Michel Juillard
c6849a0194
relaxing slightly the accuracy check in ep/linear.mod (the higher
...
accuracy didn't pass the test in Octave and could generate problems
accross machine or Matlab versions)
2012-02-02 21:26:49 +01:00
Stéphane Adjemian (Charybdis)
119a8eee3b
Added plot (Lagrange multiplier).
2012-01-23 14:47:01 +01:00
Stéphane Adjemian (Charybdis)
0f1dd850ed
Added one variable (LM) and one equation to ensure that the Lagrange multiplier is positive.
...
It appeared that the Lagrange multiplier simulated by EP is positive,
but the series simulated by SEP are most of the time negative.
2012-01-23 14:46:25 +01:00
Michel Juillard
1f055cd539
adding two tests to the list of daily tests
...
(./optimal_policy/nk_ramsey.mod ./ep/linear.mod)
2012-01-22 16:13:14 +01:00
Michel Juillard
62b1ed7923
correcting bug in extended path and added a test
2012-01-21 17:50:11 +01:00
Houtan Bastani
dcaed91f66
fix to license call (checkout only works for Matlab version >= 2011a)
2012-01-09 11:57:47 +01:00
Michel Juillard
80ca47d62a
Merge remote-tracking branch 'local_master/master' into dr1break
2011-12-31 10:10:41 +01:00
Sébastien Villemot
30cbcdbb55
Store histval information for endogenous in M_.endo_histval
...
Really closes : #157
2011-12-28 11:35:22 +01:00
Stéphane Adjemian (Charybdis)
5c6d93d3f0
Fixed bug (same problem as in f9dc4574).
2011-12-26 11:53:08 +01:00
Stéphane Adjemian (Charybdis)
327f2cf3f0
Fixed bug (related to the last changes in options_.ep structure).
2011-12-26 11:53:08 +01:00
Houtan Bastani
9be84bdf65
make check: fix bug in check for license
2011-12-23 18:22:41 +01:00
Stéphane Adjemian (Charybdis)
3e35dea96d
Added plots. Comparison of SEP and EP.
2011-12-22 11:17:24 +01:00
Stéphane Adjemian (Charybdis)
2c04f5c825
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2011-12-21 18:57:09 +01:00
Stéphane Adjemian (Charybdis)
7a875fe562
Added new test files for (Stochastic) Extended Path method. Simulation of an RBC model with CES technology and irreversible investment constraint.
2011-12-21 18:54:32 +01:00
Houtan Bastani
16e11d49df
ms-sbvar: replaced number_of_states with number_of_regimes
2011-12-21 12:21:30 +01:00
Michel Juillard
f88b7a24b8
Merge remote-tracking branch 'origin/master' into dr1break
2011-12-20 22:46:42 +01:00
Stéphane Adjemian (Charybdis)
5ec78139c0
Added variable for the expected term. Changed calibration.
2011-12-20 17:05:35 +01:00
Michel Juillard
403ffdf8b1
Merge remote-tracking branch 'local_master/master' into dr1break
2011-12-19 21:49:25 +01:00
Stéphane Adjemian (Charybdis)
74e95eae61
Added new test file for (S)EP. For an autoregressive process SEP and EP should give the same results...
2011-12-19 18:13:34 +01:00
Michel Juillard
c56a8e40e8
adding new functions and new tests for risky steady state
2011-12-17 17:35:42 +01:00
Michel Juillard
2ee817fbf7
adding forecast to estimation test with non-stationary variables
2011-12-15 17:35:27 +01:00
Stéphane Adjemian (Charybdis)
f6cc14eebf
Reduced the size of the innovation, increased the number of simulations.
2011-12-12 14:20:14 +01:00
Stéphane Adjemian (Charybdis)
a36cf30118
Make options_.dynatol specific to x/f by adding dynatol.x and dynatol.f. By default dynatol.x=dynatol.f= old default value of dynatol.
