Commit Graph

362 Commits (c079ace8c3185fded3fa260e464f15912be1dbd2)

Author SHA1 Message Date
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
Houtan Bastani 2ec494f1c9 kalman_steady_state: remove instances of mexErrMsgTxt 2011-02-11 12:25:14 +01:00
Sébastien Villemot 8e52c4cf26 Build system: fix files cleanup 2011-02-07 12:49:03 +01:00
Sébastien Villemot a6fe91a89a Build system: fix mistake in previous commit 2011-02-05 10:35:52 +01:00
Sébastien Villemot 92a922c3d6 Build system: add missing steadystate files to dist file 2011-02-04 19:26:47 +01:00
Sébastien Villemot bf565a5f74 Remove Multimod from testsuite (code is broken, unknown license for data); we
will add a new version later (maybe in the examples subdir)
2011-02-04 16:09:07 +01:00
Sébastien Villemot 593f4579be Testsuite: fix optimal policy test (options_.qz_criterium is no longer automatically assigned a value) 2011-01-26 14:12:42 -05:00
Sébastien Villemot 7c65bceb0e Preprocessor: in steady_state_model block, allow MATLAB functions which return several arguments (closes #37) 2011-01-26 13:55:01 -05:00
Sébastien Villemot a9d89821b7 Added new test to testsuite's Makefile 2011-01-10 12:21:18 +01:00
Michel Juillard 256ff761e8 stochastic simulations: fix the number of generated data to be exactly options_.periods
added ./tests/simul
2011-01-02 16:55:15 +01:00
Michel Juillard ba502e66a6 tests: fixing syntax for diffuse_filter, modifying mh_jscale 2010-12-23 08:40:58 +01:00
Houtan Bastani a11817cfa4 k-order: added support for m-files, added tests and modified manual 2010-12-22 09:48:05 +01:00
Marco Ratto 77c3d66827 Cleaned test file after pre-processor implementation. 2010-12-17 14:56:04 +01:00
Sébastien Villemot 2e45c8d4b0 Testsuite: fixed typo in seed test 2010-12-13 14:22:08 +01:00
Houtan Bastani 641f03b8d0 fixed bug that would force node sharing when two or more expectation operators had the same expression but different information sets 2010-12-08 12:29:47 +01:00
Stéphane Adjemian (Charybdis) 032957b36f Added seeds.mod in the test suite. 2010-11-26 17:41:19 +01:00
Stéphane Adjemian (Charybdis) db54c2d76e Added a routine for setting the random number generator and the seed, independantly of the version of matlab. Removed the calls to rand('state',x) in simult.m and added a test file. Still need to adapt the routines related to mcmc and swz. 2010-11-26 17:16:12 +01:00
Stéphane Adjemian (Charybdis) f8b82430cb Added example1_with_tags.mod in the tests. 2010-11-26 11:27:49 +01:00
Stéphane Adjemian (Charybdis) 90adfc5918 Added a mod file test/example with equations tags. 2010-11-26 10:50:53 +01:00
Stéphane Adjemian (Charybdis) 160922a189 Added mex file for computing the fixed point of the riccati equation in the kalman filter.
The mex works with octave but not with matlab (lapack issue again ;-).
