Commit Graph

8776 Commits (c56ad96c86f7244f090370788a567a9e5a80033d)

Author SHA1 Message Date
Johannes Pfeifer c56ad96c86 Add disclaimer on prior for rho to fs2000.mod
Closes #357
2015-08-06 15:19:23 +02:00
Houtan Bastani f5c4ab7d80 Merge pull request #1019 from JohannesPfeifer/unit_test_dependencies
Clarify unit test dependencies
2015-08-06 14:38:11 +02:00
Johannes Pfeifer 40faefa182 Clarify unit test dependencies
fs2000 is needed by other tests while fs2000_mf.mod is redundant

Closes #1018
2015-08-06 14:27:36 +02:00
Houtan Bastani cee7adc078 preprocessor: make hp, one-sided hp, and bandpass filters mutually exclusive 2015-08-03 17:51:45 +02:00
Houtan Bastani e13a59eb64 preprocessor: add one_sided_hp_filter to stoch_simul. #1011 2015-08-03 17:34:34 +02:00
Houtan Bastani d9a1b99899 preprocessor: add bandpass_filter option to stoch_simul. #1011 2015-08-03 17:28:55 +02:00
Houtan Bastani d5cf474b6b preprocessor: add spectral_density option to stoch_simul. #254 2015-08-03 13:02:17 +02:00
Houtan Bastani 779e59cf02 test suite: add missing deletion of downloaded binaries 2015-08-03 08:52:12 +02:00
Stéphane Adjemian ae013bbd6c Merge pull request #1010 from JohannesPfeifer/dr_test
Correct copy and paste mistake in comparison_policy_functions_dynare_…
2015-08-01 13:16:22 +02:00
Johannes Pfeifer 5adfe426bc Correct copy and paste mistake in comparison_policy_functions_dynare_mathematica.m 2015-08-01 08:26:38 +02:00
Stéphane Adjemian 4c523166b4 Merge pull request #1009 from JohannesPfeifer/dr_test
Fix filename in integration test
2015-07-31 23:15:33 +02:00
Johannes Pfeifer 30b277e6af Fix filename in unit test 2015-07-31 22:55:21 +02:00
Michel Juillard 8fb08096b2 fixed bug introduced in commit caa04fb251 2015-07-31 19:37:55 +02:00
Houtan Bastani f41e565b1d Merge pull request #1008 from JohannesPfeifer/dr_test
Unit test checking correctness of decision rules against results from…
2015-07-31 18:04:00 +02:00
Johannes Pfeifer a708037feb Unit test checking correctness of decision rules against results from Dynare 4.3.2
Detects problems as the unnoticed one introduced by caa04fb251
2015-07-31 17:45:32 +02:00
Houtan Bastani f216b9194b modify version checking files to work with versions with 2 and 3 numbers, #915 2015-07-31 13:46:37 +02:00
MichelJuillard 7567c04421 Merge pull request #1007 from JohannesPfeifer/ml_use_calibration
Filter out non-fully calibrated model when use_calibration is used wi…
2015-07-31 11:34:28 +02:00
Michel Juillard caa04fb251 add explicit opts in calls to linsolve to solve a bug in linsolve.m
for Octave 4.0.0
2015-07-31 11:25:54 +02:00
Johannes Pfeifer 64889b7335 Filter out non-fully calibrated model when use_calibration is used with ML
Required after 9557142cc4.
Closes #849
2015-07-31 11:23:58 +02:00
Houtan Bastani 9557142cc4 preprocessor: remove constraint outlined in #849 2015-07-30 17:52:47 +02:00
Houtan Bastani c88c17728e preprocessor: issue warning when param used with lead/lag. closes #976 2015-07-30 14:40:03 +02:00
Houtan Bastani a4db6f9be8 Merge pull request #1003 from JohannesPfeifer/unit_test
Lower tolerance for unit tests/irfs/example1_unit_std.mod
2015-07-30 10:19:06 +02:00
Johannes Pfeifer 7fbc587ae1 Lower tolerance for unit tests/irfs/example1_unit_std.mod
Otherwise, Octave complains
2015-07-30 10:00:40 +02:00
Michel Juillard e5d431919c fixing one more test case for deterministic simulations and leads lags
on more than one period
2015-07-29 16:36:13 +02:00
Michel Juillard 0cccceff86 fixed test cases for deterministic simulations with histval and leads
and lags on more than one period: All variables different from zero
must be declared in histval. The reference simulation has one lag