2011-12-12 14:20:14 +01:00
Sébastien Villemot
87052bc243
Testsuite: add extended path test
2011-12-12 10:43:38 +01:00
Michel Juillard
bc8d4d8f08
gsa: converted DOS end of lines in Unix end of lines
2011-12-09 21:13:16 +01:00
Michel Juillard
ec0af45fc8
further fixes to gsa testsuite; make gsa compatible with Linux
2011-12-09 20:55:02 +01:00
Michel Juillard
eb13241deb
Merge remote-tracking branch 'ratto/master'
2011-12-09 18:43:59 +01:00
Stéphane Adjemian (Charybdis)
9334958461
Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare
2011-12-09 18:10:54 +01:00
Stéphane Adjemian (Charybdis)
20bd67a7aa
Added test mod file for the extended path approach (with steady state file and a routine computing
...
the mean preserving spread correction): Real Business Cycle model with endogenous labour and CES
production function.
2011-12-09 18:08:12 +01:00
Marco Ratto
9618018fe9
fixed gsa testsuite
2011-12-05 16:51:32 +01:00
Marco Ratto
64e7a65fcb
prepare parallel for testsuite
2011-12-02 16:15:14 +01:00
Michel Juillard
a5e36abe54
correcting tests
2011-12-02 11:42:16 +01:00
Michel Juillard
0f8cb1889f
adding new tests
2011-12-01 22:07:29 +01:00
Sébastien Villemot
fa77b90acc
Testsuite: add missing file to EXTRA_DIST
2011-11-30 15:25:51 +01:00
Sébastien Villemot
abdd700da9
Testsuite: delete some more generated files
2011-11-30 14:25:58 +01:00
Sébastien Villemot
1ecb2c6be9
Testsuite: fix "make clean" target
2011-11-30 14:25:58 +01:00
Sébastien Villemot
ef13043916
Testsuite: delete generated files from git
2011-11-30 14:25:58 +01:00
Michel Juillard
ccaa0af9d9
trivial changes in test files
2011-11-21 15:04:09 +01:00
Michel Juillard
e4c803d0db
fixed issues with estimation of non-stationary models. Option lik_init=2
...
is contradictory with diffuse_filter or unit_root_variables
declaration. Models with non-stationary variables, but only stationary
observed variables need diffuse_filter option and make a useless call
to kalman_filter_d (this seems better than trying to distinguish these
rare cases)
2011-11-21 12:39:02 +01:00
Sébastien Villemot
47544641e0
Testsuite: fix issue with block/bytecode
2011-11-18 15:11:22 +01:00
Sébastien Villemot
a98393339b
Testsuite: better isolation between tests
...
Restore the path and add an extra clear all between tests
2011-11-17 11:52:18 +01:00
Sébastien Villemot
351133500e
Fix typo
2011-11-06 11:26:52 +01:00
Sébastien Villemot
9cc3625520
Remove extra space (was causing spurious fail in testsuite)
2011-11-04 18:05:39 +01:00
Michel Juillard
7175e7ce32
fixing tests
2011-11-04 09:11:25 +01:00
Michel Juillard
cfb57feff5
correcting tests
2011-11-03 11:14:37 +01:00
Michel Juillard
7a129e14bc
fixing tests
2011-11-02 21:16:49 +01:00
Michel Juillard
31349d0b57
adding new test
2011-11-02 20:54:58 +01:00
Michel Juillard
b4e7e55031
fixing bug with univariate filter
2011-11-02 17:54:48 +01:00
Michel Juillard
0b0c939849
fixing bug with smoother with univariate filters
2011-11-02 14:02:12 +01:00
Michel Juillard
b342e45261
removing file that shouldn't be under git
2011-10-31 13:45:08 +01:00
Houtan Bastani
4cbe2d4634
modify test to include nested expectations
2011-10-26 14:30:47 +02:00
Sébastien Villemot
44499a5fe3
Added missing file to EXTRA_DIST
2011-10-25 18:31:17 +02:00
Sébastien Villemot
e8c6108238
testsuite: add recent steadystate files to EXTRA_DIST
2011-10-25 18:19:51 +02:00
Marco Ratto
697ddc0a72
Aligned routines with recent changes in dataset and identification.
...
Fixed ls2003.mod for testsuite
2011-10-24 18:45:12 +02:00
Michel Juillard
c87e208eb2
corrected test case: Octave fails on absence of user input for the
...
question about the list of endogenous variable to analyze in estimation
2011-10-22 09:37:40 +02:00
Michel Juillard
9f2a4fddc0
adding tests for recursive estimation
2011-10-21 22:13:56 +02:00
Michel Juillard
88be4fa3d4
fixing bug in prior_posterior_statistics.m and in recursive estimation
2011-10-21 22:06:09 +02:00
Sébastien Villemot
7dde591992
plot_conditional_forecast: add an error message under Octave <= 3.2
...
