Commit Graph

735 Commits (244462adb65858fc7b3b28cbd69630876a1b8ddf)

Author SHA1 Message Date
Johannes Pfeifer 244462adb6 Add unit test for disallowing mixed ML/Bayesian estimation 2015-07-23 14:44:26 +02:00
Johannes Pfeifer bccadf7b03 Add compilation of TeX-binder to unit test 2015-07-22 13:46:57 +02:00
Johannes Pfeifer 3c5705d8d4 Make covariance matrix in example positive definite 2015-07-21 16:18:45 +02:00
Johannes Pfeifer 386225d4e6 Delete redundant steady_state_model block (was present twice). 2015-07-21 11:49:48 +02:00
Johannes Pfeifer 1f0897005f Add mod.file lost in 6d048d8766 2015-07-21 10:02:34 +02:00
Johannes Pfeifer b159d4227c Fix wrong name of unit test in Makefile.am and make name more expressive 2015-07-20 21:17:44 +02:00
MichelJuillard 80253835a7 Merge pull request #738 from JohannesPfeifer/Kalman
Kalman
2015-07-20 15:02:40 +02:00
MichelJuillard f94910173d Merge pull request #937 from JohannesPfeifer/graph_fix
Various fixes related to graphs and eps-TeX-loaders
2015-07-20 14:36:20 +02:00
MichelJuillard 2269b38465 Merge pull request #740 from JohannesPfeifer/relative_irf
Fix and document relative_irf
2015-07-20 14:20:00 +02:00
MichelJuillard e174f5f00a Merge pull request #726 from JohannesPfeifer/steady_linear
Prevent incorrect steady state from being accepted if model is not truly linear
2015-07-20 14:06:03 +02:00
Johannes Pfeifer 1dfb6ea327 Add unit tests for Kalman filter calls from Matlab 2015-07-20 13:10:30 +02:00
MichelJuillard ce3dc068c3 Merge pull request #692 from JohannesPfeifer/imcforecast
Account for initial values when making conditional forecasts
2015-07-20 10:18:43 +02:00
Stéphane Adjemian (Charybdis) caaabe9436 Added integration test for the linear_approximation option in
perfect foresight model simulation.

