Stéphane Adjemian (Charybdis)
fb3335f191
Added unitary tests for aggregate routine.
2019-10-02 10:41:32 +02:00
Sébastien Villemot
5d8babb15c
Merge remote-tracking branch 'community/master' into enterprise
2019-10-02 10:36:48 +02:00
Houtan Bastani
32932ce741
preprocessor: submodule update
2019-10-02 10:32:01 +02:00
Sébastien Villemot
9c9e2b443e
Merge remote-tracking branch 'community/master' into enterprise
2019-10-01 14:54:52 +02:00
Stéphane Adjemian (Charybdis)
ad73aac0ad
Fixed integration test.
...
Need to increase accuracy (set tolf 1e-9 instead of 1e-6) if some
endogenous variables appear under logs (which is the case for x3).
2019-09-30 14:29:19 +02:00
Houtan Bastani
715ae0ce39
preprocessor: submodule update
2019-09-30 12:28:29 +02:00
Sébastien Villemot
e2c57dc5f5
Increase test tolerance
2019-09-26 17:35:24 +02:00
Sébastien Villemot
88c38c9ebc
Fixed some trend_component_model tests
...
Those tests broke because they were declaring an endogenous (var_allows_…) that
is not used in the model, and this is no longer allowed by the preprocessor.
Those variables were introduced by commit
dccabecee7
(on the old ecb-master branch), at the
same time as a second PAC equation was introduced.
The fix consists in making the second PAC equation different from the first
one, defining a different endogenous.
2019-09-26 17:35:15 +02:00
Sébastien Villemot
cbb59fe6f8
Merge remote-tracking branch 'community/master' into enterprise
2019-09-26 16:54:27 +02:00
Sébastien Villemot
e9da62eca9
Add missing exceptions to .gitignore
2019-09-26 15:19:26 +02:00
Sébastien Villemot
e521dcf081
Drop useless LICENSE file
2019-09-26 15:19:14 +02:00
Sébastien Villemot
f665117879
Remove spurious indentation changes
...
This commits reverts various spurious indentation changes that were on the
ecb-master but not on the master branch.
2019-09-26 15:17:54 +02:00
Sébastien Villemot
42392df3bc
Put binary test datafiles in the git repository
...
This makes the testsuite robust to network failures.
2019-09-19 14:20:00 +02:00
Houtan Bastani
e043c60903
pass M_, options_, oo_ as arguments to stoch_simul, simult_, discretionary_policy. closes dynare#1197
2019-09-12 11:57:01 +02:00
Houtan Bastani
53ce6222c2
remove unused variable in dynare_config
2019-09-05 11:48:19 +02:00
Sébastien Villemot
b73f5b7816
Compatibility fix for Octave 5
...
The sleep() function has been removed in favor of pause().
2019-08-22 17:03:19 +02:00
Houtan Bastani
5994321cd7
preprocessor: submodule update
2019-08-19 16:58:14 +02:00
Houtan Bastani
ea06dfbcd5
add tests for casting and range in macro processor
2019-08-07 11:30:16 -04:00
Houtan Bastani
f2b61b3e9e
submodule update: preprocessor; doc: introduce comprehensions
2019-06-26 15:09:55 +02:00
Houtan Bastani
cb0e84a2c4
submodule update: preprocessor
2019-06-25 10:12:20 +02:00
Houtan Bastani
69229b6b2a
submodule update: preprocessor
2019-06-24 11:16:21 +02:00
Houtan Bastani
42e8b55274
add macro test to file
2019-06-24 11:16:21 +02:00
Houtan Bastani
b4d2239da2
submodule update: preprocessor: rework macroprocessor
2019-06-21 17:11:14 +02:00
Stéphane Adjemian (Charybdis)
efc174115e
Use verbatim block.
2019-06-17 11:33:56 +02:00
Stéphane Adjemian (Charybdis)
75945a62ac
Fixed plot_contribution routine.
2019-05-14 22:12:33 +02:00
Houtan Bastani
13547964dc
change graph in reporting test to show how to associate integers with time periods
2019-05-10 11:02:46 +02:00
Sébastien Villemot
b0841b4136
Fix test files following change in the preprocessor when there is no parameter or exogenous
2019-04-30 16:42:53 +02:00
Stéphane Adjemian (Charybdis)
ea68f849d5
Renamed routine.