The bug in the graphics code is fixed in Octave 3.4.
Closes : #212
2011-10-21 18:15:35 +02:00
Houtan Bastani
6a6ad0ecff
fix makefile typo
2011-10-19 14:19:35 +02:00
Michel Juillard
9425b36358
fixing problems related to auxiliary variables
2011-10-19 12:47:15 +02:00
Marco Ratto
19ead949a9
skipped use of mapping toolbox from testsuite;
2011-10-14 14:51:58 +02:00
Michel Juillard
1bb567abdf
updating list of tests
2011-10-13 22:06:07 +02:00
Michel Juillard
f94d4e91f3
allowing for vector of deterministic shocks
2011-10-13 21:55:55 +02:00
Michel Juillard
0a3545f2af
adding missing test files
2011-10-13 20:45:22 +02:00
Michel Juillard
6079cf029d
updating test files
2011-10-13 17:14:59 +02:00
Michel Juillard
ee7078e56c
factoring out steady-state computations; steady_state_model now
...
generates <fname>_steadystate2.m returning parameters as well in case
they have been modified by the user. Added several test cases.
2011-10-12 21:51:14 +02:00
Michel Juillard
90e4d40272
ms-sbvar: introduced more general restriction syntax for
...
identification; added an example; still necessary to add error message
when restrictions are invalid
2011-10-12 21:47:59 +02:00
Sébastien Villemot
2b37eae3e6
Testsuite: under MATLAB, run with the 'console' option
...
In order to avoid warnings in 'nodisplay' mode.
2011-10-12 17:46:48 +02:00
Sébastien Villemot
37b304033c
Fix typo
2011-10-09 10:15:58 +02:00
Houtan Bastani
03a4680fbb
add missing file to extra_dist
2011-10-07 11:57:53 +02:00
Houtan Bastani
973d0f33c9
MS-SBVAR: add test for repeated calls to ms_* routines
2011-10-07 11:57:53 +02:00
Stéphane Adjemian (Scylla)
1dabbd8806
Fixed Marco's optimization routines (mode_compute==5).
...
Added fs2000d.mod in the testsuite (test of Marco's optimization routines).
2011-10-03 12:19:41 +02:00
Sébastien Villemot
c5b2afa3c1
Testsuite: fix typos and wrong filename for identification tests
2011-09-30 14:47:36 +02:00
Marco Ratto
509b34aa9f
added gsa to testsuite
2011-09-28 21:21:54 +02:00
Marco Ratto
0013740bc3
added identification to testsuite
2011-09-28 20:49:08 +02:00
Sébastien Villemot
aa1306651d
Testsuite: fix crash introduced in 347ab4d0c0
2011-09-27 14:33:43 +02:00
Michel Juillard
347ab4d0c0
preprocessor: modified order of auxiliary variables definitions
2011-09-25 20:21:30 +02:00
Stéphane Adjemian (Charybdis)
811592725a
Reduced the number of MCMC simulations. Deleted trailing whitespace.
2011-09-21 18:35:24 +02:00
Sébastien Villemot
b1d87ecebf
Testsuite: do not fail if MATLAB optimization toolbox is not available ( closes : #210 )
2011-09-19 16:41:53 +02:00
Michel Juillard
aa14422464
tests: closing graphic windows after each individual test
2011-09-18 15:58:32 +02:00
Michel Juillard
d9b48f78ef
correcting bug in Octave testing routine
2011-09-17 18:39:58 +02:00
Michel Juillard
743c6f5880
tests: corrected bug introduced in 290270afb8
2011-09-17 17:01:36 +02:00
Sébastien Villemot
ac5e99595e
Testsuite: minor fix
2011-09-13 18:08:04 +02:00
Houtan Bastani
da8fabf43c
remove upper/lower_cholesky options from ms_estimation and sbvar
2011-09-13 11:45:42 -04:00
Houtan Bastani
3c206dfda7
add set_dynare_seed to test file for easy comparison of output
2011-09-13 11:44:01 -04:00
Michel Juillard
cf1e316dc8
cleaning up ms-sbvar tests
2011-09-12 21:09:39 +02:00
Stéphane Adjemian (Scylla)
b3dbdfacc3
Added the matlab script introduced by commit d418087ac1
in
...
the .gitignore file (this m file has to be versioned).
