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Author SHA1 Message Date
Sébastien Villemot 6ccc7fd69e
Testsuite: switch back to mode_compute=4 in lyapunov/fs2000_lyap.mod 
This prevents an infinite (or at least very long) loop under Octave on karaba.
 2023-11-24 11:49:28 +01:00
Stéphane Adjemian (Argos) b863c309bd
Improve tests and timings for the Kalman mex. 
- Ensure that we always use the same DGP (e.g. same transition matrix).
 - Call the mex more than once with different samples.
 - Ensure that the size of the state space model is the same in tests 1, 2 and 3.
 - Fix the seed (same samples across 1, 2 and 3 except for the additive noise in 2 and 3 on the observed variables).
 2023-11-09 19:00:37 +01:00
Stéphane Adjemian (Argos) 9c61422a75
Improve debug mode. 2023-11-09 19:00:37 +01:00
Normann Rion 3a461c996c
Kalman filter mex: routine and tests 2023-11-09 19:00:37 +01:00
Johannes Pfeifer 776c247b9b testsuite: use silent_optimizer option to not clutter meson log-file 2023-10-01 18:04:16 +02:00
Johannes Pfeifer 1f723ebd7e fs2000: remove asymptote in prior for rho, which caused corner solutions 2023-09-20 12:55:30 +02:00
Sébastien Villemot 10af04c6d8
Use Unicode copyright symbol (in UTF-8 encoding) in all source files 
It is now supported by the MATLAB editor (as of R2022a).

The old ASCII notation is left in some files that we copy as-is from other
sources (e.g. in the contrib/ and m4/ subdirectories).

The particles submodule is not updated at this point, because it is in an
inconsistent state.