because of k(-1).
2015-07-29 16:12:53 +02:00
Michel Juillard 7d11ed7642 histval: use now the same treatment for exogenous and exogenous det
variables as for endogenous ones. Closes issue #617.
2015-07-29 16:12:53 +02:00
Houtan Bastani f26551509c preprocessor: simplify writing of NNZDerivatives 2015-07-29 14:52:15 +02:00
Michel Juillard fe861fee76 fixed bug introduced in commit 1bd2a1b1c2 2015-07-29 11:54:10 +02:00
Michel Juillard 9a7aac65de fixing type in documentation 2015-07-29 09:23:16 +02:00
Michel Juillard 1bd2a1b1c2 ep: fixed return of solve_stochastic_perfect_foresight() and solve_stochastic_perfect_foresight_2() 2015-07-28 17:17:25 +02:00
Michel Juillard 448bece904 ep: set default algorithm for solve_algo = 9 (trust region on a single block) 2015-07-28 17:17:25 +02:00
Houtan Bastani bbd12a226e Merge pull request #1002 from JohannesPfeifer/dname
Initialize M_.dname=M_.fname in global_initialization.m
2015-07-28 15:26:14 +02:00
Johannes Pfeifer 0f50f33c2c Initialize M_.dname=M_.fname in global_initialization.m
Closes #979
2015-07-28 15:23:53 +02:00
MichelJuillard 1a5c379a86 Merge pull request #1001 from JohannesPfeifer/steady_state_file_crash
Add missing return statement to evaluate_steady_state_file.m
2015-07-27 21:56:30 +02:00
MichelJuillard 2209944c7c Merge pull request #1000 from JohannesPfeifer/collect_latex
Bugfixes related to collect_LaTeX_Files.m
2015-07-27 21:55:09 +02:00
MichelJuillard 6864a5fad6 Merge pull request #999 from JohannesPfeifer/init_fix
Add check whether bayestopt_ is empty
2015-07-27 21:54:05 +02:00
MichelJuillard fb77b447bd Merge pull request #998 from JohannesPfeifer/prior_distributions
Prior distributions
2015-07-27 21:53:19 +02:00
MichelJuillard 7541cf0132 Merge pull request #996 from JohannesPfeifer/doc_allowed_names
Add info on allowed variable names to manual
2015-07-27 21:51:38 +02:00
MichelJuillard c8f11ba162 Merge pull request #995 from JohannesPfeifer/steady_fail_message
In debugging modus, provide termination values of steady state finding.
2015-07-27 21:50:16 +02:00
MichelJuillard 62ded1d250 Merge pull request #994 from JohannesPfeifer/doc_shock_decomp
Add headers and more documentation to shock_decomposition.m and graph…
2015-07-27 21:49:33 +02:00
Johannes Pfeifer f5e8aeb552 Add missing return statement to evaluate_steady_state_file.m
Otherwise, the code will subsequently crash if the steady state file does not return a conformably sized vector, although an error code was returned
2015-07-27 18:10:27 +02:00
Michel Juillard c3c72192ac small bug corrections 2015-07-27 16:52:36 +02:00
Michel Juillard ef8f36565b initializing options_.instruments = [] 2015-07-27 15:52:14 +02:00
Michel Juillard 2207b51aaa correcting typo 2015-07-27 15:51:48 +02:00
Michel Juillard 22eb824c6f extended path: fixing bug 2015-07-27 14:31:42 +02:00
Johannes Pfeifer 19fdb309ac Fix computation of prior mode for uniform distribution
While this code is never actually used, we return the prior mean, which is directly given by the first hyperparameter.
2015-07-27 10:19:02 +02:00
Johannes Pfeifer 19b7f5ea7f Bugfixes related to collect_LaTeX_Files.m
- deals with potentially unset M_.dname
- loads missing float package
- prevents crash when longnames is not used
2015-07-26 17:49:54 +02:00
Johannes Pfeifer f679594908 Add check whether bayestopt_ is empty
Otherwise crashes for calibrated smoother occur
2015-07-25 07:32:48 +02:00
Johannes Pfeifer 8b49b30f91 Add unit tests for prior sampling 2015-07-24 16:32:05 +02:00
Johannes Pfeifer b5aeefe526 Make prior_draw.m check for uniform distribution violation of bounds
Follows the logic for all other distributions
2015-07-24 16:23:40 +02:00