7be8f10e0e
Use cells of strings instead of char arrays.
2018-01-09 22:30:01 +01:00
79e510a99e
Add integration tests for #1193 and #1510
2017-09-13 10:20:09 +02:00
fb57ef453d
Put all OSR unit tests into subfolder and add one for parameter bounds
2016-05-22 11:41:54 +02:00
71fd7730f0
Add unit test for Ramsey policy that checks correctness with analytical results
2015-09-08 13:47:54 +02:00
0fd76e0c6f
Assigning unique function for each input argument of lyapunov_symm.m
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The old way of redefining input arguments to satisfy different options was too error-prone. See 69daaa0460b0ddee97292c39d40355201e316622 of tholden
2015-07-22 15:11:39 +02:00
fe398e5b0d
Renamed two integration tests (appended _xfail).
2015-06-03 12:24:28 +02:00
c22d31330c
Adding 'ramsey_constraints' block to declare contraints for Ramsey
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problems. Note that LMMCP (solve_algo=10) still doesn't work in all cases.
2015-05-31 12:18:20 +02:00
91d8ce38bc
Disable OSR unit tests for optimizers not supported by Octave
2015-03-17 11:43:30 +01:00
49c32da83b
Add unit tests for different OSR algorithms
2015-02-28 20:42:46 +01:00
59c8fe4319
test system: rename ramsey.mod as ramsey_.mod to avoid removal of ramsey directory when doing make clean
2015-02-23 16:50:14 +01:00
1ac96c6808
Add initial values to prevent unit test from crashing due to numerical inaccuracy.
2014-11-24 17:40:29 +01:00
2254f846c5
bug fix: remove consecutive plus signs
2014-11-24 12:26:10 +01:00
e12b494921
Shorten length of unit test file to prevent crash
2014-11-23 09:32:29 +01:00
afb60b2528
Merge pull request #767 from JohannesPfeifer/osr_scaling
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Fix computation of objective function in OSR when covariances are specified
2014-11-21 22:03:00 +01:00
e94056a765
Add unit test for correct computation of loss function in the presence of non-stationary variables
2014-11-03 18:08:30 +01:00
4aaebfbe46
Add unit test to check whether objective function matches and whether covariances actually work
2014-11-02 13:15:55 +01:00
3d6af995bc
Update unit test by adding also auxiliary variables on exogenous variables
2014-10-30 14:23:13 +01:00
38a0941d69
Add unit test file Ramsey with auxiliary variables
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TBD: add check for correctness. As variables are dummy variables, the solution should be identical to the one without these auxiliary variables
2014-10-30 13:31:58 +01:00
4b49abd724
Add missing files for Ramsey unit test with steady state.
2014-09-07 21:15:56 +02:00
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
fabcbb7042
finishing ramsey_model implementation
2014-03-09 12:15:32 +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
c121aa14b1
Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
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Replace them by equivalents in M_ (and an extra one: M_.dynamic).
IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.
We now have the following indentities:
M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
2012-11-16 20:05:13 +01:00
02efbd31a8
Convert files to Unix EOL
2012-06-08 19:10:19 +02:00
e0de97878f
added validation test computing Ramsey policy with expecation
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operator; updated build system
2012-04-20 14:06:33 +02:00
7d4a7b1bac
adding test for computing Ramsey policy in a model using the
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expectation operator.
2012-04-20 11:51:32 +02:00
ccaa0af9d9
trivial changes in test files
2011-11-21 15:04:09 +01:00
74d1d80b0c
fixed elimination of Lagrange multipliers for Ramsey policy
2011-04-21 21:08:20 +02:00
554849a704
modifyimg *.m files for ramsey_policy when FOC are computed by the preprocessor
2011-03-27 16:54:49 +02:00
593f4579be
Testsuite: fix optimal policy test (options_.qz_criterium is no longer automatically assigned a value)
2011-01-26 14:12:42 -05:00
4cca2874ae
Testsuite:
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* added optimal_policy/mult_elimination_test.mod to the testsuite
* moved ramsey.mod to optimal_policy/
2010-05-31 16:19:21 +02:00
c758e4d62e
cleaning-up mult_elimination.m and adding tests/mult_elimination_test.mod
2010-05-08 18:03:51 +02:00
Stéphane Adjemian (Scylla)
Johannes Pfeifer
Michel Juillard
Johannes Pfeifer
Houtan Bastani
Sébastien Villemot
Sébastien Villemot
Michel Juillard