Sébastien Villemot
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a87cac34ca
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Preprocessor iface to extended_path
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2012-06-08 17:36:32 +02:00 |
Sébastien Villemot
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761b1f2df7
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Don't use loglinear in test for analytic_derivation
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2012-06-08 11:43:32 +02:00 |
Houtan Bastani
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9ce6eeebc6
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test: add [hooks] to config file
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2012-06-07 13:45:50 +02:00 |
Houtan Bastani
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585c98e515
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change file type to unix
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2012-06-07 13:45:50 +02:00 |
Sébastien Villemot
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9bea42f411
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order=2 in estimation command now triggers particle filter
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2012-06-06 17:08:53 +02:00 |
Sébastien Villemot
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2156f67298
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New option analytic_derivation for estimation
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2012-06-06 11:34:32 +02:00 |
Michel Juillard
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e98aa4df90
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fixing problem with irreversible investment tests case ep/rbcii.mod
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2012-06-05 15:57:40 +02:00 |
Sébastien Villemot
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05dca0e3ea
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Change the default algorithm for stack_solve_algo = 0
The old algorithm (LBJ) is now available under stack_stock_algo = 6
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2012-06-04 17:23:14 +02:00 |
Sébastien Villemot
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5dd9c844b3
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Implement determistic simulation of purely backward models
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2012-06-04 16:14:01 +02:00 |
Sébastien Villemot
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25b6638522
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Remove duplicate test file
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2012-06-04 12:03:32 +02:00 |
Michel Juillard
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62b1b9a2cc
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extend test case rbcii until stochastic order = 3
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2012-06-02 16:21:02 +02:00 |
Michel Juillard
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944c19ab51
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fixing extended_path test case
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2012-06-02 11:36:00 +02:00 |
Michel Juillard
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ec05f302b7
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Removing debugging code for extended path. Updating test cases.
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2012-06-01 15:01:25 +02:00 |
Sébastien Villemot
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84c37137c1
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Minor fixes
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2012-05-31 08:22:31 +02:00 |
Sébastien Villemot
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7044c8da2b
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Add new command "calib_smoother"
Closes: #233
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2012-05-30 16:28:29 +02:00 |
Michel Juillard
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eab165d3ee
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added in manual a section on how to use steady_state_model block with
initval and endval for deterministic models. Added test cases for
deterministic models.
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2012-05-29 21:31:57 +02:00 |
Michel Juillard
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539bf0ca69
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finishing implementation of optional transformation of log and non
integer power arguments to insure that they are positive
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2012-05-26 20:53:48 +02:00 |
Michel Juillard
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c6495dfc9d
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first implementation of transform_logpow. It creates too many auxilary
variables and probably violates Jensen inequality in some cases.
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2012-05-23 15:09:33 +02:00 |
Sébastien Villemot
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91e041d704
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Add unit test for purely forward models
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2012-05-15 18:38:00 +02:00 |
Marco Ratto
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da9ec0f187
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Estimation with analytic scores and hessian;
This includes re-setting the list of output arguments in objective functions
Added test function
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2012-04-29 21:18:33 +02:00 |
Michel Juillard
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7a4405e754
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added check_options are the same as steady_options. Added option
nocheck to 'check' in test fs2000/fs2000a as there is a unit root and
the user provided _steadystate.m doesn't solve the static equations
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2012-04-24 10:32:59 +02:00 |
Michel Juillard
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dd5cb335fb
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changes to stochastic perfect foresight simulation (still doesn't work
correctly with ZLB)
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2012-04-21 21:41:07 +02:00 |
Michel Juillard
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e0de97878f
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added validation test computing Ramsey policy with expecation
operator; updated build system
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2012-04-20 14:06:33 +02:00 |
Michel Juillard
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7d4a7b1bac
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adding test for computing Ramsey policy in a model using the
expectation operator.
