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362 Commits (c079ace8c3185fded3fa260e464f15912be1dbd2)

Author SHA1 Message Date
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
Michel Juillard c5bc424dd4 added new Partial Inforamtion code sent by G. Perendia 2010-03-23 05:47:13 +01:00
Michel Juillard 6d4b0ecab7 SWZ: 
- reverting part of last change to handling of Qi and Ri in ComputingTasks.cc: r is the number of lags present in the restrictions
- fixing handling of Dirichlet option in mhm_input.dat. This fixes the strange Signal messages when running C executables.
- fix path in test_upper_cholesky.mod
 2010-03-15 12:03:37 +01:00
Michel Juillard 5b1ebc821c SWZ: adding new tests and identification/exclusions.m 2010-03-10 08:40:52 +01:00
Michel Juillard 591e426110 - reversed ordering for lower and upper Cholesky 
- added tests
- fixed various bugs
- modified initial values
Still unfinished
 2010-03-10 08:32:51 +01:00
Stéphane Adjemian (Karaba) e511f575a0 Added a matlab function to generate artificial datasets with missing observations. 2010-02-25 14:24:11 +01:00
Houtan Bastani 0b1888bc84 Simple tests showing how to use external functions. 2010-02-23 18:16:52 +01:00
Sébastien Villemot 7b8166043e Preprocessor: full support for normcdf() function, in evaluation and in C files (closes #84) 2010-02-23 14:39:49 +01:00
Stéphane Adjemian (Scylla) 724229a5c7 Added an example of perfect foresight simulation with a sign function. 2010-02-20 10:59:51 +01:00
Sébastien Villemot 99e0d248c7 Testsuite: added test for osr 2010-02-17 18:40:52 +01:00
Sébastien Villemot 0e5dc7bf06 Up-to-date .gitignore files 2010-02-02 17:22:19 +01:00
sebastien c44452d820 Fast deterministic simulations: 
* when using "bytecode" without "block", enforce "stack_solve_algo=5"
* added a test for "bytecode" without "block" option


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3388 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-27 10:13:14 +00:00
sebastien 4a3709da09 Minor fixes to build system and license notices 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3356 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-13 17:39:59 +00:00
sebastien 4d50db71dd Fix example test file: it fails with Netlib BLAS (but succeeds with ATLAS), because of a near-singularity 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3355 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-13 17:39:30 +00:00
sebastien 0542308374 Updated Collard's guide for Dynare 4.1 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3283 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-22 10:34:06 +00:00
sebastien 0011678cb5 Changes by Ferhat: 
* fix options stack_solve_algo={2,3,4} (closes #68)
* fix crashes for singular normalizations (closes #44) and implement decreasing cutoff
* fail for stack_solve_algo=2 under Octave (because there is no gmres function in Octave)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3279 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-21 10:29:21 +00:00
sebastien 462cba9158 Build system: minor adjustments 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3272 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-18 15:30:43 +00:00
sebastien 36c093c678 Build system: completed clean rule after testsuite exercising 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3271 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-18 14:07:35 +00:00
sebastien 6c185e2c6b Converted MOD test files to Unix newline convention 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3253 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-16 17:25:06 +00:00
sebastien 614b79cf72 Updated and enhanced tests for block and bytecode options 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3245 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-16 13:41:22 +00:00
sebastien 4a33aad62b k-order tests: when something is wrong, use error() instead of disp(), so that the testsuite stops 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3237 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-14 11:12:02 +00:00
sebastien cf77c3f245 * Fix USE_DLL option at order 2 (closes #64) 
* Added a corresponding test


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3236 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-14 11:06:29 +00:00
sebastien 686e9858f7 k_order_perturbation tests: added some comments and incorporated them into the testsuite 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3189 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-01 18:07:36 +00:00
michel 9d977e720b SWZ: updating SWZ test file tests/swz/test1.mod 
removing useless function


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3184 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-01 14:05:41 +00:00
michel 48dad3e37a 4.1: add preprocessor interface for k_order_solver 
rename use_k_order to k_order_solver in Matlab procedures
     fix tests


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3179 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-30 19:54:45 +00:00
michel 622a2d7ec2 4.1: adding tests for k_order_perturbation 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3175 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-30 12:22:32 +00:00
sebastien af732433d7 predetermined_variables: 
* reworked a little bit the implementation
* documented the command in the reference manual
* added a test