2010-11-19 14:39:54 +01:00
Stéphane Adjemian (Charybdis) d5b032c99f Moved test files for kronecker product mex files from ./mex/sources/kronecker/tests to ./tests/kronecker. 2010-11-18 16:01:21 +01:00
Sébastien Villemot 07a0ef1a18 Testsuite: include block+bytecode tests in "make check" 2010-10-28 12:12:03 +02:00
Sébastien Villemot 23ba760c3b Implement solve_algo=0 for Octave (closes #144) 2010-10-28 12:07:50 +02:00
Sébastien Villemot 2e87b031d8 Add "check" command in test files for block and bytecode options 2010-10-27 18:36:48 +02:00
Sébastien Villemot 3f57a6ac51 Testsuite: adding missing files 2010-10-23 10:41:56 +02:00
Sébastien Villemot 0c958f16e5 Testsuite: reorganize for bock and bytecode, using a script for systematically testing options combinations 2010-10-22 16:52:02 +02:00
Sébastien Villemot 6ba0ff5415 Testsuite: cleanup partial information files 2010-10-22 16:52:02 +02:00
Ferhat Mihoubi 1a09426706 - Correction of several bugs with Octave
- Add wrapper needed to compute the steady-state using bytecode and solve_algo = 0, ..., 4
2010-10-22 10:09:07 +02:00
Sébastien Villemot 81823ad035 New oct-file for "ordschur": the diffuse filter now works under Octave 2010-10-21 15:43:13 +02:00
Sébastien Villemot 4a252d8d7c Histval block:
- fail when user tries to initialize a variable at a period which is not in the model, and make the error message explicit
- correctly handle exogenous variables in stochastic mode, which are also substituted with an aux var
- added test files
2010-10-20 14:47:03 +02:00
Houtan Bastani 894155be88 trend_var, growth_factor, deflator: stationarize a nonstationary model and test 2010-10-18 16:07:42 +02:00
Sébastien Villemot b41f2f6ccd Testsuite: add tests files for partial information 2010-10-11 16:48:41 +02:00
Marco Ratto 265c6d5bb8 Updated test file for parallel. 2010-10-11 09:05:26 +02:00
Houtan Bastani 078574ee4a external_function: add support for use_dll 2010-10-07 18:05:07 +02:00
Marco Ratto c9c6fc36d5 Test files for identification 2010-09-29 19:05:51 +02:00
Michel Juillard e92749f0a4 updated test for parallel computing 2010-09-25 15:02:48 +02:00
Sébastien Villemot f479eb1bea Testsuite: change Ireland deterministic testcase to match change in
stack_solve_algo option
2010-09-24 18:40:15 +02:00
Sébastien Villemot d0161843a4 Testsuite: removed duplicate test case (now under tests/steady_state) 2010-09-24 18:35:31 +02:00
Houtan Bastani 7b779d4351 Updated file to work with requirement that external functions always be declared before being used in the model block 2010-09-24 18:23:42 +02:00
Sébastien Villemot 648c3cd177 Preprocessor: implement STEADY_STATE operator with "use_dll" and "block"
options (closes #98)
2010-09-20 17:04:38 +02:00
Michel Juillard c92f0f8f09 SWZ: adding two additional examples for 3 and 4 Markov Switching states 2010-08-09 11:23:46 +02:00
Michel Juillard 356fe7b248 adding tests for estimation with measurement errors 2010-08-06 18:01:50 +02:00
Michel Juillard 848e53c1f2 removing duplicate file 2010-08-06 17:52:22 +02:00
Sébastien Villemot 9dca888366 Updated .gitignore 2010-06-25 15:40:03 +02:00
Stéphane Adjemian (Scylla) 32a3fe11f4 Added mod files in the test suite (for dsge-var models). 2010-06-24 16:03:17 +02:00
Houtan Bastani b5a3cb227c add native matlab statements with comments to test suite 2010-06-22 10:38:18 +02:00
Sébastien Villemot 4cca2874ae Testsuite:
* added optimal_policy/mult_elimination_test.mod to the testsuite
* moved ramsey.mod to optimal_policy/
2010-05-31 16:19:21 +02:00
Michel Juillard a3d798836e k_order_perturbation: fixing bug in making of tensor of 3rd order derivatives
modifying tests and adding a new test against dynare++ output (fs2000k4.mod)
2010-05-22 16:12:39 +02:00
Michel Juillard c758e4d62e cleaning-up mult_elimination.m and adding tests/mult_elimination_test.mod 2010-05-08 18:03:51 +02:00
Sébastien Villemot 7eff7c40c6 Build system: fixed bug 2010-05-03 11:51:39 +02:00
Sébastien Villemot 709a9304dd Testsuite: clean-up fs2000 testcase 2010-04-30 12:47:08 +02:00
Sébastien Villemot b3602541ac Preprocessor: with 'steady_state_model' command, write auxiliary equations in the steady state file 2010-04-27 17:04:52 +02:00
Sébastien Villemot 37abe362a3 Preprocessor: added new 'steady_state_model' keyword for automatically creating steady state file 2010-04-23 18:39:07 +02:00
Sébastien Villemot d72ca78d0b Build system: added new tests for normcdf(), normpdf(), erf() and steady_state() 2010-04-16 18:34:50 +02:00
Ferhat Mihoubi f4b613a54e Corrections in mod-files to test steady_state command and erf(), normcdf() and normpdf() functions 2010-04-16 18:04:57 +02:00
Ferhat Mihoubi f92b4262dc Adding mod-files to test normpdf, normcdf and erf and to test steady_state (with and without block decomposition and bytecode) 2010-04-16 17:26:42 +02:00
Sébastien Villemot 45efcd61dd Partial information: converted files to UNIX EOL convention 2010-03-24 12:14:41 +01:00
Michel Juillard ea03a64398 partial information: cleaning-up tests 2010-03-24 10:53:47 +01:00