a708d92d45
Added particle filter tests to the testsuite
2012-03-05 19:45:03 +01:00
31d6d39811
Added test for CMAES
2012-03-05 19:32:18 +01:00
d5900f2822
Added test files for non linear filters.
2012-03-04 22:13:00 +01:00
bad8746e77
corrected bugs in extended path. The code works now with
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./tests/ep/linear.mod
2012-03-04 20:59:57 +01:00
8cde66e466
added test for new option
2012-02-06 17:04:29 +01:00
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
2f5ce2403d
Fixed typo related to the sign of the Lagrange multiplier. Deleted trailing whitespaces.
2012-02-03 11:25:03 +01:00
c6849a0194
relaxing slightly the accuracy check in ep/linear.mod (the higher
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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
119a8eee3b
Added plot (Lagrange multiplier).
2012-01-23 14:47:01 +01:00
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
1f055cd539
adding two tests to the list of daily tests
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(./optimal_policy/nk_ramsey.mod ./ep/linear.mod)
2012-01-22 16:13:14 +01:00
62b1ed7923
correcting bug in extended path and added a test
2012-01-21 17:50:11 +01:00
dcaed91f66
fix to license call (checkout only works for Matlab version >= 2011a)
2012-01-09 11:57:47 +01:00
30cbcdbb55
Store histval information for endogenous in M_.endo_histval
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Really closes : #157
2011-12-28 11:35:22 +01:00
5c6d93d3f0
Fixed bug (same problem as in f9dc4574).
2011-12-26 11:53:08 +01:00
327f2cf3f0
Fixed bug (related to the last changes in options_.ep structure).
2011-12-26 11:53:08 +01:00
9be84bdf65
make check: fix bug in check for license
2011-12-23 18:22:41 +01:00
3e35dea96d
Added plots. Comparison of SEP and EP.
2011-12-22 11:17:24 +01:00
2c04f5c825
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2011-12-21 18:57:09 +01:00
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
16e11d49df
ms-sbvar: replaced number_of_states with number_of_regimes
2011-12-21 12:21:30 +01:00
5ec78139c0
Added variable for the expected term. Changed calibration.
2011-12-20 17:05:35 +01:00
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
2ee817fbf7
adding forecast to estimation test with non-stationary variables
2011-12-15 17:35:27 +01:00
f6cc14eebf
Reduced the size of the innovation, increased the number of simulations.
2011-12-12 14:20:14 +01:00
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
87052bc243
Testsuite: add extended path test
2011-12-12 10:43:38 +01:00
bc8d4d8f08
gsa: converted DOS end of lines in Unix end of lines
2011-12-09 21:13:16 +01:00
ec0af45fc8
further fixes to gsa testsuite; make gsa compatible with Linux
2011-12-09 20:55:02 +01:00
eb13241deb
Merge remote-tracking branch 'ratto/master'
2011-12-09 18:43:59 +01:00
9334958461
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2011-12-09 18:10:54 +01:00
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
9618018fe9
fixed gsa testsuite
2011-12-05 16:51:32 +01:00
64e7a65fcb
prepare parallel for testsuite
2011-12-02 16:15:14 +01:00
a5e36abe54
correcting tests
2011-12-02 11:42:16 +01:00
0f8cb1889f
adding new tests
2011-12-01 22:07:29 +01:00
fa77b90acc
Testsuite: add missing file to EXTRA_DIST
2011-11-30 15:25:51 +01:00
abdd700da9
Testsuite: delete some more generated files
2011-11-30 14:25:58 +01:00
1ecb2c6be9
Testsuite: fix "make clean" target
2011-11-30 14:25:58 +01:00
ef13043916
Testsuite: delete generated files from git
2011-11-30 14:25:58 +01:00
ccaa0af9d9
trivial changes in test files
2011-11-21 15:04:09 +01:00
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
47544641e0
Testsuite: fix issue with block/bytecode
2011-11-18 15:11:22 +01:00
a98393339b
Testsuite: better isolation between tests
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Restore the path and add an extra clear all between tests
2011-11-17 11:52:18 +01:00
351133500e
Fix typo
2011-11-06 11:26:52 +01:00
9cc3625520
Remove extra space (was causing spurious fail in testsuite)
2011-11-04 18:05:39 +01:00
7175e7ce32
fixing tests
2011-11-04 09:11:25 +01:00
cfb57feff5
correcting tests
2011-11-03 11:14:37 +01:00
7a129e14bc
fixing tests
2011-11-02 21:16:49 +01:00
31349d0b57
adding new test
2011-11-02 20:54:58 +01:00
Sébastien Villemot
Stéphane Adjemian (Charybdis)
Michel Juillard
Marco Ratto
Houtan Bastani
Michel Juillard