Commit Graph

580 Commits (b058dfbb18f0a752b592fcde6db01686312ac564)

Author SHA1 Message Date
Sébastien Villemot 559b0b5679
Source package: fix name of ms-sbvar datafile
Bug introduced in 11f8f9c7f4
2021-03-17 18:11:40 +01:00
Sébastien Villemot c9eb6920c9
local_state_space_iteration_k MEX: fix bug in output
In its output, the MEX was returning values for all endogenous variables, but
it was used in a context where only the variables from oo_.dr.restrict_var_list
were expected (as is done with local_state_space_iteration_2 MEX).

This commit fixes this discrepancy, and also fixes the test that was checking
that both MEX are returning the same output.

Closes: #1768
2021-03-10 13:45:29 +01:00
Normann Rion 9db1265892 Asssesing welfare in perfect-foresight frameworks
Ref. #1680
2021-02-25 15:12:28 +01:00
Sébastien Villemot 9066d31dd7 Merge branch 'ramsey_problem' into 'master'
Ref. #1680 : 2nd-order welfare

See merge request Dynare/dynare!1828
2021-02-23 16:08:53 +00:00
Normann Rion e880d1bcc3 Ref. #1680: 2nd-order welfare 2021-02-17 13:53:55 +01:00
Sébastien Villemot a51bdf8948
Merge branch 'smoother2histval' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1831
2021-02-16 16:58:59 +01:00
Johannes Pfeifer 788e05b2fd smoother2histval: add test case for correctness 2021-02-16 11:25:46 +01:00
Sébastien Villemot 7cbb86bb64
Testsuite: rename estimation/univariate/ols/ols.mod
Under Octave, the +ols folder conflicts with the builtin ols() function.
2021-02-09 16:58:07 +01:00
Sébastien Villemot 1cd3bfbfa8
Merge branch 'kalman_initial_state' of git.dynare.org:JohannesPfeifer/dynare 2021-01-29 15:34:11 +01:00
Johannes Pfeifer 7c8f486727 Allow setting initial state for Kalman filter
Supersedes https://git.dynare.org/Dynare/dynare/-/merge_requests/1522
2021-01-28 17:24:27 +01:00
Sébastien Villemot 6e6bc3f6c9
Testsuite: rename test files for Octave compatibility
Rename histval_initval_file/ramst_data.mod to ramst_data_generate.mod.
Otherwise, there is a conflict between the +ramst_data folder and the generated
ramst_data.m.

Similarily, rename shock_decomposition/shock_decomposition_backward.mod to
shock_decomposition/shock_decomp_backward.mod (otherwise it conflicts with
matlab/shock_decomposition_backward.m).
2021-01-27 18:24:22 +01:00
Johannes Pfeifer ec69174173
Improvements to particle tests 2021-01-22 21:19:07 +01:00
Stéphane Adjemian (Charybdis) 0f3dd003b7
Run mod files in tests/particle. 2021-01-16 17:42:17 +01:00
Johannes Pfeifer ad17b8ec33
Particle filtering: provide more informative error messages in typical problematic cases
Also adds test cases
2021-01-15 22:11:20 +01:00
Sébastien Villemot 91b0ba64c6
Testsuite: rename all test files that have the name “example.mod”
That filename conflicts with Octave’s builtin example() function.
2021-01-15 17:19:41 +01:00
Sébastien Villemot 23cb1879e9
Testsuite: fix PAC test filename 2021-01-15 17:19:41 +01:00
Willi Mutschler a697002a4e
MoM: Gradient-based optimizers can use analytical Jacobian for GMM
New option analytic_jacobian for mode_compute 1, 3, and 13
2021-01-14 10:03:39 +01:00
Stéphane Adjemian (Odysseus) b87690a9f1 Revert "Add tests for matrix notation"
This reverts commit 8d4a80956c.
2021-01-12 16:47:56 +01:00
Stéphane Adjemian (Odysseus) 0e1c9312e2
Merge remote-tracking branch 'Dynare/master' into enterprise 2021-01-11 11:06:55 +01:00
Willi Mutschler dabe0ada33
MoM: Add test for optimizers
Note that mode_compute=11 and 12 need some fixing
2021-01-07 14:14:13 +01:00
Willi Mutschler 562a9c737f
MoM: Improve testsuite
- add Andreasen, Fernandez-Villaverde, Rubio-Ramirez (2017) test models
- move models to dedicated folders
- add `make m/method_of_moments` and `make o/method_of_moments` commands to run testsuite only for method of moments
2021-01-06 14:19:17 +01:00
Sébastien Villemot 5deaca993b
Merge branch 'discretion' of git.dynare.org:JohannesPfeifer/dynare 2020-12-22 12:29:38 +01:00
Johannes Pfeifer 4b793da2c3 discretionary_policy: allow for non-linear model to be used 2020-12-18 18:22:39 +01:00
Johannes Pfeifer 4cf9f7d1a7 stoch_simul.m: reports second moments based on pruned state space at order=2 when pruning is specified
Related to https://git.dynare.org/Dynare/dynare/-/merge_requests/1744
2020-12-17 09:45:28 +01:00
Stéphane Adjemian (Charybdis) e066556d7a
Added integration test for d8ddd9ef6. 2020-12-07 22:25:54 +01:00
Sébastien Villemot 1c0d1409ea
Fix the use of [static]/[dynamic] equations with the “block” option 2020-12-07 16:24:13 +01:00
Sébastien Villemot f27852d1ec
Add test for mshocks block 2020-11-26 15:48:57 +01:00
Willi Mutschler 3c1087a369
Fix for sylvester3a for purely forward-looking models
In purely forward-looking models ghx is empty and sylvester3a gives a "Operands to the || and && operators must be convertible to logical scalar values" error, as e becomes a "1×0 empty double row vector" and not a logical.
2020-11-21 09:46:10 +01:00
Johannes Pfeifer d38a4428cc Move macro_processor/example1_macro.mod to subfolder 2020-11-02 16:00:03 +01:00
Johannes Pfeifer b4f3eb4a1c Add unit test for ifndef
See https://git.dynare.org/Dynare/dynare/-/issues/1747
2020-11-02 16:00:03 +01:00
Sébastien Villemot cf68570813
Testsuite: workaround for glibc bug #19329
This bug is causing random crashes in the testsuite on our runners.