2011-09-12 14:38:25 +02:00
Stéphane Adjemian (Scylla)
d418087ac1
Added matlab script for running unitary scripts.
2011-09-12 14:36:42 +02:00
Houtan Bastani
f20eda6434
fix mod test files for deprecated restriction_fname
2011-09-09 13:27:01 -04:00
Houtan Bastani
673fed2110
remove duplicate test files (duplicate test_lower_cholesky.mod, test_upper_cholesky.mod)
2011-09-09 13:27:00 -04:00
Houtan Bastani
3b772622e6
MS-SBVAR: move files only used for checking work
2011-09-09 13:27:00 -04:00
Sébastien Villemot
290270afb8
Testsuite:
...
- no longer use the 'noclearall' option when calling Dynare
- test the simulation path for the various stack_solve_algo options
- simplify code
2011-09-09 16:56:45 +02:00
Stéphane Adjemian (Scylla)
ada3eec81b
Added matlab routine to iterate on the state equation approximated at order 2 (needed for nonlinear filters).
2011-09-05 18:57:42 +02:00
Houtan Bastani
cf7d1723f4
update gitignore
2011-08-30 16:12:00 +02:00
Houtan Bastani
9a0a87ca44
save make-check summary to text file
2011-08-19 19:18:14 +02:00
Houtan Bastani
f6f61df162
fix typo
2011-08-18 09:41:54 +02:00
Houtan Bastani
0da1aab3a8
preprocessor: add absolute value and signum
2011-08-16 14:52:35 +02:00
Houtan Bastani
0f001abbe4
MS-SBVAR: input options that allow code to be called with previous output files
2011-08-10 18:22:53 +02:00
Houtan Bastani
1fdb4eb233
removed unused ms-sbvar tests
2011-08-02 12:07:44 +02:00
Houtan Bastani
367013dfd0
add tests to Makefile
2011-08-02 11:58:27 +02:00
Michel Juillard
6c81305d30
added tests conditional forecast with all possible values of parameter_set
2011-07-31 18:28:29 +02:00
Michel Juillard
ac93cd0897
added possibility to do conditional forecast with a calibrated model + bug correction + new test file
2011-07-30 20:19:15 +02:00
Michel Juillard
5cd7ef323e
adding "exclusion constants" to svar identification
2011-07-29 18:11:50 +02:00
Sébastien Villemot
3eec808cee
Merge remote-tracking branch 'houtanb/master'
2011-07-07 16:13:01 +02:00
Houtan Bastani
e20b1dd27c
test for irf_shocks
2011-07-07 16:08:13 +02:00
Marco Ratto
765d8b54a9
examples of dynare calls triggering various parallel options
2011-07-07 09:58:53 +02:00
Marco Ratto
b7a01f991a
fixed bug in model definition
2011-06-15 23:54:11 +02:00
Marco Ratto
bec4058113
Added dumpy parameter for illustrative purposes;
...
Added alternative types of call to identification routines.
