b6f0071501
Testsuite: activate k_order_perturbation/fs2000k4.mod
2019-02-26 18:59:42 +01:00
0c8867cbad
fix typo
2019-02-26 12:52:38 +01:00
445f88df55
Fixed PAC/MCE with non optimizing behaviour.
...
Alse added integration tests for PAC/MCE.
2019-02-25 23:07:57 +01:00
1aa7f4a93f
Added PAC with Model Consistent Expectations.
2019-02-25 17:31:58 +01:00
030737b9c0
sur: fix input checks
2019-02-25 14:23:48 +01:00
548a6283ca
Testsuite: also move fataltests.m under tests/utils/
2019-02-17 12:46:26 +01:00
ce70e2a9ca
Testsuite: do not add top-level tests/ directory to the MATLAB/Octave path
...
This directory is cluttered with so many files that it creates problem (e.g.
dynare-command-options/ramst.mod was broken under Octave because of this).
Move files that have to be found through the path in a utils/ subdirectory.
2019-02-15 18:43:20 +01:00
3cb3b4aee5
Allow models with leads in bgp.write().
...
Also added tests to check that we are able to identify the Balanced Growth
Path, note that it does not work with tests/bgp/fs2000.mod.
2019-02-15 16:59:26 +01:00
0b1b365ed3
Testsuite: invert colors (green vs red) for expected failures
...
I.e. a test that is expected to fail and that actually fails will be displayed
in green. If it actually succeeds, it will be red.
2019-02-14 17:03:35 +01:00
468d0f5ae5
Added integration test (IRFs of backward models).
2019-02-13 15:19:18 +01:00
b7c60ddf59
Added a routine for writing the problem to be solved to compute the BGP of a model.
...
- Only works with backward models.
- Probably doesn't work if the model includes auxiliary variables.
- Assumes that the trends are multiplicative.
2019-02-04 10:04:33 +01:00
1238fb2071
Remove duplicate test file
...
Another version is already under tests/trend_var/ directory.
2019-01-31 19:01:41 +01:00
85e903ef90
tabs instead of spaces in Makefile.am
2019-01-30 16:29:21 +01:00
20256b5be9
test zero equations in SUR
2019-01-30 16:29:11 +01:00
74520e77bf
Allow for lags on endogenous variable in growth option of pac_model.
2019-01-28 11:25:30 +01:00
169ed2a655
reorder tests, slowest first
2019-01-22 17:13:03 +01:00
407ac26f5b
separate test call for ols style mod files
2019-01-22 15:55:15 +01:00
9b06086ea7
Added rules for running tests in ecb and estimation/univariate subfolders.
2019-01-16 16:05:05 +01:00
df713e907b
add tests to makefile
2019-01-16 14:52:01 +01:00
4804e729e8
makefile: fix spacing
2019-01-16 12:54:30 +01:00
32b9853277
Add unit test for correctness of posterior moments
2018-12-15 19:23:05 +01:00
ecad43085c
Added integration test (epilogue block).
2018-12-10 16:16:15 +01:00
0d5b310207
Added integration tests (for constrained OLS).
2018-12-07 19:54:33 +01:00
cb4384bb27
Create on the fly a routine for evaluating the (VAR/PAC) expectations.
...
The routine takes a dseries object as unique argument and return an updated
object with the expectation term.
If the mod file is named `example.mod` and if the (VAR/PAC) expectation model is
named `toto`, then after
var_expectation.print('toto');
the expectation term can be evaluated:
ts = example.var_expectations.evaluate_varexp(ts);
where ts is a dseries object containing all the time series appearign in the
auxiliary (var or trend_component).
2018-12-03 15:07:43 +01:00
53ab321de8
Added the possibility to use linear expressions in VAR_EXPECTATION_MODEL.
...
See tests/var-expectations/9/example.mod for a self documented example.
Also updated all the integration tests using the option `expression` instead of
`variable` (which is deprecated and will be removed at some point).
2018-11-30 23:36:06 +01:00
650c78f99d
Merge branch 'master' into ecb-master
2018-11-30 21:34:56 +01:00
d501d6d511
Added interface to lsqnonlin (Mathworks' optimization toolbox) in pac.estimate.nls.
2018-11-29 10:29:55 +01:00
6b113273d3
Added integration tests (Iterative OLS and NLS for PAC equations).
2018-11-21 16:26:38 +01:00
6995e24863
The testsuite can now be run from Windows
2018-11-21 16:21:59 +01:00
c407b63e84
Update preprocessor submodule + add test
...
Ref Dynare/preprocessor#13
2018-11-16 18:34:37 +01:00
460dba40d7
Added integration test (estimated_params_init).
2018-10-25 10:33:31 +02:00
dcea7514d9
Merge branch 'master' into ecb-master
2018-10-24 18:31:31 +02:00
1c1a3ea0a4
Removed tests on targets.
...
