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Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 02c71eb270 Renamed and changed integration test for sim1_purely_backward routine. 
Compare the solution returned by sim1_purely_backward with the true solution.
 2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Charybdis) 0abb9dc6f9 Added integration test. 
Comparison of the solutions for the endogenous variables in perfect
foresight models with stack_solve_algo equal to 0 and 6 (LBJ, legacy
algorithm).
 2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Hermes) f0229f3b1c Removed workspace() in examples. 2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes) 2e8f528bef Cosmetic changes. 
+ Renamed model as model_
+ Renamed options as options_
+ Renamed output as oo_
+ Also export oo_ and options_
+ Fixed typos in comments.
 2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes) c3b5aee714 Specialize @dynare macro if one model is processed. 
In this case importall is used instead of import.
 2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes) 4bf436ec33 Fixed typo in comments. 2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes) 5998558c32 Fixed deprecated require issue + Changed interface 
+ Fixed deprecated require().

+ Changed @dynare macro and added new macro @compile.
  The new macro @compile just runs the preprocessor, while the macro
  @dynare calls compile and put the generated objects in the
  workspace. Note that this macro can take an arbitrary number of mod
  files as argument.

      *Example*

      @dynare "rbc.mod" "nk.mod"

      Will run the preprocessor on both models, and the generated
      data (model descriptions, options, ...) are available in the
      workspace. For instance, to obtain the number of equations:

	julia> rbc.model.eq_nbr
   	6

   	julia> nk.model.eq_nbr
   	10

   	@compile "rbc.mod" "nk.mod"

   	Will run the preprocessor on both models, but will not load the
   	generated data in the workspace. This can be done as follows:

