6fb7877113
Add bunch of unit test checking the correctness of Ramsey computation with initval and steady state files
2014-07-18 13:31:01 +02:00
7ccaf3e3fa
Added two mod files in testsuite (new data interface).
2014-07-17 22:05:08 +02:00
c6562479cb
Fixed datafile issue.
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The tests/gsa contains two datafiles with the same basename and different extensions (.m and .mat). The new behaviour of the data interface forces the user to choose between the two candidate data files (ie it is no more possible to load a data file without specifying the extension in this case).
2014-06-25 11:33:24 +02:00
a0907b2e05
Merge branch 'master' into use-dseries
2014-06-23 15:15:48 +02:00
6733c83ff5
reporting: add graph option: zeroLineColor
2014-06-20 15:41:11 +02:00
940d2ffeff
Added mod file in test suite.
2014-06-19 18:12:02 +02:00
3d0ebfb40a
Added a mod file in tests for the feature introduced in commit 4f02e58010.
2014-06-17 16:05:31 +02:00
efcf6bd9c0
Use dseries object in the estimation routines.
2014-06-16 17:41:59 +02:00
af1009d8a4
Merge branch 'master' into use-dynSeries
2014-06-12 17:42:52 +02:00
06db2cf4c8
tests: modify reporting test to account for support for empty dseries + horzcat
2014-06-12 09:51:13 +02:00
27cc7b71b3
reporting: add new test
2014-06-11 12:32:00 +02:00
a9e8dbb752
Merge branch 'master' into use-dynSeries
2014-06-02 16:12:05 +02:00
9229a35e71
reporting: add new Paragraph class
2014-05-23 18:10:44 +02:00
b0386575d6
reporting: change vline to accept only one dates
2014-05-20 14:38:02 +02:00
0247faa9ed
reporting: support horizontal lines
2014-05-20 14:25:01 +02:00
d470ef16ca
reporting: support vertical lines
2014-05-20 14:17:24 +02:00
eb63ef0267
reporting: add miscTikzPictureOptions option to addGraph
2014-05-19 15:57:43 +02:00
c7b2889034
reporting: allow for miscellaneous PGFPlots options to the addPlot command
2014-05-19 15:57:37 +02:00
ae1c12f482
reporting: add option ‘graphLegendName’ to addSeries
2014-05-19 12:29:54 +02:00
a7ec5c7258
extended_path: adding missing files
2014-05-18 21:49:52 +02:00
f054428318
Merge branch 'master' into bitbucket-use-dynSeries
2014-05-18 09:13:09 +02:00
23134353e3
extended_path: update tests models; correct bugs introduced in
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previous commit
2014-05-12 14:17:19 +02:00
8bf484a140
fixed expectation model test cases. They had a crazy steady state
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revealed by the now more accurate nonlinear solver.
2014-05-08 12:23:09 +02:00
f31d060a4f
Add all-in-one-file example for smoother2histval.
2014-05-07 11:16:47 +02:00
c4a4e6eeb3
Octave testsuite: force gnuplot toolkit for text graphics.
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This is necessary since FLTK is now the default toolkit in octave 3.8.
2014-05-07 10:42:28 +02:00
28704d407d
Addded mod file for tests.
2014-04-30 15:36:03 +02:00
66d08ac3bf
Merge branch 'master' into use-dynSeries
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Conflicts:
matlab/dynare_estimation_init.m
matlab/global_initialization.m
matlab/prior_posterior_statistics.m
matlab/read_variables.m
matlab/set_prior.m
matlab/utilities/dataset/initialize_dataset.m
preprocessor/ComputingTasks.cc
2014-04-30 10:10:30 +02:00
85f7af9133
Perfect foresight solver now uses a homotopy technique by default.
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This commit introduces a "no_homotopy" option to restore the old behavior.
Ref #220
2014-04-10 16:39:06 +02:00
9c4b2d949b
Introduce two new command: perfect_foresight_{setup,solver}.
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simul is now simply an alias for
perfect_foresight_setup+perfect_foresight_solver.
2014-04-09 17:57:17 +02:00
e396b4d86d
smoother2histval/test: change datafile to avoid non-posdef matrix under MATLAB.
2014-04-07 14:58:58 +02:00
614dc3e5a6
smoother2histval/histval_file: handle lagged exogenous.
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Ref #594
2014-04-04 17:22:09 +02:00
37af4b073f
Add datafile forgotten in commit 9eebfc87.
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Ref #594
2014-04-04 14:51:49 +02:00
9eebfc87b0
Improvements to smoother2histval (ref #594 )
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- fix handling of auxiliary variables related to lagged endogenous
- add preprocessor interface
- add histval_file
- add tests (for smoother2histval with outfile, and for histval_file)
2014-04-03 15:05:20 +02:00
76e276d629
Change initial values to accomodate the change of default solver.