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3143 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-09 11:03:18 +00:00
sebastien 63d4fe0910 Build system: 
* added flags "--disable-matlab" and "--disable-octave" to top-level configure script, to manually disable building of MEX files for MATLAB / Octave
* incorporated new conditional variance decomposition test to testsuite


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3115 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-02 13:44:45 +00:00
michel 2916aa7508 manual entry + test for conditional variance decomposistion 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3112 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-02 07:29:36 +00:00
sebastien ffd9b2d405 preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-29 17:16:10 +00:00
sebastien aa6ff983a9 AIM solver: 
* added interface in the MOD file, with a new option "aim_solver" to stoch_simul and estimation
* documented the option in the reference manual


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3059 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-20 15:44:56 +00:00
ferhat e1f17fa9e5 - adds a new option in simul command when block and bytecode options are used : minimal_solving_periods. With bytecode option, the linear solver is applied only on the first periods. As soon as the set of operations remains the same from one period to another, they are repeated for the remaining periods. In some cases the linear solver could encounter exact or near singularities. To avoid these effects, this new option allows the user to extend the minimal number of periods where the model has to be solved. 
- corrects some mod files.
- In steady command, get check argument from bytecode dll

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3051 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-18 15:18:16 +00:00
sebastien 7ab6f19bbc Octave testsuite: fix for compatibility with Octave <= 3.0.1 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2946 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-18 08:46:23 +00:00
sebastien fa86fc83cf Build system: minor fix 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2934 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-16 16:46:52 +00:00
sebastien fa1746f022 Testsuite for Octave: move definition of Gnuplot terminal to Octave script 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2924 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-15 16:49:39 +00:00
sebastien ddd286863d * Convert the rest of the already existing build system to Automake 
* Add new autoconf macros


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2914 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-10 09:50:58 +00:00
sebastien fc65b4410a Reverted mistake in previous commit 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2887 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-03 09:59:21 +00:00
sebastien b88c5abcba Remove useless "markowitz" data member in DynamicModel and StaticDllModel 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2886 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-03 09:57:17 +00:00
michel 1802078154 updating SWZ sbvar code 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2875 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-30 19:24:34 +00:00
ferhat ed6cda0ca1 New options for block decomposition and bytecode (see http://www.dynare.org/DynareWiki/ByteCode): 
- the options "sparse_dll" and "sparse" are no more available. They are replaced by combinations of block (for block decomposition) and bytecode (for model stored in a binary file)
- markowitz is now an option of simul and steady commands


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2873 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-29 15:04:11 +00:00
ferhat d32dd99210 - extension of normalization of equations to nonlinear equations 
- mfs: new option for 'steady' and 'model' commands. Determines the equation belonging to the set of feedback variables.
  mfs = 0 => all variables are considered as feedback variables (default value)
  mfs = 1 => using only naturally normalized equation as potential recursive equations (all variables assigned to unnormalized equations are considered as feedback variable)
  mfs = 2 => adding to the set of potential recursive equation with mfs = 1 the linear equation in endogenous variable normalized (all variables assigned to nonlinear unnormalized equations are considered as feedback variable)
  mfs = 3 => adding to the set of potential recursive equation with mfs = 2 the non linear equation in endogenous variable normalized
- correction of few buggs in simulate.dll
- block_mfs_dll: new option for 'steady' command. Use simulate.dll to solve the steady state model (speedup the computation of the steady-state and the homotopy)

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2866 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-25 09:43:01 +00:00
ferhat 220a4c7ff6 - deletes useless files (pctimer_h.hh simulate.c and simulate.cc => needs for the no more supported options "compile") 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2852 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-21 16:00:54 +00:00
ferhat 1d9260251d - sparse_dll option works fine with feedback variables 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2851 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-21 15:50:12 +00:00
sebastien 1db8b0d277 Homotopy: 
* fixed bug with Octave in modes 1 and 3
* enhanced tests


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2832 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-10 13:14:17 +00:00
sebastien ff54854507 Build system: added missing targets in clean rules 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2804 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-03 08:26:35 +00:00
sebastien fbff270180 * Added BVAR a la sims examples in Octave testsuite 
* Switched BVAR example data to M-file instead of XLS


