b8b05300c1
missing_DiffuseKalmanSmootherH1_Z.m: fix bug with variable dimension
2020-04-02 19:22:55 +02:00
e043c60903
pass M_, options_, oo_ as arguments to stoch_simul, simult_, discretionary_policy. closes dynare#1197
2019-09-12 11:57:01 +02:00
2dd940dc1a
datatomfile: Consistently replace char by cell arrays
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Required after 7be8f10e0e
2018-06-04 11:56:43 +02:00
7be8f10e0e
Use cells of strings instead of char arrays.
2018-01-09 22:30:01 +01:00
2125d82cae
Adapted integration tests to ea49f971e58a4b40b422d06d808d863124092ef4.
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FilteredVariablesKStepAheadVariances is computed and saved iff
filter_covariance option is used in estimation command.
2017-03-17 18:10:00 +01:00
ae3752a0d3
Lowered threshold value for a test.
2017-03-16 15:51:11 +01:00
ab2a4f574b
Merge pull request #1342 from JohannesPfeifer/univariate_diffuse_test
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Trigger computation of state uncertainty in unit test
2016-12-17 17:18:58 +01:00
80eeee697d
diffuse_filter: add test for compute_Pinf_Pstar
2016-11-23 20:52:57 +01:00
8ce3d2c936
Trigger computation of state uncertainty in unit test
2016-11-23 10:50:31 +01:00
98cf1bfc1d
Add smoothed state uncertainty to Kalman smoother routines
2016-11-04 09:23:55 +01:00
e214ec2976
Allow for parameter_set=mle_mode in conditional_forecast
2016-06-17 00:21:08 +02:00
1c420e6056
Allow for parameter_set=mle_mode in shock_decomposition
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Required after writing results into oo_.mle_mode for ML estimation
2016-06-17 00:21:08 +02:00
30be2ed62a
Add unit test for smoother only on nonstationary model
2016-04-14 20:11:50 +02:00
9d6126c5f6
Make fs2000_smoother_only.mod call all Kalman options
2016-04-14 20:11:50 +02:00
da5f7243e9
Add missing data file and options for kalman_filter_smoother/compare_results_simulation unit tests
2016-03-23 10:48:23 +01:00
df54e8fcab
Add unit tests for correctness of smoother results
2016-03-23 10:46:30 +01:00
386225d4e6
Delete redundant steady_state_model block (was present twice).
2015-07-21 11:49:48 +02:00
0104f91f4b
Replace initval blocks by steady_state_model blocks in fs2000 unit tests
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Speeds up estimation
2015-06-07 17:11:39 +02:00
14938fd607
Add unit test for running smoother only
2014-12-08 11:30:30 +01:00
747f90d89b
Add unit tests for correct dimension of filtered, smoothed, forecasted, and updated variables and shocks
2014-11-16 21:08:18 +01:00
02efbd31a8
Convert files to Unix EOL
2012-06-08 19:10:19 +02:00
2ee817fbf7
adding forecast to estimation test with non-stationary variables
2011-12-15 17:35:27 +01:00
7175e7ce32
fixing tests
2011-11-04 09:11:25 +01:00
cfb57feff5
correcting tests
2011-11-03 11:14:37 +01:00
7a129e14bc
fixing tests
2011-11-02 21:16:49 +01:00
31349d0b57
adding new test
2011-11-02 20:54:58 +01:00
b4e7e55031
fixing bug with univariate filter
2011-11-02 17:54:48 +01:00
0b0c939849
fixing bug with smoother with univariate filters
2011-11-02 14:02:12 +01:00
78d882900a
more bug corrections in smoother routines
2011-03-25 21:32:45 +01:00
6c185e2c6b
Converted MOD test files to Unix newline convention
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3253 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:25:06 +00:00
0e125f541e
adding tests for kalman smoother
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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
a03af050af
undoing r2110 and r2111 changesets
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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
464e29706f
reverted r2010 because of problem with FILENAME token
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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
18bd0d8eaf
v4: added provision for calibrated measurement errors;
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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
86cac39227
v4 adding test for kalman filter and smoother
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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
Johannes Pfeifer
Houtan Bastani
Stéphane Adjemian (Scylla)
Michel Juillard
Johannes Pfeifer
Sébastien Villemot
Michel Juillard
sebastien
michel