2014-03-11 14:54:42 +01:00
7c4cc82012
Change initial values to accomodate the change of default solver.
2014-03-10 14:09:40 +01:00
fabcbb7042
finishing ramsey_model implementation
2014-03-09 12:15:32 +01:00
9e332ef305
Forbid MOD file names that are too long.
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And rename filenames in the testsuite that are too long.
Closes #626
2014-02-28 18:25:02 +01:00
5c1488fe23
add variance to prior statement, remove stdev from another prior statement
2014-02-24 12:41:02 +01:00
b0f7b8f732
add test file to build system
2014-02-24 12:41:02 +01:00
aef3bb49aa
ms-dsge: modify test file
2014-02-24 12:41:02 +01:00
f94c2c0570
ms-dsge: test modification
2014-02-24 12:41:02 +01:00
2c2aeceb9d
preliminary test file
2014-02-24 12:37:19 +01:00
0feeb0f2a9
reporting: fix shading
2014-02-24 09:11:11 +01:00
daf6189e9c
reporting: add option 'ALL' to xTickLabels
2014-02-20 16:35:05 +01:00
5899a19e79
reporting: change xTickLabels default to be first date, last date, and, if passed, the first date of the shade region. Accordingly, change the default of the tick rotation to be 0.
2014-02-20 16:24:37 +01:00
e329ee2b60
reporting: make the titleFormat default work for both titles and subtitles, not just titles
2014-02-17 12:25:49 +01:00
28716ed52a
reporting: add subtitles for graphs, closes #580
2014-02-17 12:11:41 +01:00
522013f889
reporting: add subtitle support for tables, ref #580
2014-02-17 11:19:46 +01:00
6d71e53646
reporting: include graph title in tikz code as opposed to latex
2014-02-14 15:36:16 +01:00
eeedda5e2d
reporting: add options xAxisTight and yAxisTight
2014-02-13 17:01:34 +01:00
031dca436b
reporting: set up legends for graphs
2014-02-13 15:14:29 +01:00
be1819b282
reporting: make graph line markers work with tikz
2014-02-12 16:13:41 +01:00
db50e96193
reporting: re-impliment yrange option
2014-02-11 18:25:50 +01:00
6bbae11b66
reporting: new option xTickLabelRotation
2014-02-11 17:04:06 +01:00
2942be0e69
reporting test: pass xTickLabels explicitly
2014-02-11 15:50:07 +01:00
233016a667
reporting: modify test suite
2014-02-11 15:34:42 +01:00
a5be9dd845
Add trust-region nonlinear solver.
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Closes #260
2014-02-04 17:56:27 +01:00
260a733442
Added new mod file in the testsuite (test that the changes introduced in 201ee7d627b71bf0fade1ab28799206e001191a7 are correct).
2014-02-03 12:25:29 +01:00
9885a31587
Add unit test for loglinear option
2014-01-29 20:43:23 +01:00
618527e666
add timing to report test
2014-01-24 09:54:21 -06:00
fa9c0f0a79
reporting: add indentation to table rows. closes #581
2014-01-24 09:53:53 -06:00
0fde09e5de
remove unused variable
2014-01-21 10:56:16 -06:00
94fa6144bd
Fixed example ep/rbcii.mod (RBC model with endogenous labour supply and irreversible investment).
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The leaded lagrange multiplier (associated with the positivity constraint on investment) was missing in the Euler equation.
2014-01-17 12:06:16 +01:00
e301eeb206
reporting: tests: show functionality of tableDataRhs option
2014-01-02 15:35:41 +01:00
ed5696a938
Added test (+ cosmetic changes).
2013-12-30 16:34:26 +01:00
1ea7631930
Added new option for perfect foresight simulations (sim1 routine, available only with stack_solve_algo==0).
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Try to reduce the size of the nonlinear system of equations by skipping the (last) periods for wich the residuals are
already (almost) zero. The number of periods is not constant during the Newton, the effective number of periods for
each iteration of the Newton is available in oo_.deterministic_simulation.vperiods.
2013-12-27 18:35:53 +01:00
fd7e9afd9d
Fix test/Makefile.am following 8f8bfe6c.
2013-12-16 12:52:22 +01:00
bb1353e46b
Fix bug introduced in 8b1e76a1bf.
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The unitary tests file was renamed, but his output file wasn't.
2013-12-16 10:25:39 +01:00
80868b2955
Bug fix (max function not yet implemented for dseries objects).
2013-12-16 09:54:49 +01:00
8f8bfe6cc3
Renamed tests/ep/linear.mod as tests/ep/linearmodel.mod to avoid conflict with matlab's system identification toolbox.
