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86 Commits (d17b813c6bdbe9bac514117c1aa8afcf20731630)

Author SHA1 Message Date
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