2019-04-29 23:49:04 +02:00
Stéphane Adjemian (Charybdis)
92e7010b97
Added integration test.
2019-04-29 23:39:14 +02:00
Sébastien Villemot
b2957127ad
k-order DLL: check that simulated time series at order 9 is correct
...
Ref #217
2019-04-29 15:48:03 +02:00
Sébastien Villemot
7ddf3046b7
Improve description of k-order tests
2019-04-29 15:46:47 +02:00
Stéphane Adjemian (Charybdis)
b6a80229a9
Added integration test for cherrypick and agregate routines.
2019-04-27 18:12:53 +02:00
Sébastien Villemot
f1b16ced4e
k-order DLL: check computed policy functions at order 9 against Burnside's model
...
Ref #217
2019-04-26 18:46:04 +02:00
Stéphane Adjemian (Charybdis)
64dc44740b
Efficiency change.
2019-04-26 16:20:45 +02:00
Sébastien Villemot
c5c1307725
Minor simplification
2019-04-26 14:44:36 +02:00
Stéphane Adjemian
ee891948e0
Moved IntegrationAgorithm under options_.ep.stochastic
2019-04-18 18:03:57 +02:00
Stéphane Adjemian
62b0106dde
Streamlined extended path examples.
2019-04-18 18:03:57 +02:00
Michel Juillard
d6866b2e6b
fixed saving of pseudo_data variables
2019-04-18 18:03:57 +02:00
Stéphane Adjemia (Scylla)
66e44dd830
Added missing routine.
...
Example for agregate routine.
2019-04-10 09:56:30 +02:00
Stéphane Adjemia (Scylla)
8740355407
Rewrote evaluate routine.
...
- Can handle more than one equation.
- Can handle identities.
- Forbids dynamic equations.
- Can handle following LHS y, diff(y), diff(diff(y)), log(y), diff(log(y)) and
diff(diff(log(y))), other transformations will result in an error.
- Added integration tests.
Remark 1. In the integration tests I compare the values returned by the
evaluate routine with the values computed with the simulation
routines. Normally the discrepancies should be small, but this is not
the case when the endogenous variable appear under a log on the
LHS. My current conclusion is that this has more to do with the
cumulation of the accuracy errors in the simulation routine (a
sequence of Newton algorithms) rather than with the evaluate routine.
Remark 2. Currently the only allowed nonlinear transformation on the LHS
endogenous variable is the log. It is not difficult to generalise, at
some point I had all the matlab functions allowed by Dynare,
but this would complicate the code for not much gain.
2019-04-08 11:01:34 +02:00
Stéphane Adjemia (Scylla)
94b20fe7e8
Activate two integration tests.
2019-04-02 22:57:23 +02:00
Sébastien Villemot
774e60f04c
options_.risky_steadystate is an (undocumented) boolean value
...
By the way, enable the option in example1_korder.mod (it does not work, but no
harm since it’s not in the testsuite).
2019-04-02 19:16:13 +02:00
Stéphane Adjemia (Scylla)
aa499671ce
Added the possibility to rename an endogenous variable in equation.
2019-04-02 18:06:47 +02:00
Stéphane Adjemia (Scylla)
f39f57b9b5
Added parameter values in cherrypick/agregate routines.
2019-04-02 07:11:32 +02:00
Stéphane Adjemian (Charybdis)
bb0660d506
Added integration tests (trend component models).
2019-03-29 17:58:03 +01:00
Stéphane Adjemian (Charybdis)
7b7bca8bda
Generalised trend component model.
...
Added the possibility to associate more than one trend to an endogenous
variable. The number of error correction equations is longer required to be
equal to the number of trends.
2019-03-29 17:52:46 +01:00
Houtan Bastani
d242ed88a2
dyn_ols: add date range option
2019-03-26 15:04:16 +01:00
Houtan Bastani
9ab4c6f80d
ols-style equations: handle additive elements separated by + and -
...
use same algorithm as in preprocessor to facilitate future changes
2019-03-26 11:06:30 +01:00
Stéphane Adjemian (Charybdis)
a77de6ce75
Revert last patch on Makefile.am.
2019-03-25 20:09:14 +01:00
Sébastien Villemot
d1df9317ab
Indentation fixes (tabs are meaningful in Makefiles)
2019-03-25 18:47:49 +01:00