2013-12-16 09:50:12 +01:00
8b1e76a1bf
Renamed tests/run_unitary_tests.m script to avoid conflict with matlab/utilities/tests/run_unitary_tests.m function.
2013-12-13 16:21:10 +01:00
857a2b0e35
Add missing antislashes
2013-12-12 11:26:03 +01:00
86a083697e
osr: added optimal value of parameters to oo_.osr.optim_params; moved
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osr_example to ./tests/optimal_policy
2013-12-11 19:24:29 +01:00
1fe12d9c3e
Added mod files (and associated steadystate files) for k_filter_ahead in the testsuite.
2013-12-11 16:45:01 +01:00
534b54074f
Do not replicate fsdat_simul.m (use the one in tests/fs2000 folder).
2013-12-11 16:43:15 +01:00
cd3b5bf3d9
Fix bug in Bayesian estimation where the filter_step_ahead command produced no output
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- Improves documentation of resulting matrices
- Adds unit test for filter_step_ahead option
2013-12-11 16:43:15 +01:00
398076432c
fix typo
2013-12-11 11:11:35 +01:00
f525de04b1
Add missing file to tarball
2013-12-09 22:25:41 +01:00
c7cb38e687
Update tests/.gitignore
2013-12-09 19:07:09 +01:00
5f3d56c31a
Add unitary tests to testsuite
2013-12-09 19:05:36 +01:00
3d525c39f2
Fix block/bytecode tests under Octave
2013-12-02 17:22:16 +01:00
f7cdc39ff2
Refuse that estimated parameters appear in the expressions defining the variance/covariance matrix of shocks
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Closes #469
2013-11-29 14:51:17 +01:00
d3175b75a9
Add newline at the end of CSV files.
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csv2cell from octave-io package has a bug (in versions < 1.2.2): it enters an
infinite loop when reading CSV files without a newline at the end.
2013-11-28 16:25:40 +01:00
70e8f48afd
reporting: replace occurrences of dynDate with dates
2013-11-22 17:11:57 +01:00
817060c954
Added unitary test for name2tex routine.
2013-11-22 16:53:02 +01:00
a0ba469863
Added mod files in the testsuite. Test new local options for the numerical gradient algorithm.
2013-11-17 14:13:03 +01:00
823ed85e8d
Various changes in tests/dsge-var mod files.
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+ Changed comments.
+ Use new Dynare's interface for specifying the version of numgrad.
2013-11-17 12:55:56 +01:00
a96d361599
Added comments in mod files (tests/dsge-var).
2013-11-16 23:40:58 +01:00
b7ff4d9f75
Added new mod file in the testsuite for Dynare's implementation of the simplex algorithm.
2013-11-16 20:24:40 +01:00
0c00151092
Merge branch 'master' into remove-dynDate-class
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Conflicts:
preprocessor/DynareBison.yy
2013-11-14 16:41:08 +01:00
a25f7150fb
Fix test under Octave, by changing the value of mode_compute
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With the former optimizer, the ML estimation under Octave would lead to a point
with a non-positive covariance matrix for shocks; in turn this would be an
unsuitable starting point for the subsequent Bayesian estimation
2013-11-08 16:07:38 +01:00
df85db65ed
Add missing test to testsuite
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Ref. #511
2013-11-07 14:47:32 +01:00
4626a1cf0f
test suite: add test file
2013-11-06 17:07:33 +01:00
fd8820a883
Change unit test for H-matrix to be positive definite
2013-11-06 16:59:01 +01:00
1893dd2220
modify test to use use_calibration option
2013-11-06 14:05:26 +01:00
0fdc18e7fb
Merge branch 'ifc'
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Conflicts:
matlab/dynare_estimation_1.m
matlab/global_initialization.m
2013-11-06 13:58:57 +01:00
8429321547
Merge branch 'master' into remove-dynDate-class
2013-11-06 12:43:06 +01:00
a72cc3ff48
Merge remote-tracking branch 'github/master'
2013-11-05 17:17:53 +01:00
73944a10c4
Finish implementation of mcmc_jumping_covariance option
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Closes #112 , #514
2013-11-05 17:16:32 +01:00
fddee8e1db
Bugfixes for correlated shocks
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Uses preprocessing capabilities introduced in 07137e804bFixes #392 and #494 . Also fixes a bug in the checking for positive definiteness of covariance matrices in likelihood functions
Allows for calibrated covariances by reading them out and setting them after covariance matrix has been reconstructed from correlation and variances.
Adds unit test
2013-11-05 15:55:29 +01:00
Johannes Pfeifer
Stéphane Adjemian (Scylla)
Houtan Bastani
Michel Juillard
Sébastien Villemot
Houtan Bastani