Commit Graph

146 Commits (15f0353d0221609d5dc0afaf268f8470cb9b1bb5)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 1ea7631930 Added new option for perfect foresight simulations (sim1 routine, available only with stack_solve_algo==0).
Try to reduce the size of the nonlinear system of equations by skipping the (last) periods for wich the residuals are
already (almost) zero. The number of periods is not constant during the Newton, the effective number of periods for
each iteration of the Newton is available in oo_.deterministic_simulation.vperiods.
2013-12-27 18:35:53 +01:00
Sébastien Villemot fd7e9afd9d Fix test/Makefile.am following 8f8bfe6c. 2013-12-16 12:52:22 +01:00
Stéphane Adjemian (Scylla) 8b1e76a1bf Renamed tests/run_unitary_tests.m script to avoid conflict with matlab/utilities/tests/run_unitary_tests.m function. 2013-12-13 16:21:10 +01:00
Sébastien Villemot 857a2b0e35 Add missing antislashes 2013-12-12 11:26:03 +01:00
Michel Juillard 86a083697e osr: added optimal value of parameters to oo_.osr.optim_params; moved
osr_example to ./tests/optimal_policy
2013-12-11 19:24:29 +01:00
Stéphane Adjemian (Scylla) 1fe12d9c3e Added mod files (and associated steadystate files) for k_filter_ahead in the testsuite. 2013-12-11 16:45:01 +01:00
Sébastien Villemot f525de04b1 Add missing file to tarball 2013-12-09 22:25:41 +01:00
Sébastien Villemot 5f3d56c31a Add unitary tests to testsuite 2013-12-09 19:05:36 +01:00
Sébastien Villemot f7cdc39ff2 Refuse that estimated parameters appear in the expressions defining the variance/covariance matrix of shocks
Closes #469
2013-11-29 14:51:17 +01:00
Stéphane Adjemian (Charybdis) a0ba469863 Added mod files in the testsuite. Test new local options for the numerical gradient algorithm. 2013-11-17 14:13:03 +01:00
Stéphane Adjemian (Charybdis) b7ff4d9f75 Added new mod file in the testsuite for Dynare's implementation of the simplex algorithm. 2013-11-16 20:24:40 +01:00
Sébastien Villemot df85db65ed Add missing test to testsuite
Ref. #511
2013-11-07 14:47:32 +01:00
Houtan Bastani 4626a1cf0f test suite: add test file 2013-11-06 17:07:33 +01:00
Sébastien Villemot 73944a10c4 Finish implementation of mcmc_jumping_covariance option
Closes #112, #514
2013-11-05 17:16:32 +01:00
Michel Juillard f40af9bebe adding tests for shocks decomposition of estimated model. Closes #313 2013-09-18 12:05:00 +02:00
Houtan Bastani 31c1bb627f fix makefile typos 2013-08-12 15:52:32 -04:00
Sébastien Villemot 1e9521af0f Add new unit tests to testsuite 2013-08-12 12:14:19 +02:00
Sébastien Villemot 17a8db9dee Fix clean rule wrt reporting files 2013-06-26 09:10:58 +02:00
Houtan Bastani 51b43e1ff0 build system bug fix 2013-06-25 16:37:18 +02:00
Houtan Bastani 4cef0a1568 test for reporting 2013-06-24 17:01:00 +02:00
Sébastien Villemot 6391a60641 Testsuite: improve decoupling of check-matlab and check-octave rules 2013-06-13 10:41:08 +02:00
Sébastien Villemot d219d2b800 Add 3rd order unit test to testsuite 2013-04-25 12:24:29 +02:00
Sébastien Villemot 38824dc1e5 Implement tags [static] and [dynamic] for equations
Closes #307
2013-04-11 17:11:35 +02:00
Sébastien Villemot 4cab27249c Fix test w.r.t. clean rules 2013-03-29 17:22:43 +01:00
Sébastien Villemot a0b7178962 Automatic detrending engine can now handle models written in logs (ref. #309)
- new command `log_trend_var'
 - new option `log_deflator' to `var' command
2013-03-26 16:51:17 +01:00
Sébastien Villemot d308356a2f Revert "removing tests of conditional forecast that are blocking the test suite"
This reverts commit 8be13512d0.