A target does not need to be a random walk. Also added a new integration
test (where the target is a constant, 0).
2018-10-24 12:06:14 +02:00
d96740c2ef
Added integration tests (var and pac expectations).
2018-10-14 17:01:02 +02:00
9a84129707
Added integration for the bayesian estimation of a single equation.
...
Uses a Gibbs sampling algorithm.
2018-10-06 16:59:00 +02:00
c6a17abc72
Testsuite: suppress MATLAB splash screen when generating .m.tls file
2018-10-01 16:40:26 +02:00
a680cea095
Fixed integration test for trend component model (equation ordering).
2018-09-28 17:39:14 +02:00
76c4df129c
Added integration tests.
2018-09-27 18:58:52 +02:00
bd36a0c109
Merge branch 'master' into ecb-master-targets
2018-09-25 15:51:18 +02:00
031e2c87c6
New version of get_companion_matrix + new integration test.
...
The routine is still buggy. In PAC and VAR_EXPECTATION models we
use get_companion_matrix_legacy routine instead.
2018-09-19 17:39:48 +02:00
c588544b13
Fixed rm argument list too long issue.
2018-09-19 12:10:30 +02:00
a03fab76c2
Ensure that test summary is displayed even if there is a test failure
2018-09-14 15:21:39 +02:00
9adad552be
Fixed rm argument list too long issue.
...
(cherry picked from commit d005def67f5d0afb2a99a40a6cd84766ca7dfd9f)
2018-09-13 17:31:24 +02:00
a4c46a8121
tests/Makefile.am: replace PWD by CURDIR, fixes recursive make invocation
2018-09-13 16:43:30 +02:00
763b0a2392
make check-{matlab,octave} now return a non-zero exit code if there is a failed test
2018-09-13 16:18:41 +02:00
2e547edd26
add test files for preprocessor AR/EC matrices
2018-09-12 19:00:28 +02:00
5ca31c8245
fix spacing in makefile
2018-09-12 19:00:28 +02:00
52b6618bae
Fixed paths.
2018-09-12 07:48:49 +02:00
09945cae8f
Added integration tests for PAC model.
2018-09-06 23:42:30 +02:00
5ea0c8098b
Ensure that the ordering of the trend variables is consistent...
...
... With the ordering of the EC variables.
2018-09-03 17:35:59 +02:00
0080055469
Activate integratiion test on VAR_MODEL and TREND_COMPONENT_MODEL.
2018-08-30 12:07:58 +02:00
349cd25b8a
Added an integration test for VAR_EXPECTATION_MODEL.
...
+ small cosmetic changes.
2018-08-09 09:05:39 +02:00
f8f8ce5120
Added integration tests for VAR_EXPECTATION_MODEL.
2018-08-08 22:58:27 +02:00
c9a38c4de7
Merge branch 'master' into ecb-master
...
Fixed conflicts:
- tests/run_block_byte_tests_octave.m
2018-08-04 21:08:08 +02:00
fda021855c
Fix forecast command with deterministic exogenous and linear option
...
Closes #1608
2018-08-02 14:20:51 +02:00
a144aad150
Merge branch 'master' into ecb-master
2018-07-27 09:47:22 +02:00
0da4aefd99
Update preprocessor submodule with macroprocessor refactoring
...
By the way, add new tests for the macroprocessor.
2018-07-25 18:51:38 +02:00
7d7449c775
Merge branch 'master' into ecb-master
...
Fixed conflicts:
matlab/modules/dseries
2018-07-23 17:05:30 +02:00
3dcd8fc9f5
Added preprocessor unit tests (on the fly declarations of types).
2018-07-19 23:51:37 +02:00
ff676f5505
Gracefully fail when Octave crashes in a *.m test
2018-07-13 17:22:27 +02:00
85a585c73e
Merge branch 'master' into ecb-master+folder
...
Fixed conflicts in:
tests/block_bytecode/run_ls2003.m
2018-07-10 10:18:55 +02:00
a1b8bd39b2
Move the location of various generated files on the filesystem
...
- M and MEX files are now under +${MODELNAME}/
- bytecode, C source and JSON now under ${MODELNAME}/model/
2018-06-27 17:03:39 +02:00
c7fe3770df
Merge branch 'master' into ecb-master
2018-06-11 15:35:24 +02:00
1e5fab3881
Fix tests for stack_solve_algo=7
...
Completes commit db0cf1b8ea#1616 .
2018-06-08 10:29:53 +02:00
db0cf1b8ea
Add unit tests for perfect foresight simulations with exogenous leads and lags
...
Closes #1616
2018-06-07 20:46:30 +02:00
6f6ef8fb30
Merge branch 'master' into ecb-master
2018-06-05 18:47:55 +02:00
fec0947c7b
Testsuite: clean files generated by move to temporary terms array
2018-06-04 18:08:28 +02:00
e62c2272b4
Merge remote-tracking branch 'github/master' into ecb-master
...
