Stéphane Adjemian (Charybdis)
c6f3f531b6
Added missing csv file in /tests folder (used by unitary tests in dynSeries class).
2012-12-07 16:43:06 +01:00
Michel Juillard
2c545eaf8b
adding test case with lagged exogenous variable (currently fails)
2012-12-04 10:46:44 +01:00
Stéphane Adjemian (Charybdis)
9f1ad5568e
New nonlinear filters routines and bug fixes.
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Merge remote-tracking branch 'refs/remotes/fred/master'
2012-11-19 16:23:07 +01:00
Michel Juillard
5c893f501b
making extended path ready for parallel computing with parfor
2012-11-17 20:55:01 +01:00
Sébastien Villemot
020328a844
Adapt for new syntax of model_diagnostics
2012-11-17 10:29:14 +01:00
Sébastien Villemot
c121aa14b1
Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
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Replace them by equivalents in M_ (and an extra one: M_.dynamic).
IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.
We now have the following indentities:
M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
2012-11-16 20:05:13 +01:00
Frédéric Karamé
a6576debd5
details all the options for testing particle filters.
2012-11-16 12:25:44 +01:00
Stéphane Adjemian (Charybdis)
34bcc9a20a
Added burnside asset pricing model in tests/ep.
2012-11-09 14:32:44 +01:00
Stéphane Adjemian (Charybdis)
59247ddcfa
Added test mod file in tests/particle (not to be used in the testsuite).
2012-11-09 14:32:44 +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
76ccaac947
make check: remove unused output from test file
2012-11-07 18:13:41 +01:00
Stéphane Adjemian (Charybdis)
2c674ce529
Use resampling in tests/particle/dsge_base2.mod.
2012-11-07 15:59:37 +01:00
Stéphane Adjemian (Charybdis)
b82813d3f9
Removed call to mean_preserving_spread routine in tests/rbc.mod.
2012-11-07 10:13:12 +01:00
Stéphane Adjemian (Charybdis)
63e4bb3f87
Removed plot of a variable that does not exist anymore (LagrangeMultiplier) in tests/rbcii.mod.
2012-11-07 10:13:12 +01:00
Stéphane Adjemian (Charybdis)
9e0e025eba
Changed computing tasks in tests/rbcii.mod.
2012-11-07 10:13:12 +01:00
Stéphane Adjemian (Charybdis)
3271296592
Do not use mean_preserving_spread routine (far too expensive). Added use_dll option (necessary because calls to getPowerDeriv routine dramatically increases execution time).
2012-11-07 10:13:12 +01:00
Stéphane Adjemian (Charybdis)
f823bcf5fa
Deleted useless matlab routine for steady state (tests/rbcii.mod).
2012-11-07 10:13:11 +01:00
Stéphane Adjemian (Charybdis)
e75a54d35c
Fixed steady state in rbcii.mod (steady state levels in the unconstrained regime were wrong).
2012-11-07 10:13:11 +01:00
Stéphane Adjemian (Charybdis)
a219a4b9e7
Fixed bug and cosmetic changes.
2012-11-07 10:13:11 +01:00
Stéphane Adjemian (Charybdis)
f9d8ee682c
Reduced the number of simulations.
2012-11-07 10:13:11 +01:00
Stéphane Adjemian (Charybdis)
59a62d87af
Fixed bugs.
2012-11-07 10:13:11 +01:00
Sébastien Villemot
0ab230b474
Fix copyright notices
2012-10-31 17:03:49 +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
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This is necessary to ensure that Octave Forge packages are loaded.
2012-10-09 09:57:21 +02:00
Sébastien Villemot
b8b7d90e10
Add explicit extension to datafile, since test.m is an internal Octave function
2012-10-08 15:01:50 +02:00
Sébastien Villemot
2f9e34c5e5
Various fixes related to data-loading
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- 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
b7b50fa901
adding data file for test case
2012-10-06 20:45:09 +02:00
Michel Juillard
c722f53955
fixed bug with options mode_compute=0,mode_file=....
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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
25d591485c
remove unused file
2012-10-05 17:06:23 +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
c584245637
added lag on 2 periods to test with auxiliary variables
2012-09-19 22:51:44 +02:00
Sébastien Villemot
dc0955b665
Test exogenous deterministic variables at order 2
2012-09-19 10:42:51 +02:00
Marco Ratto
428b193c11
Need to pass the entire global workspace, if subroutines called by the _core loops need them. Updated parallel test.
