Commit Graph

31 Commits (beb7d42d748f9f0f5216ed7aca93dceb4f73df2c)

Author SHA1 Message Date
Houtan Bastani 30310bc7b4 Merge branch 'master' into ecb-master 2018-06-01 16:02:30 +02:00
Frédéric Karamé 1c9e186d57 Updated tests for nonlinear filters.
(cherry picked from commit e2cf2260dbd5cceeade11f0617ab33de2f8ee72b)
2018-06-01 12:13:54 +02:00
Houtan Bastani fe8dfba59d Merge branch 'master' into ecb-master
# Conflicts:
#	examples/NK_baseline_steadystate.m
#	matlab/backward/backward_model_irf.m
#	matlab/modules/dseries
#	matlab/occbin/setss.m
#	preprocessor/SymbolList.cc
#	tests/identification/as2007/as2007_steadystate.m
#	tests/identification/kim/kim2_steadystate.m
#	tests/particle/dsge_base2_steadystate.m
#	tests/steady_state/walsh1_old_ss_steadystate.m
2018-01-11 16:25:42 +01:00
Stéphane Adjemian (Scylla) 7be8f10e0e Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
Stéphane Adjemian (Charybdis) 99cb731112 Fixed indentation of matlab files. 2017-06-01 19:43:18 +02:00
Stéphane Adjemian (Charybdis) c1434118bd Added integration test for nonlinear filters with unit roots. 2017-04-03 11:25:05 +02:00
Frédéric Karamé 7df352a60b correct the name of simulated dataset files.
(cherry picked from commit e35beb605bafbd462ec7dc79f0d67f7455a93dbd)
2016-06-01 16:40:26 +02:00
Frédéric Karamé 88ebafc363 Fixes typos. 2015-05-28 14:37:48 +02:00
Frédéric Karamé a97cc09962 Simplification of the mod file. 2015-05-28 11:54:55 +02:00
Stéphane Adjemian (Hermes) e4f3ff664c Use macros and data command in tests/particle/dsge_base2.mod. 2015-05-27 18:09:03 +02:00
Stéphane Adjemian (Hermes) ccd4e40b49 Merge branch 'master' into rewrite-nonlinear-filters
Conflicts:
	.gitmodules
	tests/particle/dsge_base2.mod
2015-05-27 12:18:33 +02:00
Frédéric Karamé 2a5728dd85 last modfile 2015-05-27 12:06:50 +02:00
Frédéric Karamé b7d40cc714 add three datafiles corresponding to the usual calibration exercise in the literature. 2015-05-27 12:06:50 +02:00
Frédéric Karamé 503356c2e3 clean the dsge_base mod file. 2015-05-27 12:06:50 +02:00
Houtan Bastani 7f067311df use filter_algorithm option in particle tests 2015-02-09 03:21:25 +01:00
Frédéric Karamé b06b6a6161 Modifications for online estimation of linearly-solved models 2014-08-29 15:51:01 +02:00
Frédéric Karamé 788833d874 Added options. 2014-08-29 15:38:18 +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
Stéphane Adjemian (Charybdis) 2fc7aa7b94 Reduced the number of particles in particle/dsge_base2.mod. 2012-12-21 17:21:07 +01:00
Stéphane Adjemian (Charybdis) bd01669fb9 Fixed crash with particle/dsge_base2.mod in the test suite. 2012-12-21 17:21:07 +01:00
Frédéric Karamé a6576debd5 details all the options for testing particle filters. 2012-11-16 12:25:44 +01:00
Stéphane Adjemian (Charybdis) 59247ddcfa Added test mod file in tests/particle (not to be used in the testsuite). 2012-11-09 14:32:44 +01:00
Stéphane Adjemian (Charybdis) 2c674ce529 Use resampling in tests/particle/dsge_base2.mod. 2012-11-07 15:59:37 +01:00
Stéphane Adjemian (Charybdis) 10cd5f200a Changed options. 2012-03-09 16:36:43 +01:00
Stéphane Adjemian (Charybdis) eaee103619 Added a test mod file (non linear filters, comparison with linear filters). 2012-03-08 16:56:02 +01:00
Stéphane Adjemian (Charybdis) 3d682766a0 Removed test files (non linear filters). 2012-03-08 15:58:14 +01:00
Stéphane Adjemian (Charybdis) bf1e6a15a5 Changed options and initial condition for tau. 2012-03-08 15:54:20 +01:00
Stéphane Adjemian (Charybdis) f27db56bd0 Added measurement errors in the data set. 2012-03-08 15:44:34 +01:00
Stéphane Adjemian (Charybdis) a2f3a53634 Parallelization of local_state_space_iteration_2 (used in non linear filters). 2012-03-05 23:11:49 +01:00
Stéphane Adjemian (Charybdis) d5900f2822 Added test files for non linear filters. 2012-03-04 22:13:00 +01:00