Fixed conflicts:
matlab/modules/dates
2018-05-16 17:32:39 +02:00
f53be721c1
Added new option mh_tune_jscale.
...
Works only with the Random Walk Metropolis Hastings algorithm.
Closes #1598
2018-05-16 16:37:22 +02:00
7f3120eb2e
preprocessor: submodule update; introduction of on-the-fly variable declaration
2018-03-20 16:43:06 +01:00
ac09cb3ee2
Merge branch 'master' into ecb-master
...
Fixed conflicts in:
matlab/backward/backward_model_irf.m
matlab/modules/dseries
matlab/utilities/general/isint.m
preprocessor/DynareBison.yy
preprocessor/DynareFlex.ll
preprocessor/ModFile.cc
preprocessor/ParsingDriver.hh
2017-10-14 17:12:57 +02:00
f284169248
Fixed integration tests related to simulation of backward models.
2017-09-30 16:44:23 +02:00
97743cbb3f
Merge branch 'master' into ecb-master
2017-09-13 18:27:15 +02:00
79e510a99e
Add integration tests for #1193 and #1510
2017-09-13 10:20:09 +02:00
eb3f33df00
Merge branch 'master' into ecb-master
...
Fixed conflicts:
matlab/backward/backward_model_forecast.m
preprocessor/DynareBison.yy
preprocessor/ParsingDriver.hh
tests/practicing/datasaver.m
2017-08-30 11:51:56 +02:00
32c3beb27d
Fixed bug introduced in 7d180e2fcb.
2017-08-16 22:17:20 +02:00
fdb24d6a1d
Add unit test for sim1_linear.m
2017-08-01 11:36:07 +02:00
75d3964a63
Fixed tests/Makefile.am (removed entry in MODFILES causing build failure).
2017-07-29 21:11:17 +02:00
c5fb6dfe57
Merge branch 'master' into ecb-master
...
Fixed conflict in preprocessor/ModFile.cc
2017-07-27 22:48:29 +02:00
7a4658323f
update makefile for change in .mod file name
2017-07-26 15:07:46 -04:00
45864f414f
Added integration test.
...
Trend + posterior filtered variables in a model with only one observed variable.
2017-07-23 23:34:49 +02:00
c9ea44002a
Added integration test.
2017-06-30 11:02:31 +02:00
cf4579fc61
Merge branch 'master' into ecb-master
2017-06-30 10:55:31 +02:00
63d6dfccf4
Added the possibility to dynare the dynare command options in the mod file.
2017-06-30 10:16:26 +02:00
a59a2fae2d
Merge branch 'master' into ecb-master
2017-06-29 13:33:29 +02:00
b81e0cd91e
Added json file in the clean rule.
2017-06-28 16:03:52 +02:00
d8ffd5e83c
Merge branch 'master' into ecb-master
2017-06-19 18:02:57 +02:00
119b5a62f2
Merge branch 'master' into json
2017-06-16 20:03:36 +02:00
7eaea0c772
Include tests/load_octave_packages.m in the distributed tarball.
2017-06-13 15:50:34 +02:00
d75e7278c2
Make sure that reverting to order=1 if Hessian is 0 does not crash other functions
...
Closes #1453
2017-05-27 19:26:12 +02:00
c2556cc80e
Merge branch 'master' into ecb-master
...
Model inversion of backward looking models.
2017-05-02 23:15:42 +02:00
5bae0a8cb1
build system: add clean rule for test suite
2017-04-25 12:24:03 +02:00
db535236b2
Merge branch 'master' into ecb-master
2017-04-14 11:35:43 +02:00
19b206338d
Fixed tests/dates/fs2000.mod and added in testsuite.
...
Provides an example showing how to directly pass a dseries object to the data
command for estimation.
2017-04-05 11:44:27 +02:00
d43af0e4d7
Fixed wrong spaces/tab in tests/Makefile.am.
2017-04-05 11:44:27 +02:00
00299a92c1
Make sure options_.first_obs is properly set
2017-04-05 11:44:27 +02:00
c1434118bd
Added integration test for nonlinear filters with unit roots.
2017-04-03 11:25:05 +02:00
e1033c76b9
Added declaration of observed exogenous variables.
...
With integration test.
2017-03-22 09:41:09 +01:00
9633f3ab77
Fixed bug introduced in 68b18b04f4.
...
Update of EXTRA_DIST was missing.
2017-03-20 22:17:54 +01:00
828df26d71
Makefile.am: Add loglinear as test group
...
(cherry picked from commit a4c28306097f75b5dae2ded92628b26530f5dd20)
2017-03-20 09:43:23 +01:00
Sébastien Villemot
Houtan Bastani
Stéphane Adjemian (Charybdis)
Stéphane Adjemia (Scylla)
Johannes Pfeifer
Stéphane Adjemian(Charybdis)