02:00
Marco Ratto bec4058113 Added dumpy parameter for illustrative purposes;
Added alternative types of call to identification routines.
2011-05-30 14:44:38 +02:00
Marco Ratto a2b1e4111c Added example of advanced identification command 2011-05-30 14:40:41 +02:00
Michel Juillard 018cc939a4 MS-SBVAR: updating test 2011-05-26 11:50:22 +02:00
Houtan Bastani 7f374f491f SWZ: updates for irf, forecast and variance decomposition mex calls 2011-05-20 14:34:26 +02:00
Houtan Bastani 074b6acb7d SWZ: changes for new code 2011-05-13 17:23:41 +02:00
Houtan Bastani 8181dc44be build system: make check works with both matlab and octave 2011-05-04 16:28:13 +02:00
Houtan Bastani dccdd727f1 fixed file mode 2011-05-04 11:14:42 +02:00
Houtan Bastani 503add3743 cleaned up gitignore 2011-05-04 11:08:38 +02:00
Houtan Bastani 9f216a207b fixed bug in mod file 2011-05-04 11:08:38 +02:00
Sébastien Villemot 44903ea38a Build system: remove unused directive 2011-04-28 10:44:02 +02:00
Michel Juillard 74d1d80b0c fixed elimination of Lagrange multipliers for Ramsey policy 2011-04-21 21:08:20 +02:00
Houtan Bastani e263b9258f removed useless addpath 2011-04-21 10:18:27 +02:00
Houtan Bastani 54e900c7b6 build system: bug fix 2011-04-14 11:24:17 +02:00
Houtan Bastani f2fac8fa42 build system: bug fix 2011-04-07 15:10:28 +02:00
Houtan Bastani d0d7839ac5 build system: bug fix, code cleanup 2011-04-06 16:06:18 +02:00
Houtan Bastani 99cbbaed30 build system: make check update 2011-04-05 16:48:43 +02:00
Houtan Bastani 094be65b10 build system: print last err msg to stdout when an error is encountered 2011-04-04 16:18:38 +02:00
Houtan Bastani 13395ff97d removed simul_seed option 2011-03-31 10:39:10 +02:00
Stéphane Adjemian (Scylla) 5be2e1dd2d Bug fix. Removed simul_seed option. 2011-03-30 16:39:32 +02:00
Sébastien Villemot a654f5abf4 Removed obsolete test file 2011-03-29 19:21:15 +02:00
Houtan Bastani 4e9f5e023a build system: change testing system 2011-03-29 17:54:44 +02:00
Michel Juillard e29aeeadd8 merging changes for FOC of Ramsey policy problem computed by the preprocessor 2011-03-27 16:56:29 +02:00
Michel Juillard 554849a704 modifyimg *.m files for ramsey_policy when FOC are computed by the preprocessor 2011-03-27 16:54:49 +02:00
Michel Juillard 78d882900a more bug corrections in smoother routines 2011-03-25 21:32:45 +01:00
Houtan Bastani 8ec8944864 test for removing trends added to test system 2011-03-23 15:01:23 +01:00
Ferhat Mihoubi 8db02bf7c9 Extend the testsuite for block and bytecode options 2011-03-18 14:15:38 +01:00
Michel Juillard 14e5bbcad7 adding syntax checks for discretionary_policy in the preprocessor 2011-03-17 20:13:09 +01:00
Sébastien Villemot ebe28543fe GSA: move stuff to the right place 2011-03-17 15:34:40 +01:00
Sébastien Villemot cb113b7026 Added test for discretionary policy to the testsuite 2011-03-14 11:47:46 +01:00
Michel Juillard e029d46697 adding discretionary policy for linear quadratic models, thanks to code provided by Junior 2011-03-13 21:19:55 +01:00
Michel Juillard 7e771cee14 minor modifications to some test model files 2011-03-13 17:07:56 +01:00
Houtan Bastani dd6159d791 SWZ: remove instances of swz throughout 2011-02-22 15:06:38 +01:00
Sébastien Villemot 412e8a7da0 Preprocessor: fix problem with "%" sign inside string in native statements 2011-02-21 11:33:22 +01:00
Houtan Bastani 9eb4f5a067 removed execute permissions on files 2011-02-14 12:27:44 +01:00
Houtan Bastani b41fde5088 changed swz paths to ms-sbvar 2011-02-14 12:26:38 +01:00
Houtan Bastani 2ec494f1c9 kalman_steady_state: remove instances of mexErrMsgTxt 2011-02-11 12:25:14 +01:00
Sébastien Villemot 8e52c4cf26 Build system: fix files cleanup 2011-02-07 12:49:03 +01:00