Commit Graph

13 Commits (master)

Author SHA1 Message Date
Johannes Pfeifer 48380a1370
Do not assign variables to base workspace by default
Related to https://git.dynare.org/Dynare/preprocessor/-/issues/95
2023-12-18 11:51:27 +01:00
Johannes Pfeifer 776c247b9b testsuite: use silent_optimizer option to not clutter meson log-file 2023-10-01 18:04:16 +02:00
Sébastien Villemot 4fdb15b437
Testsuite: fix test under Octave
Enforce the positivity of standard errors in the maximum likelihood
estimations. Otherwise some stderr are estimated negative, and the Bayesian
estimation fail because the initial value is out of the bounds of the prior
shape.
2022-01-21 14:50:44 +01:00
Sébastien Villemot 18060ffe4a
Testsuite: disable an estimation with mode_compute=5 that randomly fails under Octave
Similar to 3af51e3153.
2022-01-18 16:18:12 +01:00
Sébastien Villemot 4db2899868
estimated_params: fixes for new semantics
The change implemented in 21a8a5794a broke the
testsuite and was incomplete.

– new option “overwrite” to provide the old behaviour (used to fix the testsuite);
– when concatenating several “estimated_params” block, the preprocessor now
  checks that paramateres are not declared twice across blocks.
2021-12-16 15:38:09 +01:00
Sébastien Villemot 3af51e3153
Testsuite: disable an estimation with mode_compute=5 that randomly fails under Octave 2021-10-13 17:01:02 +02:00
Johannes Pfeifer 440a0e460b
Storage of results: use subfolder
Ref. #1758
2021-07-23 14:12:17 +02:00
Johannes Pfeifer c507eefc23 testsuite: check values of analytic derivation likelihood to prevent regression 2021-01-24 17:41:50 +01:00
Sébastien Villemot 39110b3087 Test for analytical_derivatives: use mode_compute=9
This optimizer seems more robust accross different hardware (with other
optimizers, the algorithm does not converge to a local maximum, e.g. on the
runner "lupi").
2018-09-27 15:05:14 +02:00
Johannes Pfeifer 22a205d59a Speed up fs2000_analytic_derivation.mod unit test by using previous mode-file 2016-06-15 00:30:28 +02:00
Johannes Pfeifer 0104f91f4b Replace initval blocks by steady_state_model blocks in fs2000 unit tests
Speeds up estimation
2015-06-07 17:11:39 +02:00
Marco Ratto 214dc74723 - Fixed bugs around analytic derivation.
- Fixed test routine, eliminating diffuse filter.
- Trapped incompatibility of diffuse filter with analytic derivation.
2015-04-01 09:00:51 +02:00
Johannes Pfeifer e60157e9b8 Add unit test for newrat with analytic derivatives and various Kalman algos 2014-12-05 15:27:52 +01:00