2011-05-30 14:44:38 +02:00
Marco Ratto
a2b1e4111c
Added example of advanced identification command
2011-05-30 14:40:41 +02:00
Michel Juillard
018cc939a4
MS-SBVAR: updating test
2011-05-26 11:50:22 +02:00
Houtan Bastani
7f374f491f
SWZ: updates for irf, forecast and variance decomposition mex calls
2011-05-20 14:34:26 +02:00
Houtan Bastani
074b6acb7d
SWZ: changes for new code
2011-05-13 17:23:41 +02:00
Houtan Bastani
8181dc44be
build system: make check works with both matlab and octave
2011-05-04 16:28:13 +02:00
Houtan Bastani
dccdd727f1
fixed file mode
2011-05-04 11:14:42 +02:00
Houtan Bastani
503add3743
cleaned up gitignore
2011-05-04 11:08:38 +02:00
Houtan Bastani
9f216a207b
fixed bug in mod file
2011-05-04 11:08:38 +02:00
Sébastien Villemot
44903ea38a
Build system: remove unused directive
2011-04-28 10:44:02 +02:00
Michel Juillard
74d1d80b0c
fixed elimination of Lagrange multipliers for Ramsey policy
2011-04-21 21:08:20 +02:00
Houtan Bastani
e263b9258f
removed useless addpath
2011-04-21 10:18:27 +02:00
Houtan Bastani
54e900c7b6
build system: bug fix
2011-04-14 11:24:17 +02:00
Houtan Bastani
f2fac8fa42
build system: bug fix
2011-04-07 15:10:28 +02:00
Houtan Bastani
d0d7839ac5
build system: bug fix, code cleanup
2011-04-06 16:06:18 +02:00
Houtan Bastani
99cbbaed30
build system: make check update
2011-04-05 16:48:43 +02:00
Houtan Bastani
094be65b10
build system: print last err msg to stdout when an error is encountered
2011-04-04 16:18:38 +02:00
Houtan Bastani
13395ff97d
removed simul_seed option
2011-03-31 10:39:10 +02:00
Stéphane Adjemian (Scylla)
5be2e1dd2d
Bug fix. Removed simul_seed option.
2011-03-30 16:39:32 +02:00
Sébastien Villemot
a654f5abf4
Removed obsolete test file
2011-03-29 19:21:15 +02:00
Houtan Bastani
4e9f5e023a
build system: change testing system
2011-03-29 17:54:44 +02:00
Michel Juillard
e29aeeadd8
merging changes for FOC of Ramsey policy problem computed by the preprocessor
2011-03-27 16:56:29 +02:00
Michel Juillard
554849a704
modifyimg *.m files for ramsey_policy when FOC are computed by the preprocessor
2011-03-27 16:54:49 +02:00
Michel Juillard
78d882900a
more bug corrections in smoother routines
2011-03-25 21:32:45 +01:00
Houtan Bastani
8ec8944864
test for removing trends added to test system
2011-03-23 15:01:23 +01:00
Ferhat Mihoubi
8db02bf7c9
Extend the testsuite for block and bytecode options
2011-03-18 14:15:38 +01:00
Michel Juillard
14e5bbcad7
adding syntax checks for discretionary_policy in the preprocessor
2011-03-17 20:13:09 +01:00
Sébastien Villemot
ebe28543fe
GSA: move stuff to the right place
2011-03-17 15:34:40 +01:00
Sébastien Villemot
cb113b7026
Added test for discretionary policy to the testsuite
2011-03-14 11:47:46 +01:00
Michel Juillard
e029d46697
adding discretionary policy for linear quadratic models, thanks to code provided by Junior
2011-03-13 21:19:55 +01:00
Michel Juillard
7e771cee14
minor modifications to some test model files
2011-03-13 17:07:56 +01:00
Houtan Bastani
dd6159d791
SWZ: remove instances of swz throughout
2011-02-22 15:06:38 +01:00
Sébastien Villemot
412e8a7da0
Preprocessor: fix problem with "%" sign inside string in native statements
2011-02-21 11:33:22 +01:00
Houtan Bastani
9eb4f5a067
removed execute permissions on files
2011-02-14 12:27:44 +01:00
Houtan Bastani
b41fde5088
changed swz paths to ms-sbvar
2011-02-14 12:26:38 +01:00
Houtan Bastani
2ec494f1c9
kalman_steady_state: remove instances of mexErrMsgTxt
2011-02-11 12:25:14 +01:00
Sébastien Villemot
8e52c4cf26
Build system: fix files cleanup
2011-02-07 12:49:03 +01:00
Sébastien Villemot
a6fe91a89a
Build system: fix mistake in previous commit
2011-02-05 10:35:52 +01:00
Sébastien Villemot
92a922c3d6
Build system: add missing steadystate files to dist file
2011-02-04 19:26:47 +01:00
Sébastien Villemot
bf565a5f74
Remove Multimod from testsuite (code is broken, unknown license for data); we
...
