2f5ce2403d
Fixed typo related to the sign of the Lagrange multiplier. Deleted trailing whitespaces.
2012-02-03 11:25:03 +01:00
c6849a0194
relaxing slightly the accuracy check in ep/linear.mod (the higher
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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
119a8eee3b
Added plot (Lagrange multiplier).
2012-01-23 14:47:01 +01:00
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
1f055cd539
adding two tests to the list of daily tests
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(./optimal_policy/nk_ramsey.mod ./ep/linear.mod)
2012-01-22 16:13:14 +01:00
62b1ed7923
correcting bug in extended path and added a test
2012-01-21 17:50:11 +01:00
dcaed91f66
fix to license call (checkout only works for Matlab version >= 2011a)
2012-01-09 11:57:47 +01:00
80ca47d62a
Merge remote-tracking branch 'local_master/master' into dr1break
2011-12-31 10:10:41 +01:00
30cbcdbb55
Store histval information for endogenous in M_.endo_histval
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Really closes : #157
2011-12-28 11:35:22 +01:00
5c6d93d3f0
Fixed bug (same problem as in f9dc4574).
2011-12-26 11:53:08 +01:00
327f2cf3f0
Fixed bug (related to the last changes in options_.ep structure).
2011-12-26 11:53:08 +01:00
9be84bdf65
make check: fix bug in check for license
2011-12-23 18:22:41 +01:00
3e35dea96d
Added plots. Comparison of SEP and EP.
2011-12-22 11:17:24 +01:00
2c04f5c825
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2011-12-21 18:57:09 +01:00
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
16e11d49df
ms-sbvar: replaced number_of_states with number_of_regimes
2011-12-21 12:21:30 +01:00
f88b7a24b8
Merge remote-tracking branch 'origin/master' into dr1break
2011-12-20 22:46:42 +01:00
5ec78139c0
Added variable for the expected term. Changed calibration.
2011-12-20 17:05:35 +01:00
403ffdf8b1
Merge remote-tracking branch 'local_master/master' into dr1break
2011-12-19 21:49:25 +01:00
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
c56a8e40e8
adding new functions and new tests for risky steady state
2011-12-17 17:35:42 +01:00
2ee817fbf7
adding forecast to estimation test with non-stationary variables
2011-12-15 17:35:27 +01:00
f6cc14eebf
Reduced the size of the innovation, increased the number of simulations.
2011-12-12 14:20:14 +01:00
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
87052bc243
Testsuite: add extended path test
2011-12-12 10:43:38 +01:00
bc8d4d8f08
gsa: converted DOS end of lines in Unix end of lines
2011-12-09 21:13:16 +01:00
ec0af45fc8
further fixes to gsa testsuite; make gsa compatible with Linux
2011-12-09 20:55:02 +01:00
eb13241deb
Merge remote-tracking branch 'ratto/master'
2011-12-09 18:43:59 +01:00
9334958461
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2011-12-09 18:10:54 +01:00
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
9618018fe9
fixed gsa testsuite
2011-12-05 16:51:32 +01:00
64e7a65fcb
prepare parallel for testsuite
2011-12-02 16:15:14 +01:00
a5e36abe54
correcting tests
2011-12-02 11:42:16 +01:00
0f8cb1889f
adding new tests
2011-12-01 22:07:29 +01:00
fa77b90acc
Testsuite: add missing file to EXTRA_DIST
2011-11-30 15:25:51 +01:00
abdd700da9
Testsuite: delete some more generated files
2011-11-30 14:25:58 +01:00
1ecb2c6be9
Testsuite: fix "make clean" target
2011-11-30 14:25:58 +01:00
ef13043916
Testsuite: delete generated files from git
2011-11-30 14:25:58 +01:00
ccaa0af9d9
trivial changes in test files
2011-11-21 15:04:09 +01:00
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
47544641e0
Testsuite: fix issue with block/bytecode
2011-11-18 15:11:22 +01:00
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
351133500e
Fix typo
2011-11-06 11:26:52 +01:00
9cc3625520
Remove extra space (was causing spurious fail in testsuite)
2011-11-04 18:05:39 +01:00
7175e7ce32
fixing tests
2011-11-04 09:11:25 +01:00
cfb57feff5
correcting tests
2011-11-03 11:14:37 +01:00
7a129e14bc
fixing tests
2011-11-02 21:16:49 +01:00
31349d0b57
adding new test
2011-11-02 20:54:58 +01:00
b4e7e55031
fixing bug with univariate filter
2011-11-02 17:54:48 +01:00
0b0c939849
fixing bug with smoother with univariate filters
2011-11-02 14:02:12 +01:00
b342e45261
removing file that shouldn't be under git
2011-10-31 13:45:08 +01:00
4cbe2d4634
modify test to include nested expectations
2011-10-26 14:30:47 +02:00
44499a5fe3
Added missing file to EXTRA_DIST
2011-10-25 18:31:17 +02:00
e8c6108238
testsuite: add recent steadystate files to EXTRA_DIST
2011-10-25 18:19:51 +02:00
697ddc0a72
Aligned routines with recent changes in dataset and identification.