2012-09-11 15:45:08 +02:00
Michel Juillard
2244af9c62
adding pruning option for 3rd order
2012-07-31 21:50:59 +02:00
Michel Juillard
edf826f315
added code to optionally run cycle_reduction algorithm on GPU. Added
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options_.gpu (no interface yet, use options_.gpu=1). Added test
./tests/first_order/fs2000_cr.mod
2012-07-20 17:06:12 +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
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Contributed by Johannes Pfeifer
2012-07-06 10:32:34 +02:00
Marco Ratto
5f9d2e6492
fix test for analytic derivatives
2012-07-05 10:23:34 +02:00
Houtan Bastani
e1404965ea
add tests for ifndef
2012-06-26 16:28:39 +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.
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(cherry picked from commit 70d17ceb08d02ab58a9d030b45a5822a095b0d03)
2012-06-18 14:55:36 +02:00
Marco Ratto
186d973ccb
use of nodisplay in all sensitivity calls
2012-06-15 12:36:47 +02:00
Marco Ratto
974390ee49
use of nodisplay for estimation call
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(cherry picked from commit 32a14593985b5e0e2356df2830bb1c60b66188ae)
2012-06-14 18:55:09 +02:00
Sébastien Villemot
cef35cd393
Fix function names
2012-06-13 11:09:27 +02:00
Marco Ratto
240e6d688e
Update testsuite script for gsa.
2012-06-11 01:36:03 +02:00
Sébastien Villemot
02efbd31a8
Convert files to Unix EOL
2012-06-08 19:10:19 +02:00
Michel Juillard
1fc2d78ddf
dminished number of nodes and order of computation in
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./tests/ep/rbcii.mod to make it faster. Commented out production of
graphs
2012-06-08 18:38:36 +02:00
Sébastien Villemot
129553579a
Merge remote-tracking branch 'ratto/master'
2012-06-08 18:24:18 +02:00
Sébastien Villemot
a87cac34ca
Preprocessor iface to extended_path
2012-06-08 17:36:32 +02:00
Marco Ratto
dca2ffc5f3
clean-up of test project for gsa+identification.
2012-06-08 15:35:39 +02:00
Sébastien Villemot
761b1f2df7
Don't use loglinear in test for analytic_derivation
2012-06-08 11:43:32 +02:00
Houtan Bastani
9ce6eeebc6
test: add [hooks] to config file
2012-06-07 13:45:50 +02:00
Houtan Bastani
585c98e515
change file type to unix
2012-06-07 13:45:50 +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
Michel Juillard
e98aa4df90
fixing problem with irreversible investment tests case ep/rbcii.mod
2012-06-05 15:57:40 +02:00
Sébastien Villemot
05dca0e3ea
Change the default algorithm for stack_solve_algo = 0
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The old algorithm (LBJ) is now available under stack_stock_algo = 6
2012-06-04 17:23:14 +02:00
Sébastien Villemot
5dd9c844b3
Implement determistic simulation of purely backward models
2012-06-04 16:14:01 +02:00
Sébastien Villemot
25b6638522
Remove duplicate test file
2012-06-04 12:03:32 +02:00
Michel Juillard
62b1b9a2cc
extend test case rbcii until stochastic order = 3
2012-06-02 16:21:02 +02:00
Michel Juillard
944c19ab51
fixing extended_path test case
2012-06-02 11:36:00 +02:00
Michel Juillard
ec05f302b7
Removing debugging code for extended path. Updating test cases.
2012-06-01 15:01:25 +02:00
Sébastien Villemot
84c37137c1
Minor fixes
2012-05-31 08:22:31 +02:00
Sébastien Villemot
7044c8da2b
Add new command "calib_smoother"
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Closes : #233
2012-05-30 16:28:29 +02:00
Michel Juillard
eab165d3ee
added in manual a section on how to use steady_state_model block with
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initval and endval for deterministic models. Added test cases for
deterministic models.
