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