Commit Graph

1006 Commits (181ffd65c5970c403c7c9e39e9b370f8dc9b0d10)

Author SHA1 Message Date
Houtan Bastani f1d607af99 preprocessor: remove extra exogenous variables. closes #841 2017-01-27 22:48:17 +01:00
Houtan Bastani cfae273038 keep track of all times an undeclared variable is encountered 2017-01-27 20:36:26 +01:00
Stéphane Adjemian (Lupi) 1cabe76b06 Do not compute posterior kernel densities in some integration tests.
These data are not used in the tests, and take a lot of space in RAM and on
the disk (when the results, e.g. oo_, are saved in <MOD_FILE_NAME>_results.mat).
2017-01-27 15:15:55 +01:00
Stéphane Adjemian (Charybdis) b152f3920d Added the possiblity to run the testsuite on a subset of tests.
*Example*

To run all the tests related to the numerical gradient, just type:

~$ make m/gradient

in the tests subfolder. These tests will be done with Matlab. If you want to
test these routines against Octave instead:

~$ make o/gradient

If you want to test against Matlab and Octave:

~$ make gradient.

*Remark*

[1] Integration tests in subfolders can be accessed using the same approach. For
instance:

~/m/observation_trends_and_prefiltering/MCMC

will run all the mod files with matlab in tests/observation_trends_and_prefiltering/MCMC.

[2] Autocompletion works.

[3] Some folders/subfolders are still missing...

