Stéphane Adjemian (Charybdis)
a96d361599
Added comments in mod files (tests/dsge-var).
2013-11-16 23:40:58 +01:00
Stéphane Adjemian (Charybdis)
b7ff4d9f75
Added new mod file in the testsuite for Dynare's implementation of the simplex algorithm.
2013-11-16 20:24:40 +01:00
Stéphane Adjemian (Penelope)
0c00151092
Merge branch 'master' into remove-dynDate-class
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Conflicts:
preprocessor/DynareBison.yy
2013-11-14 16:41:08 +01:00
Sébastien Villemot
a25f7150fb
Fix test under Octave, by changing the value of mode_compute
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With the former optimizer, the ML estimation under Octave would lead to a point
with a non-positive covariance matrix for shocks; in turn this would be an
unsuitable starting point for the subsequent Bayesian estimation
2013-11-08 16:07:38 +01:00
Sébastien Villemot
df85db65ed
Add missing test to testsuite
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Ref. #511
2013-11-07 14:47:32 +01:00
Houtan Bastani
4626a1cf0f
test suite: add test file
2013-11-06 17:07:33 +01:00
Johannes Pfeifer
fd8820a883
Change unit test for H-matrix to be positive definite
2013-11-06 16:59:01 +01:00
Houtan Bastani
1893dd2220
modify test to use use_calibration option
2013-11-06 14:05:26 +01:00
Houtan Bastani
0fdc18e7fb
Merge branch 'ifc'
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Conflicts:
matlab/dynare_estimation_1.m
matlab/global_initialization.m
2013-11-06 13:58:57 +01:00
Stéphane Adjemian (Scylla)
8429321547
Merge branch 'master' into remove-dynDate-class
2013-11-06 12:43:06 +01:00
Sébastien Villemot
a72cc3ff48
Merge remote-tracking branch 'github/master'
2013-11-05 17:17:53 +01:00
Sébastien Villemot
73944a10c4
Finish implementation of mcmc_jumping_covariance option
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Closes #112 , #514
2013-11-05 17:16:32 +01:00
Johannes Pfeifer
fddee8e1db
Bugfixes for correlated shocks
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Uses preprocessing capabilities introduced in 07137e804b
Fixes #392 and #494 . Also fixes a bug in the checking for positive definiteness of covariance matrices in likelihood functions
Allows for calibrated covariances by reading them out and setting them after covariance matrix has been reconstructed from correlation and variances.
Adds unit test
2013-11-05 15:55:29 +01:00
Johannes Pfeifer
0d669a73cb
Add options for providing the variances, an identity matrix , and user specified matrices as proposal densities
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Deals with #507 and #112
Includes a unit test
2013-11-04 19:09:24 +01:00
Johannes Pfeifer
e1b92dc588
Add unit test for initialization from calibrated model
2013-10-30 21:35:53 +01:00
Stéphane Adjemian (Charybdis)
bfb5421182
Removed useless routine.
2013-10-18 22:58:47 +02:00
Stéphane Adjemian (Charybdis)
6de19c16ab
dynSeries --> dseries.
2013-10-18 17:56:18 +02:00
Stéphane Adjemian (Charybdis)
b52e57cbb7
Added test for dates (Sébastien, please do not add the files in the test suite).
2013-10-18 12:55:33 +02:00
Stéphane Adjemian (Charybdis)
3edf3d0e3d
Added csv files for testing load_csv_file_data routine.
2013-10-17 17:34:09 +02:00
Stéphane Adjemian (Charybdis)
5a98be702c
Decreased the value of maxit in simul (bytecode & ireland.mod).
2013-10-09 16:53:31 +02:00
Stéphane Adjemian (Charybdis)
e28eaa1c18
Use dynare interface (maxit option).
2013-10-09 16:26:55 +02:00
Stéphane Adjemian (Charybdis)
f3334357a5
Merge branch 'master' into maxit
2013-10-09 15:43:43 +02:00
Houtan Bastani
bcc883edad
gitignore: exclude macro-expanded mod files
2013-10-09 14:45:34 +02:00
Stéphane Adjemian (Charybdis)
cc0d9b42f0
Changed name of options_.maxit as options_.simul.maxit.
