Commit Graph

300 Commits (25121bca4f9c97fed28599e9f9adeba2028e5bd0)

Author SHA1 Message Date
MichelJuillard a21aa064c9 Merge pull request #1166 from JohannesPfeifer/kalman_fixes
Kalman fixes
2016-04-15 09:50:25 +02:00
Michel Juillard 920d212d95 shock decomposition: adding test case for groups 2016-04-15 09:06:26 +02:00
Johannes Pfeifer 30be2ed62a Add unit test for smoother only on nonstationary model 2016-04-14 20:11:50 +02:00
Stéphane Adjemian (Scylla) efc193e429 Fixed typo in testsuite. 2016-04-13 22:25:52 +02:00
MichelJuillard a8cc21eb97 Merge pull request #1163 from JohannesPfeifer/Smoother_fixes
Various fixes and documentation improvements related to smoother, trends and selected_variables_only option
2016-04-12 14:22:19 +02:00
MichelJuillard aa1a0b5e25 Merge pull request #1052 from JohannesPfeifer/lin_solve_robust
Integrate robust linear solver for stack_solve_algo=0
2016-04-12 12:06:22 +02:00
Johannes Pfeifer f5900aa03b Add unit test for selected_variables_only option in smoother 2016-04-12 11:37:57 +02:00
Johannes Pfeifer 5b1a97f777 Add unit test for conditional_forecast with trends and loglinear 2016-04-09 09:45:21 +02:00
Johannes Pfeifer 44b3092162 Fix merge conflict that undid commit 943db6fb24 2016-04-09 09:45:21 +02:00
Johannes Pfeifer ec1bb2138a Enable erroneously disabled unit tests 2016-04-09 09:45:21 +02:00
Johannes Pfeifer 4b83c1bf76 Integrates Tom Holden's robust linear solver
Supersedes #984
2016-03-25 09:59:20 +01:00
Stéphane Adjemian(Charybdis) b688cbe5b2 Merge branch 'master' into johannes_perfect_foresight_test 2016-03-24 23:01:11 +01:00
Stéphane Adjemian (Lupi) fd850ca5bd Merge branch 'master' into lik_init_5_fixes
Conflicts:
	doc/dynare.texi
	tests/Makefile.am
2016-03-24 17:40:27 +01:00
Johannes Pfeifer d84bf3e107 Add unit tests for perfect foresight to detect issues with histval 2016-03-23 20:15:57 +01:00
Johannes Pfeifer 2139420336 Factorize unit tests for observation trends 2016-03-23 10:48:22 +01:00
Johannes Pfeifer df54e8fcab Add unit tests for correctness of smoother results 2016-03-23 10:46:30 +01:00
Johannes Pfeifer 018fed21cd Add unit test for calibrated smoother
Tests loglinear, prefilter, and first_obs options
2016-03-23 10:35:40 +01:00
Johannes Pfeifer 8c8587d89b Add factored unit tests for mh_recover 2016-03-16 19:04:03 +01:00
Stéphane Adjemian (Charybdis) 5ef86416bf Merge branch 'cmr-prior' 2015-12-04 15:06:28 +01:00
Stéphane Adjemian (Charybdis) a0119404c5 Added integration test for the Weibull prior. 2015-12-04 15:04:10 +01:00
Houtan Bastani 943db6fb24 testsuite: move tests/reporting/example1.mod to examples/example1_reporting.mod. closes #1111 2015-12-01 13:53:08 +01:00
Michel Juillard c373d1e1be adding new option 'fast_kalman_filter' implementing Ed Herbst 2012 approach 2015-11-28 17:38:00 +01:00
Stéphane Adjemian (Charybdis) cbe236730c Factorized tests and removed time consuming and out of scope parts. 2015-11-04 22:19:14 +01:00
Johannes Pfeifer a7ed27b889 Document lik_init=5 and add unit test for lik_init 2015-10-18 18:55:33 +02:00
Stéphane Adjemian (Charybdis) cf17040915 Added integration test for PR #1062 (conditional forecasts). 2015-10-16 17:22:33 +02:00
Stéphane Adjemian (Charybdis) 6ea5bdde34 Merge branch 'johannes_bandpass' 2015-10-13 23:56:22 +02:00
Johannes Pfeifer f7175745ac Add one-sided HP filter 2015-10-13 20:50:03 +02:00