[skip ci]
 2022-04-13 14:54:25 +02:00
Johannes Pfeifer b103cc9259 fs2000_uncorr_ME_missing.mod: use calibration instead of estimation 
mode on some machines triggered numerical instabilities in the initialization of Pstar due to near singularity
 2022-04-02 19:41:00 +02:00
Johannes Pfeifer b8c76a96e3 block_kalman_filter: add integration tests 2021-08-17 14:26:58 +02:00
Johannes Pfeifer 440a0e460b
Storage of results: use subfolder 
Ref. #1758
 2021-07-23 14:12:17 +02:00
Sébastien Villemot 766fff88f6
Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
Sébastien Villemot 68af1c80fe
Testsuite: cosmetic changes to TeX and debug options 
– Whenever possible, pass the “tex” option to Dynare commands instead of
  fiddling with options_.TeX;
— For the remaining explicit options_.TeX and also for options_.debug,
  use a boolean value instead of an integer.
 2021-01-19 15:50:14 +01:00
Johannes Pfeifer ad17b8ec33
Particle filtering: provide more informative error messages in typical problematic cases 
Also adds test cases
 2021-01-15 22:11:20 +01:00
Sébastien Villemot 633f1ad85a
Testsuite: change the seed for some Octave test 
Under Octave, the default seed in fs2000ns_uncorr_ME.mod leads to a generated
dataset that makes fs2000ns_corr_ME.mod and fs2000ns_corr_ME_missing.mod
fail (due to a large difference between univariate and multivariate diffuse
filters).
 2020-02-13 18:12:10 +01:00
Johannes Pfeifer 23cac089f1 fs2000_ns_common.inc: set order of approximation explicitly to 1 2020-01-12 17:13:24 +01:00
Stéphane Adjemia (Scylla) d4bfd6c9f0
Another attempt to fix numerical accuracy issues in integration tests. 2018-10-06 21:44:58 +02:00
Stéphane Adjemian (Charybdis) 084b7ac537
Changed optimization algorithm in integration tests. 
fs2000_uncorr_ME_missing was failing on some servers due to a numerical
precision issue. It appears that the problem drops off if the smoothed
variables are computed on another point (given by another optimization
algorithm).
 2018-10-04 12:02:31 +02:00
Stéphane Adjemian (Scylla) 7be8f10e0e Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
Johannes Pfeifer 6c9a08d7e2 Further adjust tolerance of Octave unit tests 2016-12-28 19:30:24 +01:00
Houtan Bastani 71c2bc665a changes in 7d7eb73ba8 were excessive. Can simply add [] around last arguments 2016-08-24 11:56:32 +02:00
Houtan Bastani 7d7eb73ba8 test suite: bug fix: repmat syntax changed in R2013b 2016-08-24 11:11:58 +02:00
Johannes Pfeifer 960aeb0d8d Add fast Kalman filter to stationary unit tests 2016-08-22 19:24:35 +02:00
Johannes Pfeifer a7e3ecea63 Add diffuse Kalman filter unit tests 2016-08-22 19:24:35 +02:00
Johannes Pfeifer 06ff0c7bb6 Factorize Kalman filter unit tests 2016-08-22 19:24:35 +02:00
Johannes Pfeifer 69c5575e19 Add smoother checks to Kalman unit tests 2016-08-22 19:24:35 +02:00
Johannes Pfeifer 915b437efc Add correctness check for Kalman filter unit tests 2016-08-22 19:24:35 +02:00
Johannes Pfeifer b201ca4e4b Add proper measurement error to Kalman filter test files 2016-08-22 19:24:35 +02:00
Johannes Pfeifer bfe3dded99 Add diffuse filter statement to nonstationary mod-file to prevent unit test from crashing 2016-04-15 15:00:50 +02:00
Stéphane Adjemian (Charybdis) cbe236730c Factorized tests and removed time consuming and out of scope parts. 2015-11-04 22:19:14 +01:00
Johannes Pfeifer a7ed27b889 Document lik_init=5 and add unit test for lik_init 2015-10-18 18:55:33 +02:00
Michel Juillard 9be5c31761 Revert "More fixing of the same" 
This reverts commit a54dda165f.
 2015-10-09 14:23:31 +02:00
Michel Juillard bc37c838c7 Revert "more fixes for penalty objective function" 
This reverts commit 3dac7f8809.
 2015-10-09 14:23:31 +02:00
Michel Juillard 3dac7f8809 more fixes for penalty objective function 2015-10-08 20:57:00 +02:00
Michel Juillard a54dda165f More fixing of the same 2015-10-08 20:57:00 +02:00
Johannes Pfeifer 1dfb6ea327 Add unit tests for Kalman filter calls from Matlab 2015-07-20 13:10:30 +02:00
Stéphane Adjemian (Karaba) 7ab86d31ec Dataset factorization. Removed tests/kalman/lyapunov/fsdat_simul.m and use tests/fs2000/fsdat_simul.m instead. 2014-10-21 16:42:52 +02:00
Stéphane Adjemian (Karaba) f99fcfa27f Removed "Do pure Lyapunov tests" section. 
This should be done in the lyapunov_symm routine.
 2014-10-13 17:42:53 +02:00
Stéphane Adjemian (Karaba) a9b5fb4263 Fixed test introduced in commit and removed binary file. 
Test was introduced in b11d14498aadac17c08b08dd80b6daf7dec9e340.

The binary  file was a mat  file containing a posterior  mode, and the
second estimation must be run iff the control toolbox is available.
 2014-10-13 17:42:53 +02:00
Johannes Pfeifer 7605820dff Add unit test for Lyapunov solver 
- tests whether they run within a mod-file
- tests whether they yield the same result for a simple state-space model
 2014-10-13 17:42:52 +02:00
adjemian 986ac3e1e7 v4.1: Added test files for the new kalman filter routines. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2190 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-24 10:02:58 +00:00
adjemian afdddb8091 v4.1:/tests/kalman Bug corrections. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2175 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-17 16:22:25 +00:00
adjemian b034ca6598 v4.1:/tests/kalman Bug correction. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2173 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-17 14:43:33 +00:00
adjemian 7515534ac6 Bug corrections. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2172 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-17 14:39:10 +00:00
adjemian e0f9caa524 v4.1: Added tests for KF files. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2171 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-17 13:22:50 +00:00