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2801 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-01 13:23:28 +00:00
sebastien 0e0cdc5006 trunk: added ramsey policy example to testsuite 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2788 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-25 10:02:14 +00:00
sebastien f74c6f30b2 trunk: added testsuite for Octave, incorporated in build system (merge needed) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2760 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-11 14:58:43 +00:00
ferhat 6479edf5a7 - Correction of several bugs 
- normalize an equation linear in its endogenous variable
- Chained rule derivatives (necessary to reduce a block to the feedback equations and variables)

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2726 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-05 14:45:23 +00:00
ratto 5c2b1a2aae Added test function for parallel routines. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2711 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-28 08:07:12 +00:00
george 7735da1fb0 Changing tolerance check from 1e-12 to 1e-10 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2533 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-27 15:19:07 +00:00
george d0664d3ed5 further update of tests: use stoch_simul instead estimation and have two versions: AIM and standard 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2531 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-27 09:23:16 +00:00
george c22fd6b404 AIM Test Auxiliary file added 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2530 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-27 08:57:48 +00:00
george 17df02385e Update of tests: use stoch_simul instead estimation and have two versions: AIM and standard 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2529 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-27 08:56:22 +00:00
george db899b7f6b adding oo_. in front of dr.ghx and dr.ghu 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2526 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-26 11:19:20 +00:00
michel e2a0ecba86 v4.1 tests for AIM: modified for automatic verification 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2521 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-25 21:18:42 +00:00
george 6e633aad31 AIM tests auxiliary files 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2520 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-25 16:46:11 +00:00
george e1c13c256a Test files for AIM that passed comparison of mjdgges and AIM dr.ghx and dr.ghu being equal down to near 0 differences on e-15 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2519 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-25 16:24:20 +00:00
michel 867daedd40 adding tests for recursive estimation 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2370 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-22 21:34:41 +00:00
ferhat 4fe7e3e155 - SymbolGaussElim.cc is discarded from the preprocessor (all simulations are now implemented in simulate) 
- Correction in model_info.m

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2358 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-20 22:04:37 +00:00
ferhat 29ca49f885 - Correction of several bugs in sparse_dll 
- Pound expressions accepted with sparse option


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2329 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-19 10:24:31 +00:00
ferhat f904a1a19d - new Incidence_Matrix class 
- lead and lag on exogenous variables
- corrections in dr1_sparse and dr11_sparse
- minor corrections in simulate

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2255 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-11-14 16:07:47 +00:00
michel 0e125f541e adding tests for kalman smoother 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2197 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-26 20:03:48 +00:00
ferhat 7c6ed357b6 Bugs correction in check command with sparse option in model command 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2196 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-24 16:35:06 +00:00
adjemian 986ac3e1e7 v4.1: Added test files for the new kalman filter routines. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2190 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-24 10:02:58 +00:00
ferhat f59bba3ddc - Adding SOLVE_FORWARD_COMPLETE and SOLVE_BACKWARD_COMPLETE simulation type for sparse model option 
- Adding dyn2vec at the end of a deterministic simulation with sparse or sparse_dll option

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2178 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-19 15:44:08 +00:00
adjemian afdddb8091 v4.1:/tests/kalman Bug corrections. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2175 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-17 16:22:25 +00:00
adjemian b034ca6598 v4.1:/tests/kalman Bug correction. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2173 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-17 14:43:33 +00:00
adjemian 7515534ac6 Bug corrections. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2172 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-17 14:39:10 +00:00
adjemian e0f9caa524 v4.1: Added tests for KF files. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2171 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-17 13:22:50 +00:00
adjemian 81a1a68ed7 v4.1: Added a data set with missing observations. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2156 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-16 13:41:41 +00:00
sebastien 6c6402fdeb trunk tests: 
* added Makefile for cleaning tests directory
* removed some useless stuff in objectives/
* added some svn:ignore properties


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2150 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-14 09:14:20 +00:00
sebastien a03af050af undoing r2110 and r2111 changesets 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2112 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-25 12:29:35 +00:00
michel 464e29706f reverted r2010 because of problem with FILENAME token 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2111 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-25 12:10:12 +00:00
sebastien 5c26c762e9 v4 tests: fixed executable properties 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2029 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-03 16:42:36 +00:00
ferhat 2bc10facd6 update of model used to test sparse model 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2008 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-28 13:23:17 +00:00
sebastien a03b5f4690 v4 tests: use new syntax for unit_root_vars 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1872 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-12 16:01:43 +00:00
sebastien 974fb1bab2 v4 tests/arima/mod1c.mod: use new syntax for unit_root_vars 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1868 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-12 13:21:36 +00:00
sebastien 81fae5c1a3 v4 bvar: changed nane of datafile for BVAR example (test.xls was too common a name) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1817 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-05-02 08:29:50 +00:00
sebastien 39f4ef9d90 v4 preprocessor/macro: changed escape character one more time. 
New syntax:
* directives: @#include "filename.mod"
* expressions to be substituted: @{expr}