2013-10-09 13:06:06 +02:00
Michel Juillard
944e0a873e
adding missing data file in previous commit
2013-09-18 12:32:02 +02:00
Michel Juillard
f40af9bebe
adding tests for shocks decomposition of estimated model. Closes #313
2013-09-18 12:05:00 +02:00
Stéphane Adjemian (Charybdis)
0ed35166de
Added unitary tests (instantiation of the dynSeries class form an excel file).
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(cherry picked from commit 84075cab81
)
2013-09-11 17:25:07 +02:00
Sébastien Villemot
30033df22c
Deactivate 2nd and 3rd order approximation of purely forward models
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There are some strange crashes in both normal mode (gensylv) and k_order_solver
mode
2013-08-15 12:27:03 +02:00
Houtan Bastani
201239dbf7
introduce verbatim block closes #437
2013-08-13 17:08:39 -04:00
Sébastien Villemot
87dfa938bb
Remove unfinished "shocks" and "labels" options to shock_decomposition
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The preprocessor implementation of "shocks" is broken, and the ref. manual
entries are empty. Nothing is implemented in MATLAB files. It's better to
remove this for now, until a working implementation is done.
Ref. #136
2013-08-13 11:37:16 +02:00
Houtan Bastani
31c1bb627f
fix makefile typos
2013-08-12 15:52:32 -04:00
Sébastien Villemot
1e9521af0f
Add new unit tests to testsuite
2013-08-12 12:14:19 +02:00
Sébastien Villemot
26acc2ec1e
Merge pull request #453 from JohannesPfeifer/forward_looking_model_fix
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Bugfixes and unit tests for stochastic purely forward-looking models
2013-08-12 03:05:30 -07:00
Johannes Pfeifer
07a05d554e
Add unit tests for stochastic simulations of purely forward looking models
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Adds one for purely forward looking models and one for purely forward looking model with additional static variable
2013-07-24 23:39:39 +02:00
Johannes Pfeifer
592c2c8f77
Add unit test for shock_decomposition
2013-07-22 19:25:53 +02:00
Houtan Bastani
b3cfc330e9
rm graph_format=fig for Octave compatibility
2013-06-28 10:57:57 +02:00
Sébastien Villemot
17a8db9dee
Fix clean rule wrt reporting files
2013-06-26 09:10:58 +02:00
Houtan Bastani
51b43e1ff0
build system bug fix
2013-06-25 16:37:18 +02:00
Houtan Bastani
fcba382b48
test: use csv instead of mat file
2013-06-25 10:26:20 +02:00
Houtan Bastani
4cef0a1568
test for reporting
2013-06-24 17:01:00 +02:00
Stéphane Adjemian (Charybdis)
25fd2917f4
Fixed datafile (data_risky_perturb3 is not versioned).
2013-06-18 22:26:27 +02:00
Frédéric Karamé
8820c63f5e
Bug fixes.
2013-06-18 16:15:16 +02:00
Sébastien Villemot
fd9264627e
Reenable test for block with stack_solve_algo=3
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Closes #407
2013-06-13 11:02:15 +02:00
Sébastien Villemot
6391a60641
Testsuite: improve decoupling of check-matlab and check-octave rules
2013-06-13 10:41:08 +02:00
Sébastien Villemot
61485ab809
Fix copyright notices
2013-06-12 17:04:46 +02:00
Sébastien Villemot
f11c2f2521
Disable test with block and stack_solve_algo=3 under Octave (Ref #407 )
2013-05-23 13:10:09 +02:00
Sébastien Villemot
bf18eef9dd
Fix mangling of lasterror() under Octave
2013-05-23 13:09:42 +02:00
Sébastien Villemot
21b75fac0d
Fix incorrect reporting of failed test number
2013-05-23 13:09:00 +02:00
Marco Ratto
ab5b922e46
-) fixed bug introduced in commit 66527df;
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-) estimation options for data set must be given also when ppost=1 (fix in testsuite);
2013-04-30 11:41:13 +02:00
Sébastien Villemot
d219d2b800
Add 3rd order unit test to testsuite
2013-04-25 12:24:29 +02:00