Using a linearized version of the SW model we check that the
linear_approximation option does not affect the results.
2015-07-08 11:23:13 +02:00
Michel Juillard dd1f761549 adding tests using lmmcp
(cherry picked from commit 2ddfcf2f73)
2015-07-07 16:45:20 +02:00
Johannes Pfeifer d76b3a722e Make use of preprocessor to set options_.silent_optimizer 2015-07-06 08:22:13 +02:00
Stéphane Adjemian 71700dff76 Merge pull request #942 from JohannesPfeifer/TaRB_integration
Integrate the TaRB-algorithm into Dynare
2015-06-19 14:30:56 +02:00
Stéphane Adjemian (Charybdis) 462639103f Added command to download binary data file from www.dynare.org/Datasets. 2015-06-18 14:55:21 +02:00
Stéphane Adjemian (Charybdis) af29c078ad Added integration test (deterministic simulation invoking solve_one_boundary routine). 2015-06-18 14:50:21 +02:00
Stéphane Adjemian 3fd010ff91 Merge pull request #957 from JohannesPfeifer/fs2000_steady_state
Update unit tests to use correct steady state files
2015-06-18 14:25:01 +02:00
Houtan Bastani aeb1542b48 preprocessor: add VerbatimStatement class. Closes #953 2015-06-16 12:48:32 +02:00
Johannes Pfeifer aa4f38b60a Add unit test to filter out incorrectly accepted steady state 2015-06-08 18:10:57 +02:00
Johannes Pfeifer 52f9d164ac Add routine for creating parameter table 2015-06-08 17:59:57 +02:00
Johannes Pfeifer e1aaa1796f Add unit test for LaTeX eps-loaders 2015-06-08 17:59:56 +02:00
Johannes Pfeifer aa4b07610e Add unit test for TaRB MH-algorithm 2015-06-08 16:48:58 +02:00
Johannes Pfeifer 0769fd1cce Add verbosity and SaveFile options to some optimizers
Also moves additional optimizer-related files to corresponding subfolder
Closes #894
2015-06-08 16:44:44 +02:00
Johannes Pfeifer e7bf0672f5 Add unit test for relative_irf option 2015-06-08 16:39:08 +02:00
Johannes Pfeifer fe221bbc42 Add/adapt unit test for conditional forecasts with initval and histval blocks 2015-06-08 16:12:37 +02:00
Johannes Pfeifer ad66a7bb35 Account for initial values when making conditional forecasts
- Closes #655
- Implements unit test
- Saves distribution of controlled exogenous variables
- Adds information that the full path of constrained variables must be specified
2015-06-08 15:42:14 +02:00
Houtan Bastani 41155369ac Merge pull request #955 from JohannesPfeifer/identification_fixes
Various fixes to GSA and Identification
2015-06-08 10:17:24 +02:00
Johannes Pfeifer 2479a4fa66 Delete redundant initval-block from fs2000.common.inc 2015-06-07 18:11:28 +02:00
Johannes Pfeifer ba7087ca65 Add moments_varendo to fs2000 unit test
Was not triggered elsewhere
2015-06-07 17:27:30 +02:00
Johannes Pfeifer 0104f91f4b Replace initval blocks by steady_state_model blocks in fs2000 unit tests
Speeds up estimation
2015-06-07 17:11:39 +02:00
Johannes Pfeifer 0c9937f33c Add unit test for ML with morris 2015-06-05 20:50:29 +02:00
Johannes Pfeifer fbaf27493c Add unit tests for correctness of identification results when only standard deviations are estimated
Compares results for standard deviations specified with varexo to results when specified as deep parameter
2015-06-05 18:23:47 +02:00
Stéphane Adjemian (Lupi) 398718d48f Revert "Load xls file instead of xlsx file in tests/recursive/ls2003_bayesian_xls.mod (Octave testsuite)."
This reverts commit 0fb612fad1.
2015-06-05 17:14:20 +02:00
Stéphane Adjemian (Lupi) 0fb612fad1 Load xls file instead of xlsx file in tests/recursive/ls2003_bayesian_xls.mod (Octave testsuite). 2015-06-05 16:49:09 +02:00
Johannes Pfeifer 2aa341f730 Add unit test for diffuse filter in identification 2015-06-05 16:42:43 +02:00
Stéphane Adjemian (Karaba) 1658e5b997 Exclude recursive/ls2003_bayesian_xls.mod from testsuite if Octave version is less than 3.8 (problem for reading xls files). 2015-06-05 16:33:53 +02:00
Stéphane Adjemian (Hermes) 7a93e93f94 Fixed bug in testsuite (Octave). 2015-06-05 14:22:36 +02:00
Houtan Bastani b1dce40284 fix typo 2015-06-05 10:49:01 +02:00
Michel Juillard c782ca3686 adding occbin original files from 20140630 2015-06-04 14:18:46 +02:00
Stéphane Adjemian (Hermes) eb28122cfa Removed graphical output from integration test simul/simul_ZLB_purely_forward_no_solution.mod. 2015-06-04 12:28:58 +02:00
Stéphane Adjemian (Hermes) fe398e5b0d Renamed two integration tests (appended _xfail). 2015-06-03 12:24:28 +02:00
Stéphane Adjemian (Hermes) 3a5b221dde Reduced the number of periods in integration tests for Extended Path. 2015-06-03 08:26:23 +02:00
Stéphane Adjemian (Hermes) 1614805c17 Added missing dependency (testsuite). 2015-06-01 18:21:30 +02:00
Stéphane Adjemian (Hermes) ad8586f87c Removed integration tests estimation/{fs2000_mc4.mod, fs2000_mc4_mf.mod}. 2015-06-01 16:42:02 +02:00
Stéphane Adjemian (Hermes) 5b0be85ba8 Removed integration tests estimation/{fs2000_mc6.mod, fs2000_mc6_mf.mod}. 2015-06-01 16:42:02 +02:00
Michel Juillard c22d31330c Adding 'ramsey_constraints' block to declare contraints for Ramsey
problems. Note that LMMCP (solve_algo=10) still doesn't work in all cases.
2015-05-31 12:18:20 +02:00
Stéphane Adjemian (Hermes) b7f8fb5710 Removed e_f from shocks (declared but unused in the model block).
=> Removed the first test (calibrated covariance of structural
shocks). We probably want to put it back, but need to change
the model for that (by adding e_f in the model).
2015-05-29 12:19:54 +02:00
Stéphane Adjemian (Hermes) d3ce3aaca5 Removed e_f from shocks and estimated_params block (declared but not used in the model). 2015-05-29 12:13:49 +02:00