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