will add a new version later (maybe in the examples subdir)
2011-02-04 16:09:07 +01:00
Sébastien Villemot
593f4579be
Testsuite: fix optimal policy test (options_.qz_criterium is no longer automatically assigned a value)
2011-01-26 14:12:42 -05:00
Sébastien Villemot
7c65bceb0e
Preprocessor: in steady_state_model block, allow MATLAB functions which return several arguments ( closes #37 )
2011-01-26 13:55:01 -05:00
Sébastien Villemot
a9d89821b7
Added new test to testsuite's Makefile
2011-01-10 12:21:18 +01:00
Michel Juillard
256ff761e8
stochastic simulations: fix the number of generated data to be exactly options_.periods
...
added ./tests/simul
2011-01-02 16:55:15 +01:00
Michel Juillard
ba502e66a6
tests: fixing syntax for diffuse_filter, modifying mh_jscale
2010-12-23 08:40:58 +01:00
Houtan Bastani
a11817cfa4
k-order: added support for m-files, added tests and modified manual
2010-12-22 09:48:05 +01:00
Marco Ratto
77c3d66827
Cleaned test file after pre-processor implementation.
2010-12-17 14:56:04 +01:00
Sébastien Villemot
2e45c8d4b0
Testsuite: fixed typo in seed test
2010-12-13 14:22:08 +01:00
Houtan Bastani
641f03b8d0
fixed bug that would force node sharing when two or more expectation operators had the same expression but different information sets
2010-12-08 12:29:47 +01:00
Stéphane Adjemian (Charybdis)
032957b36f
Added seeds.mod in the test suite.
2010-11-26 17:41:19 +01:00
Stéphane Adjemian (Charybdis)
db54c2d76e
Added a routine for setting the random number generator and the seed, independantly of the version of matlab. Removed the calls to rand('state',x) in simult.m and added a test file. Still need to adapt the routines related to mcmc and swz.
2010-11-26 17:16:12 +01:00
Stéphane Adjemian (Charybdis)
f8b82430cb
Added example1_with_tags.mod in the tests.
2010-11-26 11:27:49 +01:00
Stéphane Adjemian (Charybdis)
90adfc5918
Added a mod file test/example with equations tags.
2010-11-26 10:50:53 +01:00
Stéphane Adjemian (Charybdis)
160922a189
Added mex file for computing the fixed point of the riccati equation in the kalman filter.
...
The mex works with octave but not with matlab (lapack issue again ;-).
2010-11-19 14:39:54 +01:00
Stéphane Adjemian (Charybdis)
d5b032c99f
Moved test files for kronecker product mex files from ./mex/sources/kronecker/tests to ./tests/kronecker.
2010-11-18 16:01:21 +01:00
Sébastien Villemot
07a0ef1a18
Testsuite: include block+bytecode tests in "make check"
2010-10-28 12:12:03 +02:00
Sébastien Villemot
23ba760c3b
Implement solve_algo=0 for Octave ( closes #144 )
2010-10-28 12:07:50 +02:00
Sébastien Villemot
2e87b031d8
Add "check" command in test files for block and bytecode options
2010-10-27 18:36:48 +02:00
Sébastien Villemot
3f57a6ac51
Testsuite: adding missing files
2010-10-23 10:41:56 +02:00
Sébastien Villemot
0c958f16e5
Testsuite: reorganize for bock and bytecode, using a script for systematically testing options combinations
2010-10-22 16:52:02 +02:00
Sébastien Villemot
6ba0ff5415
Testsuite: cleanup partial information files
2010-10-22 16:52:02 +02:00
Ferhat Mihoubi
1a09426706
- Correction of several bugs with Octave
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- Add wrapper needed to compute the steady-state using bytecode and solve_algo = 0, ..., 4
2010-10-22 10:09:07 +02:00
Sébastien Villemot
81823ad035
New oct-file for "ordschur": the diffuse filter now works under Octave
2010-10-21 15:43:13 +02:00
Sébastien Villemot
4a252d8d7c
Histval block:
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- fail when user tries to initialize a variable at a period which is not in the model, and make the error message explicit
- correctly handle exogenous variables in stochastic mode, which are also substituted with an aux var
- added test files
2010-10-20 14:47:03 +02:00
Houtan Bastani
894155be88
trend_var, growth_factor, deflator: stationarize a nonstationary model and test
2010-10-18 16:07:42 +02:00
Sébastien Villemot
b41f2f6ccd
Testsuite: add tests files for partial information
2010-10-11 16:48:41 +02:00
Marco Ratto
265c6d5bb8
Updated test file for parallel.