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1788 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-10 08:16:54 +00:00
sebastien dc57439e43 v4 matlab+preprocessor: allow syntax of homotopy_setup without initial value 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1779 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-04-03 16:22:52 +00:00
sebastien 367948e4db v4 matlab+preprocessor: the three homotopy modes should now work 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1769 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-03-31 16:19:16 +00:00
ferhat 509f4f1e51 Deterministic simulations without compiler updated 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1645 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-01-25 16:48:55 +00:00
michel 16e05b418b v4 tests/practicing: modified datasaver.m for version 4 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1472 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-12-04 16:06:16 +00:00
michel 187f543a05 adding examples from Practicing Dynare 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1471 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-12-04 15:46:49 +00:00
michel fc55bcc5df v4 t_normcdf.mod: add test for x3(+1) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1466 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-11-28 17:27:15 +00:00
michel a6cd92f574 v4 tests: t_normcdf test also when there is a lag in an argument 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1462 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-11-26 16:39:53 +00:00
ferhat d884d8a397 New features: 
- Implementation of the simulation of the block decomposed model using sparse matrix using MATLAB code: 
  New option in model : sparse
  Example:
  Model(SPARSE);
  ….
  End;
- Implementation of the simulation of the block decomposed model using sparse matrix for static model. 
- Krylov methods are implemented to solve the linear model J.y=b, with J the Jacobian matrix at each step of  the Newton Method. Two Krylov's solvers are considered : 
   + Generalized Minimum Residual Method (GMRES) 
   + BiConjugate Gradients Stabilized (BICGSTAB)
  To call them the SIMULATE command has to be completed with a new option : METHOD which could have three   different values : 
   + LU : (default value)  Sparse LU resolution
   + GMRES 
   + BICGSTAB
	 	Example:
 			simul(periods=100, method=lu);
                        or        simul(method=Gmres);
- Correction of various bugs in “simulate.dll”.
- Correction of simk.m
- Correction allowing a list of VALUES or PERIODS not necessarily separated by a comma. 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1447 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-11-20 23:24:01 +00:00
michel 2a79c2cecc v4 parser.src: added function normal cumulative density normcdf(x,mean,std dev) and its derivative 
added tests/parser/t_normcdf.mod
               added Trinary Operators
               increased precision of constants written to *.m or *.c files


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1440 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-11-11 15:24:50 +00:00
adjemian 61dc2c742c git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1419 ac1d8469-bf42-47a9-8791-bf33cf982152 2007-10-05 19:47:59 +00:00
adjemian 4fc67a8780 git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1418 ac1d8469-bf42-47a9-8791-bf33cf982152 2007-10-05 19:47:51 +00:00
sebastien 0faf6de4ab v4 tests: added BVAR examples 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1374 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-17 18:26:37 +00:00
tommaso 49337940bd removing file that shouldn't have been uploaded 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1319 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-16 13:56:38 +00:00
ferhat 34004449df Error messages during compilation corrected 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1300 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-06 08:35:22 +00:00
ferhat 77d6a24cf7 Adding Markowitz criteria in the linear solver (new option in simul: "Markowitz=val" - with val a strictly positive real) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1298 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-03 22:35:30 +00:00
ferhat 9af2e461c3 New release of deterministic simulation. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1292 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-01 11:43:49 +00:00
adjemian 431a1d258a Unit root variables have to be declared before any call to steady_ (steady). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1245 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-04-15 12:49:13 +00:00
sebastien d36702b67a v4 tests/ferhat: removed spurious file 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1194 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-02-21 23:33:05 +00:00
sebastien c8d0ea4f60 v4 tests: added Ferhat's test files 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1192 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-02-21 23:29:01 +00:00
michel 18bd0d8eaf v4: added provision for calibrated measurement errors; 
correction of bugs in smoother;
there are still problems in diffuse initialization of univariate smoother
this applies to previous revisions

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1185 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-02-11 13:03:13 +00:00
michel 86cac39227 v4 adding test for kalman filter and smoother 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1184 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-02-11 13:02:29 +00:00