2012-05-29 21:31:57 +02:00
Michel Juillard
539bf0ca69
finishing implementation of optional transformation of log and non
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integer power arguments to insure that they are positive
2012-05-26 20:53:48 +02:00
Michel Juillard
c6495dfc9d
first implementation of transform_logpow. It creates too many auxilary
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variables and probably violates Jensen inequality in some cases.
2012-05-23 15:09:33 +02:00
Sébastien Villemot
91e041d704
Add unit test for purely forward models
2012-05-15 18:38:00 +02:00
Marco Ratto
da9ec0f187
Estimation with analytic scores and hessian;
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This includes re-setting the list of output arguments in objective functions
Added test function
2012-04-29 21:18:33 +02:00
Michel Juillard
7a4405e754
added check_options are the same as steady_options. Added option
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nocheck to 'check' in test fs2000/fs2000a as there is a unit root and
the user provided _steadystate.m doesn't solve the static equations
2012-04-24 10:32:59 +02:00
Michel Juillard
dd5cb335fb
changes to stochastic perfect foresight simulation (still doesn't work
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correctly with ZLB)
2012-04-21 21:41:07 +02:00
Michel Juillard
e0de97878f
added validation test computing Ramsey policy with expecation
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operator; updated build system
2012-04-20 14:06:33 +02:00
Michel Juillard
7d4a7b1bac
adding test for computing Ramsey policy in a model using the
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expectation operator.
2012-04-20 11:51:32 +02:00
Sébastien Villemot
41de387ab7
Workaround for race condition in run_test_octave
2012-04-06 21:54:54 +02:00
Sébastien Villemot
5696dadf27
Reindentation of Octave code
2012-04-06 21:53:50 +02:00
Sébastien Villemot
db20fdd0f4
Fix function prototype
2012-03-21 10:18:07 +01:00
Michel Juillard
1fcf708b80
Merge remote-tracking branch 'origin/master' into dr1break
2012-03-10 18:21:14 +01:00
Stéphane Adjemian (Charybdis)
10cd5f200a
Changed options.
2012-03-09 16:36:43 +01:00
Houtan Bastani
402363bab2
MS-SBVAR: rewrite ms_variance_decomposition
2012-03-08 17:54:35 +01:00
Houtan Bastani
864e0b7c7e
MS-SBVAR: rewrite ms_irf
2012-03-08 17:53:58 +01:00
Stéphane Adjemian (Charybdis)
eaee103619
Added a test mod file (non linear filters, comparison with linear filters).
2012-03-08 16:56:02 +01:00
Stéphane Adjemian (Charybdis)
3d682766a0
Removed test files (non linear filters).
2012-03-08 15:58:14 +01:00
Stéphane Adjemian (Charybdis)
bf1e6a15a5
Changed options and initial condition for tau.
2012-03-08 15:54:20 +01:00
Stéphane Adjemian (Charybdis)
f27db56bd0
Added measurement errors in the data set.
2012-03-08 15:44:34 +01:00
Stéphane Adjemian (Charybdis)
8c4f2c79b7
Changed options conformably to the previous commits.
2012-03-08 12:52:53 +01:00
Stéphane Adjemian (Charybdis)
cfed4b8aaa
Changed some options and the test criteria which has to depend on the value of options_.dynatol.x.
2012-03-08 12:50:28 +01:00
Michel Juillard
3785962519
fixing extended-path test
2012-03-06 12:42:37 +01:00
Stéphane Adjemian (Charybdis)
91d47148c5
Removed particle filters related mod files from the test suite.
2012-03-05 23:13:32 +01:00
Stéphane Adjemian (Charybdis)
a2f3a53634
Parallelization of local_state_space_iteration_2 (used in non linear filters).
2012-03-05 23:11:49 +01:00
Sébastien Villemot
9610cb0b20
Testsuite: add missing files to dist rule
2012-03-05 19:46:01 +01:00
Sébastien Villemot
a708d92d45
Added particle filter tests to the testsuite
2012-03-05 19:45:03 +01:00
Sébastien Villemot
31d6d39811
Added test for CMAES
2012-03-05 19:32:18 +01:00
Stéphane Adjemian (Charybdis)
d5900f2822
Added test files for non linear filters.
2012-03-04 22:13:00 +01:00
Michel Juillard
bad8746e77
corrected bugs in extended path. The code works now with
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./tests/ep/linear.mod
2012-03-04 20:59:57 +01:00