2010-10-11 09:05:26 +02:00
Houtan Bastani
078574ee4a
external_function: add support for use_dll
2010-10-07 18:05:07 +02:00
Marco Ratto
c9c6fc36d5
Test files for identification
2010-09-29 19:05:51 +02:00
Michel Juillard
e92749f0a4
updated test for parallel computing
2010-09-25 15:02:48 +02:00
Sébastien Villemot
f479eb1bea
Testsuite: change Ireland deterministic testcase to match change in
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stack_solve_algo option
2010-09-24 18:40:15 +02:00
Sébastien Villemot
d0161843a4
Testsuite: removed duplicate test case (now under tests/steady_state)
2010-09-24 18:35:31 +02:00
Houtan Bastani
7b779d4351
Updated file to work with requirement that external functions always be declared before being used in the model block
2010-09-24 18:23:42 +02:00
Sébastien Villemot
648c3cd177
Preprocessor: implement STEADY_STATE operator with "use_dll" and "block"
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options (closes #98 )
2010-09-20 17:04:38 +02:00
Michel Juillard
c92f0f8f09
SWZ: adding two additional examples for 3 and 4 Markov Switching states
2010-08-09 11:23:46 +02:00
Michel Juillard
356fe7b248
adding tests for estimation with measurement errors
2010-08-06 18:01:50 +02:00
Michel Juillard
848e53c1f2
removing duplicate file
2010-08-06 17:52:22 +02:00
Sébastien Villemot
9dca888366
Updated .gitignore
2010-06-25 15:40:03 +02:00
Stéphane Adjemian (Scylla)
32a3fe11f4
Added mod files in the test suite (for dsge-var models).
2010-06-24 16:03:17 +02:00
Houtan Bastani
b5a3cb227c
add native matlab statements with comments to test suite
2010-06-22 10:38:18 +02:00
Sébastien Villemot
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
Michel Juillard
a3d798836e
k_order_perturbation: fixing bug in making of tensor of 3rd order derivatives
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modifying tests and adding a new test against dynare++ output (fs2000k4.mod)
2010-05-22 16:12:39 +02:00
Michel Juillard
c758e4d62e
cleaning-up mult_elimination.m and adding tests/mult_elimination_test.mod
2010-05-08 18:03:51 +02:00
Sébastien Villemot
7eff7c40c6
Build system: fixed bug
2010-05-03 11:51:39 +02:00
Sébastien Villemot
709a9304dd
Testsuite: clean-up fs2000 testcase
2010-04-30 12:47:08 +02:00
Sébastien Villemot
b3602541ac
Preprocessor: with 'steady_state_model' command, write auxiliary equations in the steady state file
2010-04-27 17:04:52 +02:00
Sébastien Villemot
37abe362a3
Preprocessor: added new 'steady_state_model' keyword for automatically creating steady state file
2010-04-23 18:39:07 +02:00
Sébastien Villemot
d72ca78d0b
Build system: added new tests for normcdf(), normpdf(), erf() and steady_state()
2010-04-16 18:34:50 +02:00
Ferhat Mihoubi
f4b613a54e
Corrections in mod-files to test steady_state command and erf(), normcdf() and normpdf() functions
2010-04-16 18:04:57 +02:00
Ferhat Mihoubi
f92b4262dc
Adding mod-files to test normpdf, normcdf and erf and to test steady_state (with and without block decomposition and bytecode)
2010-04-16 17:26:42 +02:00
Sébastien Villemot
45efcd61dd
Partial information: converted files to UNIX EOL convention
2010-03-24 12:14:41 +01:00
Michel Juillard
ea03a64398
partial information: cleaning-up tests
2010-03-24 10:53:47 +01:00
Michel Juillard
c5bc424dd4
added new Partial Inforamtion code sent by G. Perendia
2010-03-23 05:47:13 +01:00
Michel Juillard
6d4b0ecab7
SWZ:
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- reverting part of last change to handling of Qi and Ri in ComputingTasks.cc: r is the number of lags present in the restrictions
- fixing handling of Dirichlet option in mhm_input.dat. This fixes the strange Signal messages when running C executables.
