tests/Makefile.am

@@ -6,6 +6,7 @@ MODFILES = \
 	estimation/fs2000_calibrated_covariance.mod \
 	estimation/fs2000_model_comparison.mod \
 	estimation/fs2000_fast.mod \
+	estimation/fs2000_slice.mod \
 	estimation/MH_recover/fs2000_recover.mod \
 	estimation/MH_recover/fs2000_recover_2.mod \
 	estimation/MH_recover/fs2000_recover_3.mod \

tests/estimation/MH_recover/fs2000_recover_tarb.mod

-//Test mh_recover function for RW-MH when use_tarb was also used
+//Test mh_recover function for RW-MH when posterior_sampling_method='tarb' is also used
 
 @#include "fs2000.common.inc"
 
 options_.MaxNumberOfBytes=10*11*8/2;
-estimation(use_tarb,order=1, datafile='../fsdat_simul',nobs=192, loglinear, mh_replic=10, mh_nblocks=2, mh_jscale=0.8);
+estimation(posterior_sampling_method='tarb',order=1, datafile='../fsdat_simul',nobs=192, loglinear, mh_replic=10, mh_nblocks=2, mh_jscale=0.8);
 copyfile([M_.dname filesep 'metropolis' filesep M_.dname '_mh1_blck1.mat'],[M_.dname '_mh1_blck1.mat'])
 copyfile([M_.dname filesep 'metropolis' filesep M_.dname '_mh2_blck2.mat'],[M_.dname '_mh2_blck2.mat'])
 delete([M_.dname filesep 'metropolis' filesep M_.dname '_mh2_blck2.mat'])
 
-estimation(use_tarb,order=1, datafile='../fsdat_simul',mode_compute=0,mode_file=fs2000_recover_mode, nobs=192, loglinear, mh_replic=2000, mh_nblocks=2, mh_jscale=0.8,mh_recover);
+estimation(posterior_sampling_method='tarb',order=1, datafile='../fsdat_simul',mode_compute=0,mode_file=fs2000_recover_mode, nobs=192, loglinear, mh_replic=2000, mh_nblocks=2, mh_jscale=0.8,mh_recover);
 
 %check first unaffected chain
 temp1=load([M_.dname '_mh1_blck1.mat']);

tests/estimation/TaRB/fs2000_tarb.mod

@@ -17,7 +17,7 @@
  */
 
 /*
- * Copyright (C) 2004-2010 Dynare Team
+ * Copyright (C) 2004-2016 Dynare Team
  *
  * This file is part of Dynare.
  *
@@ -115,8 +115,7 @@ end;
 varobs gp_obs gy_obs;
 
 estimation(order=1, datafile='../fsdat_simul',nobs=192, loglinear, mh_replic=30, mh_nblocks=2, mh_jscale=0.5,mode_compute=4,
-use_TaRB,
-tarb_mode_compute=4,
-tarb_new_block_probability=0.3,
+posterior_sampling_method='tarb',
+posterior_sampler_options=('tarb_mode_compute',4,'tarb_new_block_probability',0.3),
 silent_optimizer
 );

tests/estimation/fs2000_slice.mod

+// See fs2000.mod in the examples/ directory for details on the model
+
+var m P c e W R k d n l gy_obs gp_obs y dA;
+varexo e_a e_m;
+
+parameters alp bet gam mst rho psi del;
+
+alp = 0.33;
+bet = 0.99;
+gam = 0.003;
+mst = 1.011;
+rho = 0.7;
+psi = 0.787;
+del = 0.02;
+
+model;
+dA = exp(gam+e_a);
+log(m) = (1-rho)*log(mst) + rho*log(m(-1))+e_m;
+-P/(c(+1)*P(+1)*m)+bet*P(+1)*(alp*exp(-alp*(gam+log(e(+1))))*k^(alp-1)*n(+1)^(1-alp)+(1-del)*exp(-(gam+log(e(+1)))))/(c(+2)*P(+2)*m(+1))=0;
+W = l/n;
+-(psi/(1-psi))*(c*P/(1-n))+l/n = 0;
+R = P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(-alp)/W;
+1/(c*P)-bet*P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)/(m*l*c(+1)*P(+1)) = 0;
+c+k = exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)+(1-del)*exp(-(gam+e_a))*k(-1);
+P*c = m;
+m-1+d = l;
+e = exp(e_a);
+y = k(-1)^alp*n^(1-alp)*exp(-alp*(gam+e_a));
+gy_obs = dA*y/y(-1);
+gp_obs = (P/P(-1))*m(-1)/dA;
+end;
+
+initval;
+k = 6;
+m = mst;
+P = 2.25;
+c = 0.45;
+e = 1;
+W = 4;
+R = 1.02;
+d = 0.85;
+n = 0.19;
+l = 0.86;
+y = 0.6;
+gy_obs = exp(gam);
+gp_obs = exp(-gam);
+dA = exp(gam);
+end;
+
+shocks;
+var e_a; stderr 0.014;
+var e_m; stderr 0.005;
+end;
+
+steady;
+
+check;
+
+estimated_params;
+alp, beta_pdf, 0.356, 0.02;
+bet, beta_pdf, 0.993, 0.002;
+gam, normal_pdf, 0.0085, 0.003;
+mst, normal_pdf, 1.0002, 0.007;
+rho, beta_pdf, 0.129, 0.223;
+psi, beta_pdf, 0.65, 0.05;
+del, beta_pdf, 0.01, 0.005;
+stderr e_a, inv_gamma_pdf, 0.035449, inf;
+stderr e_m, inv_gamma_pdf, 0.008862, inf;
+end;
+
+varobs gp_obs gy_obs;
+
+options_.posterior_sampling_method = 'slice';
+estimation(order=1,datafile=fsdat_simul,nobs=192,loglinear,mh_replic=50,mh_nblocks=2,mh_drop=0.2,mode_compute=0,cova_compute=0);
+// continue with rotated slice
+estimation(order=1,datafile=fsdat_simul,nobs=192,loglinear,mh_replic=100,mh_nblocks=2,mh_drop=0.5,load_mh_file,mode_compute=0,optim=('rotated',1,'use_mh_covariance_matrix',1));