Commit Graph

626 Commits (0ef7524977e4b3a92b81b418ee0c74be6bc6f86d)

Author SHA1 Message Date
Houtan Bastani 59c8fe4319 test system: rename ramsey.mod as ramsey_.mod to avoid removal of ramsey directory when doing make clean 2015-02-23 16:50:14 +01:00
Houtan Bastani dcabcb6b01 preprocessor: new command write_latex_original_model. closes #657 2015-02-16 08:31:30 +01:00
Houtan Bastani 7f067311df use filter_algorithm option in particle tests 2015-02-09 03:21:25 +01:00
Michel Juillard f29bb5c761 fixing bug in tests/Makefile.am introduced in previous commit 2015-01-16 09:29:55 +01:00
Michel Juillard 470fbbe0b2 Fixed bug in deterministic simulations with exogenous variables lagged
by more than one period. Added corresponding test cases.
2015-01-15 11:27:00 +01:00
Houtan Bastani beb3fd1534 reporting: add legendAt option. closes #810 2014-12-29 22:18:08 +01:00
Houtan Bastani 544e10fc29 reporting: fix legend entry for bar graphs 2014-12-29 20:37:44 +01:00
Houtan Bastani 0fbf99232d reporting: add support for bar graphs, closes #809 2014-12-23 17:52:40 +01:00
Johannes Pfeifer 14938fd607 Add unit test for running smoother only 2014-12-08 11:30:30 +01:00
Stéphane Adjemian (Charybdis) fc3e1b2108 Merge remote-tracking branch 'fred@github/master'
Conflicts:
	matlab/initial_estimation_checks.m
	matlab/utilities/tests
2014-11-28 16:53:44 +01:00
Johannes Pfeifer d27e5bc5c2 Modify unit test for mode_compute=8 to set optimizer options 2014-11-25 09:56:55 +01:00
Johannes Pfeifer 1ac96c6808 Add initial values to prevent unit test from crashing due to numerical inaccuracy. 2014-11-24 17:40:29 +01:00
Houtan Bastani 2254f846c5 bug fix: remove consecutive plus signs 2014-11-24 12:26:10 +01:00
Johannes Pfeifer e12b494921 Shorten length of unit test file to prevent crash 2014-11-23 09:32:29 +01:00
MichelJuillard afb60b2528 Merge pull request #767 from JohannesPfeifer/osr_scaling
Fix computation of objective function in OSR when covariances are specified
2014-11-21 22:03:00 +01:00
MichelJuillard 22d4a86c6d Merge pull request #772 from JohannesPfeifer/varexo_det_forecasting
Fix forecasting with exogenous deterministic variables
2014-11-21 21:48:19 +01:00
Johannes Pfeifer 8204be67d0 Add unit test for correctness of forecasting with exogenous variables 2014-11-21 10:38:30 +01:00
Houtan Bastani c3fdb7517c Merge pull request #782 from JohannesPfeifer/perfect_foresight_message
Cosmetic change to perfect foresight + unit tests
2014-11-17 11:32:07 +01:00
Johannes Pfeifer c5a0f932c2 Change wrong Windows-style file separators to Linux ones 2014-11-16 21:11:06 +01:00
Johannes Pfeifer 747f90d89b Add unit tests for correct dimension of filtered, smoothed, forecasted, and updated variables and shocks 2014-11-16 21:08:18 +01:00
Johannes Pfeifer ac085f943a Add two unit test for perfect foresight simulation with only forward-looking variables 2014-11-16 15:09:16 +01:00
Johannes Pfeifer 201bbccae9 Add unit test for deterministic simulations without exogenous variables 2014-11-10 18:25:01 +01:00
Johannes Pfeifer e94056a765 Add unit test for correct computation of loss function in the presence of non-stationary variables 2014-11-03 18:08:30 +01:00
Johannes Pfeifer 4aaebfbe46 Add unit test to check whether objective function matches and whether covariances actually work 2014-11-02 13:15:55 +01:00
Johannes Pfeifer 3d6af995bc Update unit test by adding also auxiliary variables on exogenous variables 2014-10-30 14:23:13 +01:00
Johannes Pfeifer 38a0941d69 Add unit test file Ramsey with auxiliary variables
TBD: add check for correctness. As variables are dummy variables, the solution should be identical to the one without these auxiliary variables
2014-10-30 13:31:58 +01:00
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) a06083cb12 Fixed test (new data interface). 2014-10-20 16:31:40 +02:00
Stéphane Adjemian (Charybdis) 8244862bd1 Removed "spurious" characters. 2014-10-13 23:01:40 +02:00
Stéphane Adjemian (Charybdis) 9b3337c94d Oups. I forgot to remove a dependency to a binary in tests/Makefile.am. 2014-10-13 22:21:23 +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
Michel Juillard b43b83b280 fixing bug in Makefile in commit 5e8489ac45 2014-09-10 09:47:17 +02:00
MichelJuillard 5e8489ac45 Merge pull request #696 from JohannesPfeifer/Ramsey_steady_state
Bugfix Ramsey steady state with steady state files
2014-09-08 21:56:13 +02:00
Johannes Pfeifer 4b49abd724 Add missing files for Ramsey unit test with steady state. 2014-09-07 21:15:56 +02:00
Marco Ratto 62b4cfe631 Provisions for moment calibration.
Sensitivity analysis for irf and moment calibration, with new function /gsa/map_calibration.m
Added new tests/gsa/ls2003a.mod for testsuite of irf/moment calibration

To be done:
- extend SA of calibration to MC and posterior samples (currently uses prior sample only)
- documentaion
- partial progress to close #267
2014-09-04 16:44:14 +02:00
Frédéric Karamé b06b6a6161 Modifications for online estimation of linearly-solved models 2014-08-29 15:51:01 +02:00
Frédéric Karamé 788833d874 Added options. 2014-08-29 15:38:18 +02:00
Houtan Bastani 217ab0088d reporting: tables: add row highlighting option 2014-07-30 15:21:32 +02:00
Johannes Pfeifer 59da9953bb Fix formating for Makefile.am
Replaced spaces by tabs
2014-07-30 13:07:52 +02:00
Houtan Bastani f3c807f577 reporting: add writeCSV option for tables. closes #693 2014-07-29 15:21:51 +02:00
Houtan Bastani b4dd4b5de1 reporting: add writeCSV option for graphs, #693 2014-07-29 15:21:45 +02:00
Houtan Bastani 1f3ae372fe reporting: fix bug where a whole row wasn’t colored if the tableSubSectionHeader option was passed at the same time 2014-07-28 17:28:20 +02:00
Johannes Pfeifer 6fb7877113 Add bunch of unit test checking the correctness of Ramsey computation with initval and steady state files 2014-07-18 13:31:01 +02:00
Stéphane Adjemian (Scylla) 7ccaf3e3fa Added two mod files in testsuite (new data interface). 2014-07-17 22:05:08 +02:00
Stéphane Adjemian (Scylla) c6562479cb Fixed datafile issue.
The tests/gsa contains two datafiles with the same basename and different extensions (.m and .mat). The new behaviour of the data interface forces the user to choose between the two candidate data files (ie it is no more possible to load a data file without specifying the extension in this case).
2014-06-25 11:33:24 +02:00
Stéphane Adjemian (Scylla) a0907b2e05 Merge branch 'master' into use-dseries 2014-06-23 15:15:48 +02:00
Houtan Bastani 6733c83ff5 reporting: add graph option: zeroLineColor 2014-06-20 15:41:11 +02:00
Stéphane Adjemian (Scylla) 940d2ffeff Added mod file in test suite. 2014-06-19 18:12:02 +02:00