See https://sourceware.org/bugzilla/show_bug.cgi?id=19329

(cherry picked from commit f46dfba961)
2020-10-23 15:32:07 +02:00
Sébastien Villemot 299769c51b
Testsuite/MATLAB: output stderr to log file
(cherry picked from commit 2a472a0a6b)
2020-10-23 15:32:06 +02:00
Sébastien Villemot f46dfba961
Testsuite: workaround for glibc bug #19329
This bug is causing random crashes in the testsuite on our runners.

See https://sourceware.org/bugzilla/show_bug.cgi?id=19329
2020-10-23 12:35:35 +02:00
Sébastien Villemot 2a472a0a6b
Testsuite/MATLAB: output stderr to log file 2020-10-22 18:25:42 +02:00
Sébastien Villemot 6f415dff61
Testsuite: add missing line continuation symbol in the list of .mod files
This was causing some tests to be skipped.

The bug had been introduced e7162a2a69.
2020-10-21 16:36:18 +02:00
Sébastien Villemot e21cb1ad6b
LMMCP: fix the purely backward and purely forward cases
Closes: #1720
2020-10-21 16:30:40 +02:00
Sébastien Villemot 33d8bc55f3
Redisable tests/pac/trend-component-31/example.mod, it is not yet ready (some fixes are needed in the M code) 2020-10-16 18:11:01 +02:00
Sébastien Villemot 8e3127d69e
Preprocessor rebase
– PAC model: fixes to M_.pac.MODEL.ar (information about autoregressive part)
  + Fix order of items in this structure. Previously, items were ordered
    according to the declaration order of parameters. Now, items are order
    according to lag order (first lag appears first)
  + Gracefully handle the case where there is no autoregressive part
    (Ref. Dynare/preprocessor#52)
– Block decomposition:
  + bugfix for solve one boundary blocks with mfs>0
  + fix evaluation of recursive variables in solved blocks
  (Ref. Dynare/dynare#1726)
— Fix various potential bugs with model local variable
— Ensure that negative constants are never marked as temporary terms

By the way, activate tests/pac/trend-component-31/example.mod, since it should
now work.
2020-10-16 16:53:26 +02:00
Sébastien Villemot 7270f722e4
Activate test for two PAC equations in the same file 2020-10-16 16:30:38 +02:00
Sébastien Villemot 71e3e0d49e
Fix extended_path with bytecode
By the way, document and enforce the fact that stochastic extended_path (i.e.
order > 0) is not compatible with either bytecode or block.

Closes: #1742
2020-10-14 17:25:58 +02:00
Sébastien Villemot 43311a230f
Testsuite: histval_initval_file_unit_tests.m is not a TLS file 2020-10-14 17:16:35 +02:00
Sébastien Villemot e7162a2a69
Block decomposition: new tests for mfs>0
Ref. #1726
2020-10-07 19:01:09 +02:00
Stéphane Adjemian (Charybdis) 80bfbc0736
Merge non linear shock decomposition for backward models.
Closes #2.
2020-09-29 18:17:25 +02:00
Sébastien Villemot 8d4a80956c
Add tests for matrix notation
Closes: Enterprise/dynare#1
2020-09-29 16:52:20 +02:00
Sébastien Villemot 66361eb28d
Add test for shock decomposition of backward models
Ref: Enterprise/dynare#2
2020-09-28 18:26:29 +02:00
Sébastien Villemot 865ab47fa9
Provide block_trust_region MEX under solve_algo 13 and 14
- block trust region solver now available under solve_algo=13
  It is essentially the same as solve_algo=4, except that Jacobian by finite
  difference is not handled. A test file is added for that case
- block trust region solver with shortcut for equations that can be evaluated
  is now available under solve_algo=14 (in replacement of the pure-MATLAB solver)

Closes: Enterprise/dynare#3
2020-09-18 18:01:56 +02:00
Stéphane Adjemian (Odysseus) 248ad18846 Merge remote-tracking branch 'Dynare/master' into enterprise
Fixed conflicts in:

 - .gitlab-ci.yml
 - matlab/dynare_config.m
 - matlab/dynare_solve.m
 - matlab/initvalf.m
 - matlab/perfect-foresight-models/make_ex_.m
 - matlab/perfect-foresight-models/perfect_foresight_setup.m
 - mex/build/matlab/Makefile.am
 - mex/build/matlab/configure.ac
 - mex/build/octave/Makefile.am
 - mex/build/octave/configure.ac
 - mex/sources/Makefile.am
 - preprocessor
 - tests/Makefile.am
2020-09-17 14:53:32 +02:00
Willi Mutschler 19b7d202d2 testsuite: Add test cases 2020-07-16 14:54:04 +02:00
Johannes Pfeifer 540f0454d2 Code Review of GMM routines
- fix prefilter option
- Implement iterative GMM
2020-07-16 11:38:40 +02:00
Willi Mutschler 3615962a61 First draft of method of moments toolbox with GMM and SMM 2020-07-16 11:38:38 +02:00