Michel Juillard 8be2841582 fixing Makefile.am error 2015-10-12 22:39:03 +02:00
Johannes Pfeifer 2c63ca8843 Add unit tests for HP filter, bandpass filter, and spectral density 2015-10-12 21:18:51 +02:00
Johannes Pfeifer 3902c86407 Add unit test for variance decomposition 2015-10-12 20:42:02 +02:00
MichelJuillard 866ab33575 Merge pull request #1042 from JohannesPfeifer/discretionary
Various fixes for discretionary_policy
2015-10-10 22:25:46 +02:00
MichelJuillard b51b037ef2 Merge pull request #871 from JohannesPfeifer/prior_posterior_function
Add functionality Prior posterior function
2015-10-10 22:17:53 +02:00
Stéphane Adjemian 3490e400bc Merge pull request #1015 from JohannesPfeifer/model_comparison
Bugfixes and improvements for model_comparison
2015-10-09 17:11:15 +02:00
Stéphane Adjemian (Charybdis) bf51be7efd Revert "Revert "test suite: add rule for text files""
This reverts commit 4825745047.
2015-10-08 23:20:35 +02:00
Stéphane Adjemian (Charybdis) 6396794b5b Revert "Revert "test suite: adjust display of results appropriately depending on whether octave/matlab or both were used""
This reverts commit 62b1c85fd4.
2015-10-08 23:20:08 +02:00
Stéphane Adjemian (Charybdis) 276c34f394 Revert "Temporarily removed an integration test."
This reverts commit 7b2ccc5a52.
2015-10-08 21:53:22 +02:00
Stéphane Adjemian (Charybdis) 7b2ccc5a52 Temporarily removed an integration test.
tests/recursive/ls2003_bayesian_xls.mod causes a seg fault under Octave
3.8.2 (Debian/Jessie).
2015-10-07 12:22:50 +02:00
Stéphane Adjemian (Charybdis) 38059daccf Added integration test. 2015-10-07 12:20:40 +02:00
Stéphane Adjemian (Charybdis) 62b1c85fd4 Revert "test suite: adjust display of results appropriately depending on whether octave/matlab or both were used"
This reverts commit 1bc965625c.
2015-10-06 16:38:59 +02:00
Stéphane Adjemian (Charybdis) 4825745047 Revert "test suite: add rule for text files"
This reverts commit 7e41cc170b.
2015-10-06 16:38:59 +02:00
Houtan Bastani 7e41cc170b test suite: add rule for text files 2015-10-05 12:30:01 +02:00
Houtan Bastani 1bc965625c test suite: adjust display of results appropriately depending on whether octave/matlab or both were used 2015-09-23 13:56:16 +02:00
Houtan Bastani d7d8af34a0 preprocessor: remove create_timing_csv.sh (moved to testsuite.git) 2015-09-21 10:59:20 +02:00
Houtan Bastani c6e75df544 test suite: save timing info for graphs. #298 2015-09-11 15:24:05 +02:00
Houtan Bastani 268384572b Merge pull request #1017 from JohannesPfeifer/gsa_fix
Fix bugs in gsa with morris and posterior sampling
2015-09-09 11:44:49 +02:00
Houtan Bastani 09e5440b69 test suite: fix bugs introduced in ad66a7bb35 and fe221bbc42 that broke parallel processing of test suite 2015-09-09 10:44:52 +02:00
Houtan Bastani 55acc0e557 Merge pull request #1049 from JohannesPfeifer/ramsey_test
Add unit test for Ramsey policy that checks correctness with analytic…
2015-09-08 13:57:07 +02:00
Johannes Pfeifer 71fd7730f0 Add unit test for Ramsey policy that checks correctness with analytical results 2015-09-08 13:47:54 +02:00
Johannes Pfeifer 752bc543b4 Add unit test for correctness of discretionary policy 2015-08-30 12:03:43 +02:00
Johannes Pfeifer f80f0f9258 Add capacities for rolling window estimation 2015-08-25 15:37:25 +02:00