(cherry picked from commit 0271f2e8c13d5fe94871fa7aed027047a2cfd36f)
2017-01-24 16:00:50 +00:00
Johannes Pfeifer d5a6f132b5 unit tests: remove more unused exogenous variables 2017-01-10 19:58:44 +01:00
Johannes Pfeifer c5c465d675 Remove unused exogenous variables from unit tests 2017-01-08 19:00:04 +01:00
Stéphane Adjemian 420fb3896b Merge pull request #1361 from JohannesPfeifer/endogenous_prior_restrictions
Document irf_calibration and moment_calibration in the context of est…
2017-01-05 09:08:52 +01:00
Stéphane Adjemian b464226eaa Merge pull request #1358 from JohannesPfeifer/nograph
Implement posterior_nograph option
2017-01-05 06:52:08 +01:00
Stéphane Adjemian (Lupi) 3708b5c4e5 Fixed typo (integration test for nested parenthesis). 2017-01-05 00:32:37 +01:00
Stéphane Adjemian 90982d5fa0 Merge pull request #1357 from rattoma/parallel
Provisions for new node option NumberOfThreadsPerJob. Document option
2017-01-04 23:29:24 +01:00
Stéphane Adjemian (Karaba) 11962c0a21 Added integration test for nested parenthesis.
example1long.mod is the benchmark (less than 32 nested parenthesis). The two
other mod files have more than 32 nested parenthesis (rewrite the sum of
discounted ys using the Horner factorization). Both files compare the approaches
discussed in issue #1201 with the benchmark.
2017-01-04 23:23:41 +01:00
Johannes Pfeifer 6c9a08d7e2 Further adjust tolerance of Octave unit tests 2016-12-28 19:30:24 +01:00
Johannes Pfeifer 8900b99a74 Add posterior_nograph option to fs2000.mod unit test 2016-12-26 13:11:02 +01:00
Johannes Pfeifer c7290a5f03 Document irf_calibration and moment_calibration in the context of estimation
Also adds unit test. Closes #1318
2016-12-23 12:11:10 +01:00
Johannes Pfeifer 5e010f57c0 Document different treatment of mh_recover and load_mh_file under Octave
Also adjusts unit tests accordingly. Closes #1332
2016-12-23 10:47:58 +01:00
Johannes Pfeifer 2d17ff43a4 fs2000.mod unit test: move setting of Laplace marginal density to appropriate place 2016-12-20 08:40:34 +01:00
Marco Ratto 2b9779204a added example for new option NumberOfThreadsPerJob 2016-12-19 23:33:03 +01:00
Johannes Pfeifer 352786c2b4 load_mh_file: recompute results by default and load on request
Prevents general overwriting of results in oo_ and having stale results
2016-12-19 19:37:34 +01:00
Johannes Pfeifer 5515da191a Add Raftery/Lewis (1992) convergence diagnostics 2016-12-17 17:22:05 +01:00
Johannes Pfeifer 0f04a0f921 Geweke diagnostics: fix bug in interface that prevents setting the respective options 2016-12-17 17:22:05 +01:00
Stéphane Adjemian ab2a4f574b Merge pull request #1342 from JohannesPfeifer/univariate_diffuse_test
Trigger computation of state uncertainty in unit test
2016-12-17 17:18:58 +01:00
Houtan Bastani 060ecceede test suite: reporting: fix bug 2016-12-12 16:53:57 +01:00
Stéphane Adjemian (Charybdis) c2e5d5c2c2 Changed calibration. 2016-12-06 23:34:11 +01:00
Stéphane Adjemian (Charybdis) b43ef94e7b Cosmetic change. 2016-12-06 23:26:31 +01:00
Stéphane Adjemian (Charybdis) 535fa1a721 Added integration test...
For nonlinear simul_backward_model. Use a Solow model with varying
growth rates of efficiency and population.
2016-12-06 22:57:12 +01:00
Michel Juillard 6fd715a3b8 adding simul_backward and simul_backward_linear 2016-12-05 16:17:14 +01:00
Stéphane Adjemian (Charybdis) 4689805e98 Added integration tests for the simulation of stochastic backward models. 2016-12-01 23:22:08 +01:00
Houtan Bastani cacd60814b Revert "test suite: change related to b5f0621f02. revert when new Octave is released"
This reverts commit 0b6588c932.
2016-11-29 14:47:27 +01:00
Michel Juillard b85267e03c fixed typo in Makefile.am 2016-11-24 10:00:34 +01:00
Michel Juillard 80eeee697d diffuse_filter: add test for compute_Pinf_Pstar 2016-11-23 20:52:57 +01:00
Johannes Pfeifer 8ce3d2c936 Trigger computation of state uncertainty in unit test 2016-11-23 10:50:31 +01:00
MichelJuillard 31d2c7e332 Merge pull request #1324 from JohannesPfeifer/kalman
Three bugfixes for missing_DiffuseKalmanSmootherH1_Z.m that led to wrong results
2016-11-13 19:13:10 +01:00
Johannes Pfeifer 7831dccd2a Transform save_tmp_file into an option and change defaults 2016-11-04 19:56:55 +01:00
Houtan Bastani 985fce4955 Revert "Reverted merge of pr#1323." 2016-11-04 12:10:10 +01:00
Stéphane Adjemian 4532d13fd3 Merge pull request #1295 from JohannesPfeifer/stochastic_singularity
Stochastic singularity
2016-11-04 10:56:50 +01:00
Johannes Pfeifer 3ebc982b02 Add state_uncertainty to Bayesian smoother 2016-11-04 09:23:55 +01:00
Johannes Pfeifer 98cf1bfc1d Add smoothed state uncertainty to Kalman smoother routines 2016-11-04 09:23:55 +01:00
Stéphane Adjemian b069241d18 Merge pull request #1217 from JohannesPfeifer/qz_estimation
Make sure diffuse_filter triggers qz_criterium>1
2016-11-04 06:47:17 +01:00
Stéphane Adjemian (Lupi) a60f5a81fe Reverted merge of pr#1323. 2016-11-03 23:09:31 +01:00
Johannes Pfeifer b2954b4103 Add bvar_irf to unit test 2016-11-03 17:22:44 +01:00
Johannes Pfeifer 5fe79aeda2 Add unit test for qz_criterium 2016-10-27 20:16:43 +02:00
Houtan Bastani 2499a13e5a test suite: add stats directory for stats tests so that those functions are called instead of the built in octave functions 2016-10-25 18:13:07 +02:00
Houtan Bastani 7370d49792 test suite: suppress dynare_config output 2016-10-25 16:31:33 +02:00
Houtan Bastani 0b6588c932 test suite: change related to b5f0621f02. revert when new Octave is released 2016-10-25 16:31:33 +02:00
Houtan Bastani 7dafeb2bc8 test suite: fix bug introduced in f5f71ca838 2016-10-24 12:56:26 +02:00
Houtan Bastani 764d2e6ba5 test suite: use dynare_config instead of calling dynare on non_existant_mod_file.mod to set up paths 2016-10-24 11:39:54 +02:00
Houtan Bastani f5f71ca838 test suite: load Octave packages potentially needed when running test suite 2016-10-21 17:40:27 +02:00
Houtan Bastani 4a1ad80747 test suite: add license/copyright info 2016-10-19 15:12:44 +02:00
Houtan Bastani 22a5739eb7 test suite: don't use when running octave test 2016-10-19 15:11:30 +02:00
Houtan Bastani d045fc65a5 test suite: remove ‘exit;’ causes octave 4.2.0 rc2 to terminate with uncaught exception of type octave::exit_exception 2016-10-18 15:04:03 +02:00