   	julia> using rbc

+ Changed examples (rbc1 has a steady state block but not rbc2), using
  new interface.
 2016-05-23 13:48:19 +02:00
Johannes Pfeifer fb57ef453d Put all OSR unit tests into subfolder and add one for parameter bounds 2016-05-22 11:41:54 +02:00
Stéphane Adjemian 0521aa4e09 Merge pull request #1188 from JohannesPfeifer/slice_marco 
Add slice and factorization of posterior samplers
 2016-05-22 01:45:14 +02:00
Houtan Bastani 5fcd502f3c preprocessor: allow comments in parallel config file. closes #1194 2016-05-20 17:22:26 +02:00
Johannes Pfeifer aaa7318da4 Add unit test for independent MH 2016-05-19 14:37:05 +02:00
Johannes Pfeifer 969aa44963 Move slice test to separate folder 2016-05-19 14:37:05 +02:00
Johannes Pfeifer fad10d63b6 Adjust unit tests to reflect factorization of posterior sampler interface 2016-05-19 14:37:05 +02:00
Johannes Pfeifer a9fc65fbce Use steady_state_model block in fs2000_slice.mod 2016-05-19 14:37:05 +02:00
Marco Ratto 7b3c42c6e1 provisions for reworked posterior sampling options: 
- handle sub lists of individual samplers
- split checks in dynare_estimation_init.m and before running posterior_sampler.m [invhess checks]
- posterior sampler options checks moved from initial_estimation_checks.m to check_posterior_sampler_options.m
- added use_mh_covariance_matrix to imh and rwmh
- slice re-sets mode_compute=0 cova_compute=0
- updated test function
 2016-05-19 14:37:05 +02:00
Houtan Bastani cf6e3cb14c preprocessor: rework posterior sampler options, #1177 2016-05-19 14:37:05 +02:00
Marco Ratto ab8aa917e3 slice test moved to estimation folder 2016-05-19 14:34:09 +02:00
Marco Ratto 0497943f02 two steps slice sampling with rotation 2016-05-19 14:34:09 +02:00
Marco Ratto 6aa65e2a6a Added test function for slice sampler 2016-05-19 14:34:09 +02:00
Houtan Bastani e1bdd830af testsuite: fix race condition in accessing .mat file 2016-05-10 11:34:17 +02:00
Houtan Bastani ccb197e74f fix copyright dates 2016-05-09 12:42:58 +02:00
Michel Juillard d9e73b5477 fixing test case for loglinear models 2016-05-06 09:07:43 +02:00
Michel Juillard 034bd0367b test cases for loglinear with lead/lagged exogenous variables 2016-05-05 20:41:02 +02:00
Michel Juillard 5d321c86ce add test case for purely backward model 2016-04-16 17:21:42 +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
MichelJuillard 3d6c184566 Merge pull request #1168 from JohannesPfeifer/filter_tests 
Improve speed of filtering unit tests and clean up setting of options
 2016-04-15 09:50:49 +02:00
MichelJuillard a21aa064c9 Merge pull request #1166 from JohannesPfeifer/kalman_fixes 
Kalman fixes
 2016-04-15 09:50:25 +02:00
Johannes Pfeifer aff80b4ee3 Improve speed of filtering unit tests and clean up setting of options 2016-04-15 09:23:07 +02:00
Michel Juillard 920d212d95 shock decomposition: adding test case for groups 2016-04-15 09:06:26 +02:00
Johannes Pfeifer 30be2ed62a Add unit test for smoother only on nonstationary model 2016-04-14 20:11:50 +02:00
Johannes Pfeifer 9d6126c5f6 Make fs2000_smoother_only.mod call all Kalman options 2016-04-14 20:11:50 +02:00
Stéphane Adjemian (Scylla) efc193e429 Fixed typo in testsuite. 2016-04-13 22:25:52 +02:00
Johannes Pfeifer 994b9e5f16 Reduce runtime of unit tests by decreasing iteration number 2016-04-12 14:58:11 +02:00
MichelJuillard a8cc21eb97 Merge pull request #1163 from JohannesPfeifer/Smoother_fixes 
Various fixes and documentation improvements related to smoother, trends and selected_variables_only option
 2016-04-12 14:22:19 +02:00
MichelJuillard aa1a0b5e25 Merge pull request #1052 from JohannesPfeifer/lin_solve_robust 
Integrate robust linear solver for stack_solve_algo=0
 2016-04-12 12:06:22 +02:00
Johannes Pfeifer 5c40bcef8d Fix trend unit tests to account for classical smoother returning results in declaration rule order after fixing #1161 2016-04-12 11:41:15 +02:00
Johannes Pfeifer f5900aa03b Add unit test for selected_variables_only option in smoother 2016-04-12 11:37:57 +02:00
Johannes Pfeifer 5b1a97f777 Add unit test for conditional_forecast with trends and loglinear 2016-04-09 09:45:21 +02:00
Johannes Pfeifer 450dd465fd Reduce time intensity of unit tests by reducing number of iterations 2016-04-09 09:45:21 +02:00
Johannes Pfeifer 44b3092162 Fix merge conflict that undid commit 943db6fb24 2016-04-09 09:45:21 +02:00
Johannes Pfeifer 31c422e3d1 Add datafile to observation trends and prefiltering tests 2016-04-09 09:45:21 +02:00
Johannes Pfeifer ec1bb2138a Enable erroneously disabled unit tests 2016-04-09 09:45:21 +02:00
Johannes Pfeifer 4b83c1bf76 Integrates Tom Holden's robust linear solver 
Supersedes #984
 2016-03-25 09:59:20 +01:00
Stéphane Adjemian(Charybdis) b688cbe5b2 Merge branch 'master' into johannes_perfect_foresight_test 2016-03-24 23:01:11 +01:00
Stéphane Adjemian (Lupi) fd850ca5bd Merge branch 'master' into lik_init_5_fixes 
Conflicts:
	doc/dynare.texi
	tests/Makefile.am
 2016-03-24 17:40:27 +01:00
Johannes Pfeifer d84bf3e107 Add unit tests for perfect foresight to detect issues with histval 2016-03-23 20:15:57 +01:00
Johannes Pfeifer da5f7243e9 Add missing data file and options for kalman_filter_smoother/compare_results_simulation unit tests 2016-03-23 10:48:23 +01:00
Johannes Pfeifer 2139420336 Factorize unit tests for observation trends 2016-03-23 10:48:22 +01:00
Johannes Pfeifer acd08bba0e Add means and trends to Bayesian smoother results 
Also adjusts unit test
 2016-03-23 10:47:25 +01:00
Johannes Pfeifer df54e8fcab Add unit tests for correctness of smoother results 2016-03-23 10:46:30 +01:00