...
Fixed ls2003.mod for testsuite
2011-10-24 18:45:12 +02:00
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
9f2a4fddc0
adding tests for recursive estimation
2011-10-21 22:13:56 +02:00
88be4fa3d4
fixing bug in prior_posterior_statistics.m and in recursive estimation
2011-10-21 22:06:09 +02:00
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
6a6ad0ecff
fix makefile typo
2011-10-19 14:19:35 +02:00
9425b36358
fixing problems related to auxiliary variables
2011-10-19 12:47:15 +02:00
19ead949a9
skipped use of mapping toolbox from testsuite;
2011-10-14 14:51:58 +02:00
1bb567abdf
updating list of tests
2011-10-13 22:06:07 +02:00
f94d4e91f3
allowing for vector of deterministic shocks
2011-10-13 21:55:55 +02:00
0a3545f2af
adding missing test files
2011-10-13 20:45:22 +02:00
6079cf029d
updating test files
2011-10-13 17:14:59 +02:00
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
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
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
37b304033c
Fix typo
2011-10-09 10:15:58 +02:00
03a4680fbb
add missing file to extra_dist
2011-10-07 11:57:53 +02:00
973d0f33c9
MS-SBVAR: add test for repeated calls to ms_* routines
2011-10-07 11:57:53 +02:00
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
c5b2afa3c1
Testsuite: fix typos and wrong filename for identification tests
2011-09-30 14:47:36 +02:00
509b34aa9f
added gsa to testsuite
2011-09-28 21:21:54 +02:00
0013740bc3
added identification to testsuite
2011-09-28 20:49:08 +02:00
aa1306651d
Testsuite: fix crash introduced in 347ab4d0c0
2011-09-27 14:33:43 +02:00
347ab4d0c0
preprocessor: modified order of auxiliary variables definitions
2011-09-25 20:21:30 +02:00
811592725a
Reduced the number of MCMC simulations. Deleted trailing whitespace.
2011-09-21 18:35:24 +02:00
b1d87ecebf
Testsuite: do not fail if MATLAB optimization toolbox is not available ( closes : #210 )
2011-09-19 16:41:53 +02:00
aa14422464
tests: closing graphic windows after each individual test
2011-09-18 15:58:32 +02:00
d9b48f78ef
correcting bug in Octave testing routine
2011-09-17 18:39:58 +02:00
743c6f5880
tests: corrected bug introduced in 290270afb8
2011-09-17 17:01:36 +02:00
ac5e99595e
Testsuite: minor fix
2011-09-13 18:08:04 +02:00
da8fabf43c
remove upper/lower_cholesky options from ms_estimation and sbvar
2011-09-13 11:45:42 -04:00
3c206dfda7
add set_dynare_seed to test file for easy comparison of output
2011-09-13 11:44:01 -04:00
cf1e316dc8
cleaning up ms-sbvar tests
2011-09-12 21:09:39 +02:00
b3dbdfacc3
Added the matlab script introduced by commit d418087ac1 in
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the .gitignore file (this m file has to be versioned).
2011-09-12 14:38:25 +02:00
d418087ac1
Added matlab script for running unitary scripts.
2011-09-12 14:36:42 +02:00
f20eda6434
fix mod test files for deprecated restriction_fname
2011-09-09 13:27:01 -04:00
673fed2110
remove duplicate test files (duplicate test_lower_cholesky.mod, test_upper_cholesky.mod)
2011-09-09 13:27:00 -04:00
3b772622e6
MS-SBVAR: move files only used for checking work
2011-09-09 13:27:00 -04:00
290270afb8
Testsuite:
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- 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
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
cf7d1723f4
update gitignore
2011-08-30 16:12:00 +02:00
9a0a87ca44
save make-check summary to text file
2011-08-19 19:18:14 +02:00
f6f61df162
fix typo
2011-08-18 09:41:54 +02:00
0da1aab3a8
preprocessor: add absolute value and signum
2011-08-16 14:52:35 +02:00
0f001abbe4
MS-SBVAR: input options that allow code to be called with previous output files
2011-08-10 18:22:53 +02:00
1fdb4eb233
removed unused ms-sbvar tests
2011-08-02 12:07:44 +02:00
Stéphane Adjemian (Charybdis)
Michel Juillard
Houtan Bastani
Sébastien Villemot
Marco Ratto
Michel Juillard
Michel Juillard