2013-03-25 10:57:45 +01:00
Michel Juillard 8be13512d0 removing tests of conditional forecast that are blocking the test suite 2013-03-23 21:44:33 +01:00
Sébastien Villemot 214ff84429 Incorporate unit test for correlation in measurement errors 2013-03-22 15:01:40 +01:00
Stéphane Adjemian (Charybdis) 241afd1ae5 Removed fs2000_particle from the test suite. 2013-02-05 10:37:11 +01:00
Houtan Bastani c6a330ff7d add xfail test for all_values_required 2012-11-07 18:13:42 +01:00
Houtan Bastani feced78ee6 make check: support xfail tests 2012-11-07 18:13:41 +01:00
Houtan Bastani ca8610e768 aesthetic fix 2012-10-16 11:12:12 +02:00
Houtan Bastani 07d4d0bc8d make check: add more dependencies 2012-10-16 11:10:13 +02:00
Houtan Bastani 269c221a0e make check: add dependencies 2012-10-15 17:42:20 +02:00
Houtan Bastani 7dbfaebf59 test suite parallelization 2012-10-12 18:13:17 +02:00
Sébastien Villemot fd633cba2c Load system-wide initialization file when running octave tests
This is necessary to ensure that Octave Forge packages are loaded.
2012-10-09 09:57:21 +02:00
Sébastien Villemot 2f9e34c5e5 Various fixes related to data-loading
- fix support for filenames with extension (.m, .mat, .xls), since the manual
  and the bison grammar both support it
- fix support for XLS files under Octave
- add support for XLSX files
- run test for loading XLS files
2012-10-08 13:00:55 +02:00
Michel Juillard c722f53955 fixed bug with options mode_compute=0,mode_file=....
added tests for mode_compute=4 and mode_compute=6. They increase computing time of the
test suite by about 30 minutes.
2012-10-06 16:51:42 +02:00
Sébastien Villemot 78693d971b Fix following removal of run_test.m 2012-10-06 10:23:31 +02:00
Houtan Bastani 22d590eecd clean test files in ms-sbvar 2012-10-04 11:40:38 +02:00
Houtan Bastani 43d13fda96 remove file generated by kalman_filter_smoother/gen_data.mod in clean 2012-10-03 19:34:51 +02:00
Michel Juillard 2244af9c62 adding pruning option for 3rd order 2012-07-31 21:50:59 +02:00
Stéphane Adjemian (Charybdis) 0d5dff2bd9 Added walsh.mod in the testsuite to compare the solutions obtained with the cyclic reduction algorithm and the generalized schur algorithm. 2012-07-11 18:26:22 +02:00
Sébastien Villemot 57b7c0e94f Add unit test for kalman filter with missing observations
Contributed by Johannes Pfeifer
2012-07-06 10:32:34 +02:00
Houtan Bastani 3bfa231535 add test for conditional macro statements 2012-06-26 16:27:13 +02:00
Stéphane Adjemian (Charybdis) 2c077928b2 Added test for shock decomposition.
(cherry picked from commit 70d17ceb08d02ab58a9d030b45a5822a095b0d03)
2012-06-18 14:55:36 +02:00
Sébastien Villemot a87cac34ca Preprocessor iface to extended_path 2012-06-08 17:36:32 +02:00
Sébastien Villemot 9bea42f411 order=2 in estimation command now triggers particle filter 2012-06-06 17:08:53 +02:00
Sébastien Villemot 2156f67298 New option analytic_derivation for estimation 2012-06-06 11:34:32 +02:00
Sébastien Villemot 5dd9c844b3 Implement determistic simulation of purely backward models 2012-06-04 16:14:01 +02:00