- fix path in test_upper_cholesky.mod
2010-03-15 12:03:37 +01:00
Michel Juillard
5b1ebc821c
SWZ: adding new tests and identification/exclusions.m
2010-03-10 08:40:52 +01:00
Michel Juillard
591e426110
- reversed ordering for lower and upper Cholesky
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- added tests
- fixed various bugs
- modified initial values
Still unfinished
2010-03-10 08:32:51 +01:00
Stéphane Adjemian (Karaba)
e511f575a0
Added a matlab function to generate artificial datasets with missing observations.
2010-02-25 14:24:11 +01:00
Houtan Bastani
0b1888bc84
Simple tests showing how to use external functions.
2010-02-23 18:16:52 +01:00
Sébastien Villemot
7b8166043e
Preprocessor: full support for normcdf() function, in evaluation and in C files ( closes #84 )
2010-02-23 14:39:49 +01:00
Stéphane Adjemian (Scylla)
724229a5c7
Added an example of perfect foresight simulation with a sign function.
2010-02-20 10:59:51 +01:00
Sébastien Villemot
99e0d248c7
Testsuite: added test for osr
2010-02-17 18:40:52 +01:00
Sébastien Villemot
0e5dc7bf06
Up-to-date .gitignore files
2010-02-02 17:22:19 +01:00
sebastien
c44452d820
Fast deterministic simulations:
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* when using "bytecode" without "block", enforce "stack_solve_algo=5"
* added a test for "bytecode" without "block" option
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3388 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-27 10:13:14 +00:00
sebastien
4a3709da09
Minor fixes to build system and license notices
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3356 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-13 17:39:59 +00:00
sebastien
4d50db71dd
Fix example test file: it fails with Netlib BLAS (but succeeds with ATLAS), because of a near-singularity
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3355 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-13 17:39:30 +00:00
sebastien
0542308374
Updated Collard's guide for Dynare 4.1
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3283 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-22 10:34:06 +00:00
sebastien
0011678cb5
Changes by Ferhat:
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* fix options stack_solve_algo={2,3,4} (closes #68 )
* fix crashes for singular normalizations (closes #44 ) and implement decreasing cutoff
* fail for stack_solve_algo=2 under Octave (because there is no gmres function in Octave)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3279 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-21 10:29:21 +00:00
sebastien
462cba9158
Build system: minor adjustments
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3272 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-18 15:30:43 +00:00
sebastien
36c093c678
Build system: completed clean rule after testsuite exercising
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3271 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-18 14:07:35 +00:00
sebastien
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
sebastien
614b79cf72
Updated and enhanced tests for block and bytecode options
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3245 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 13:41:22 +00:00
sebastien
4a33aad62b
k-order tests: when something is wrong, use error() instead of disp(), so that the testsuite stops
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3237 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-14 11:12:02 +00:00
sebastien
cf77c3f245
* Fix USE_DLL option at order 2 ( closes #64 )
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* Added a corresponding test
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3236 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-14 11:06:29 +00:00
sebastien
686e9858f7
k_order_perturbation tests: added some comments and incorporated them into the testsuite
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3189 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 18:07:36 +00:00
michel
9d977e720b
SWZ: updating SWZ test file tests/swz/test1.mod
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removing useless function
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3184 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 14:05:41 +00:00
michel
48dad3e37a
4.1: add preprocessor interface for k_order_solver
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rename use_k_order to k_order_solver in Matlab procedures
fix tests
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3179 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-30 19:54:45 +00:00
michel
622a2d7ec2
4.1: adding tests for k_order_perturbation
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3175 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-30 12:22:32 +00:00
sebastien
af732433d7
predetermined_variables:
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* reworked a little bit the implementation
* documented the command in the reference manual
* added a test
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3143 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-09 11:03:18 +00:00
sebastien
63d4fe0910
Build system:
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* 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
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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
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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:
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* 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.
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- 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
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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
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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
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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
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* 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
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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
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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
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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 ):
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- 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
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- 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")
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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
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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:
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* 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
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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
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* 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
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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)
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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
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- 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.
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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
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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
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2531 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-27 09:23:16 +00:00