bbd95b3a60
adding Ed Herbst fast implementation of the Kalman filter and test
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cases with timing. Still needs preprocessor interface (option) and documentation.
2013-02-21 17:47:16 +01:00
241afd1ae5
Removed fs2000_particle from the test suite.
2013-02-05 10:37:11 +01:00
d63904ec65
Changed options of the estimation command in fs2000_particle.mod (added optimization of the posterior kernel).
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In the end the hessian at the mode has the wrong sign...
2013-02-05 10:37:11 +01:00
2fc7aa7b94
Reduced the number of particles in particle/dsge_base2.mod.
2012-12-21 17:21:07 +01:00
bd01669fb9
Fixed crash with particle/dsge_base2.mod in the test suite.
2012-12-21 17:21:07 +01:00
c6f3f531b6
Added missing csv file in /tests folder (used by unitary tests in dynSeries class).
2012-12-07 16:43:06 +01:00
2c545eaf8b
adding test case with lagged exogenous variable (currently fails)
2012-12-04 10:46:44 +01:00
9f1ad5568e
New nonlinear filters routines and bug fixes.
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Merge remote-tracking branch 'refs/remotes/fred/master'
2012-11-19 16:23:07 +01:00
5c893f501b
making extended path ready for parallel computing with parfor
2012-11-17 20:55:01 +01:00
020328a844
Adapt for new syntax of model_diagnostics
2012-11-17 10:29:14 +01:00
c121aa14b1
Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
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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
a6576debd5
details all the options for testing particle filters.
2012-11-16 12:25:44 +01:00
34bcc9a20a
Added burnside asset pricing model in tests/ep.
2012-11-09 14:32:44 +01:00
59247ddcfa
Added test mod file in tests/particle (not to be used in the testsuite).
2012-11-09 14:32:44 +01:00
c6a330ff7d
add xfail test for all_values_required
2012-11-07 18:13:42 +01:00
feced78ee6
make check: support xfail tests
2012-11-07 18:13:41 +01:00
76ccaac947
make check: remove unused output from test file
2012-11-07 18:13:41 +01:00
2c674ce529
Use resampling in tests/particle/dsge_base2.mod.
2012-11-07 15:59:37 +01:00
b82813d3f9
Removed call to mean_preserving_spread routine in tests/rbc.mod.
2012-11-07 10:13:12 +01:00
63e4bb3f87
Removed plot of a variable that does not exist anymore (LagrangeMultiplier) in tests/rbcii.mod.
2012-11-07 10:13:12 +01:00
9e0e025eba
Changed computing tasks in tests/rbcii.mod.
2012-11-07 10:13:12 +01:00
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
f823bcf5fa
Deleted useless matlab routine for steady state (tests/rbcii.mod).
2012-11-07 10:13:11 +01:00
e75a54d35c
Fixed steady state in rbcii.mod (steady state levels in the unconstrained regime were wrong).
2012-11-07 10:13:11 +01:00
a219a4b9e7
Fixed bug and cosmetic changes.
2012-11-07 10:13:11 +01:00
f9d8ee682c
Reduced the number of simulations.
2012-11-07 10:13:11 +01:00
59a62d87af
Fixed bugs.
2012-11-07 10:13:11 +01:00
0ab230b474
Fix copyright notices
2012-10-31 17:03:49 +01:00
ca8610e768
aesthetic fix
2012-10-16 11:12:12 +02:00
07d4d0bc8d
make check: add more dependencies
2012-10-16 11:10:13 +02:00
269c221a0e
make check: add dependencies
2012-10-15 17:42:20 +02:00
7dbfaebf59
test suite parallelization
2012-10-12 18:13:17 +02:00
fd633cba2c
Load system-wide initialization file when running octave tests
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This is necessary to ensure that Octave Forge packages are loaded.
2012-10-09 09:57:21 +02:00
b8b7d90e10
Add explicit extension to datafile, since test.m is an internal Octave function
2012-10-08 15:01:50 +02:00
2f9e34c5e5
Various fixes related to data-loading
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- 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
b7b50fa901
adding data file for test case
2012-10-06 20:45:09 +02:00
c722f53955
fixed bug with options mode_compute=0,mode_file=....
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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
78693d971b
Fix following removal of run_test.m
2012-10-06 10:23:31 +02:00
25d591485c
remove unused file
2012-10-05 17:06:23 +02:00
22d590eecd
clean test files in ms-sbvar
2012-10-04 11:40:38 +02:00
43d13fda96
remove file generated by kalman_filter_smoother/gen_data.mod in clean
2012-10-03 19:34:51 +02:00
c584245637
added lag on 2 periods to test with auxiliary variables
2012-09-19 22:51:44 +02:00
dc0955b665
Test exogenous deterministic variables at order 2
2012-09-19 10:42:51 +02:00
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
2244af9c62
adding pruning option for 3rd order
2012-07-31 21:50:59 +02:00
edf826f315
added code to optionally run cycle_reduction algorithm on GPU. Added
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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
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
57b7c0e94f
Add unit test for kalman filter with missing observations
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Contributed by Johannes Pfeifer
2012-07-06 10:32:34 +02:00
5f9d2e6492
fix test for analytic derivatives
2012-07-05 10:23:34 +02:00
e1404965ea
add tests for ifndef
2012-06-26 16:28:39 +02:00
Michel Juillard
Stéphane Adjemian (Charybdis)
Michel Juillard
Sébastien Villemot
Frédéric Karamé
Houtan Bastani
Houtan Bastani
Sébastien Villemot
Marco Ratto