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2012-04-20 11:51:32 +02:00 |
Sébastien Villemot
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41de387ab7
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Workaround for race condition in run_test_octave
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2012-04-06 21:54:54 +02:00 |
Sébastien Villemot
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5696dadf27
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Reindentation of Octave code
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2012-04-06 21:53:50 +02:00 |
Sébastien Villemot
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db20fdd0f4
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Fix function prototype
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2012-03-21 10:18:07 +01:00 |
Michel Juillard
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1fcf708b80
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Merge remote-tracking branch 'origin/master' into dr1break
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2012-03-10 18:21:14 +01:00 |
Stéphane Adjemian (Charybdis)
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10cd5f200a
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Changed options.
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2012-03-09 16:36:43 +01:00 |
Houtan Bastani
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402363bab2
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MS-SBVAR: rewrite ms_variance_decomposition
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2012-03-08 17:54:35 +01:00 |
Houtan Bastani
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864e0b7c7e
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MS-SBVAR: rewrite ms_irf
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2012-03-08 17:53:58 +01:00 |
Stéphane Adjemian (Charybdis)
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eaee103619
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Added a test mod file (non linear filters, comparison with linear filters).
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2012-03-08 16:56:02 +01:00 |
Stéphane Adjemian (Charybdis)
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3d682766a0
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Removed test files (non linear filters).
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2012-03-08 15:58:14 +01:00 |
Stéphane Adjemian (Charybdis)
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bf1e6a15a5
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Changed options and initial condition for tau.
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2012-03-08 15:54:20 +01:00 |
Stéphane Adjemian (Charybdis)
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f27db56bd0
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Added measurement errors in the data set.
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2012-03-08 15:44:34 +01:00 |
Stéphane Adjemian (Charybdis)
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8c4f2c79b7
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Changed options conformably to the previous commits.
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2012-03-08 12:52:53 +01:00 |
Stéphane Adjemian (Charybdis)
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cfed4b8aaa
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Changed some options and the test criteria which has to depend on the value of options_.dynatol.x.
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2012-03-08 12:50:28 +01:00 |
Michel Juillard
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3785962519
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fixing extended-path test
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2012-03-06 12:42:37 +01:00 |
Stéphane Adjemian (Charybdis)
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91d47148c5
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Removed particle filters related mod files from the test suite.
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2012-03-05 23:13:32 +01:00 |
Stéphane Adjemian (Charybdis)
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a2f3a53634
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Parallelization of local_state_space_iteration_2 (used in non linear filters).
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2012-03-05 23:11:49 +01:00 |
Sébastien Villemot
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9610cb0b20
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Testsuite: add missing files to dist rule
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2012-03-05 19:46:01 +01:00 |
Sébastien Villemot
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a708d92d45
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Added particle filter tests to the testsuite
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2012-03-05 19:45:03 +01:00 |
Sébastien Villemot
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31d6d39811
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Added test for CMAES
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2012-03-05 19:32:18 +01:00 |
Stéphane Adjemian (Charybdis)
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d5900f2822
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Added test files for non linear filters.
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2012-03-04 22:13:00 +01:00 |
Michel Juillard
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bad8746e77
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corrected bugs in extended path. The code works now with
./tests/ep/linear.mod
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2012-03-04 20:59:57 +01:00 |
Marco Ratto
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8cde66e466
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added test for new option
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2012-02-06 17:04:29 +01:00 |
Stéphane Adjemian (Charybdis)
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133e51e6d6
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Changed the test files conformably to the latest commits related to the (stochastic) extended path approach.
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2012-02-04 18:44:57 +01:00 |
Stéphane Adjemian (Charybdis)
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2f5ce2403d
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Fixed typo related to the sign of the Lagrange multiplier. Deleted trailing whitespaces.
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2012-02-03 11:25:03 +01:00 |
Michel Juillard
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c6849a0194
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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)
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2012-02-02 21:26:49 +01:00 |
Stéphane Adjemian (Charybdis)
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119a8eee3b
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Added plot (Lagrange multiplier).
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2012-01-23 14:47:01 +01:00 |