d3eca9338b
Merge pull request #1038 from JohannesPfeifer/kernel_density
...
Allow computing posterior kernel density
2015-10-12 23:23:07 +02:00
8be2841582
fixing Makefile.am error
2015-10-12 22:39:03 +02:00
2c63ca8843
Add unit tests for HP filter, bandpass filter, and spectral density
2015-10-12 21:18:51 +02:00
40877685f2
Add LaTeX-output option to table from stoch_simul.m
2015-10-12 20:42:04 +02:00
3902c86407
Add unit test for variance decomposition
2015-10-12 20:42:02 +02:00
b7cbb563d6
Allow suppressing density of smoother and forecast objects
2015-10-12 15:34:52 +02:00
866ab33575
Merge pull request #1042 from JohannesPfeifer/discretionary
...
Various fixes for discretionary_policy
2015-10-10 22:25:46 +02:00
b51b037ef2
Merge pull request #871 from JohannesPfeifer/prior_posterior_function
...
Add functionality Prior posterior function
2015-10-10 22:17:53 +02:00
dcf7cfbc4b
Cosmetic change (testsuite).
...
Do not print warnings with Matlab>=R2015b because of the exit command at the end of the run_test_matlab script.
Do not print
2015-10-10 02:26:40 +02:00
3490e400bc
Merge pull request #1015 from JohannesPfeifer/model_comparison
...
Bugfixes and improvements for model_comparison
2015-10-09 17:11:15 +02:00
035adeb89e
Revert "More fixing related to objective_function_penalty_base"
...
This reverts commit 1ad8df4635
2015-10-09 14:23:31 +02:00
9be5c31761
Revert "More fixing of the same"
...
This reverts commit a54dda165f
2015-10-09 14:23:31 +02:00
bc37c838c7
Revert "more fixes for penalty objective function"
...
This reverts commit 3dac7f8809
2015-10-09 14:23:31 +02:00
bf51be7efd
Revert "Revert "test suite: add rule for text files""
...
This reverts commit 4825745047
2015-10-08 23:20:35 +02:00
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
276c34f394
Revert "Temporarily removed an integration test."
...
This reverts commit 7b2ccc5a52
2015-10-08 21:53:22 +02:00
3dac7f8809
more fixes for penalty objective function
2015-10-08 20:57:00 +02:00
a54dda165f
More fixing of the same
2015-10-08 20:57:00 +02:00
1ad8df4635
More fixing related to objective_function_penalty_base
2015-10-08 20:57:00 +02:00
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
38059daccf
Added integration test.
2015-10-07 12:20:40 +02:00
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
4825745047
Revert "test suite: add rule for text files"
...
This reverts commit 7e41cc170b
2015-10-06 16:38:59 +02:00
c0bc1f949b
removing old test files
2015-10-06 13:44:52 +02:00
f215e77a3e
Reduced execution time of tests/optimizers/fs2000_6.
2015-10-06 11:34:56 +02:00
7e41cc170b
test suite: add rule for text files
2015-10-05 12:30:01 +02:00
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
d7d8af34a0
preprocessor: remove create_timing_csv.sh (moved to testsuite.git)
2015-09-21 10:59:20 +02:00
51ab885e68
test suite: fix naming in graph when a point is highlighted
2015-09-17 15:50:34 +02:00
06e76386eb
fix bug in 9d81916b82
2015-09-17 11:35:26 +02:00
9d81916b82
test suite: make test work for non-dynbot users on Linux and OS X
2015-09-17 11:30:10 +02:00
b28f9ef0b3
test suite: prettier printing of timing results
2015-09-17 11:05:52 +02:00
67410d87cf
fix permissions on create_timing_csv.sh
2015-09-16 10:35:19 +02:00
42d100f8c1
test suite: add header to timing files
2015-09-15 17:38:32 +02:00
c6e75df544
test suite: save timing info for graphs. #298
2015-09-11 15:24:05 +02:00
5c006a4370
test suite: add timing, report 10 slowest tests. #298
2015-09-11 15:21:51 +02:00
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
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
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
71fd7730f0
Add unit test for Ramsey policy that checks correctness with analytical results
2015-09-08 13:47:54 +02:00
8d54aeeaf6
preprocessor: add relative_irf option to irf_calibration block. closes #720
2015-09-07 11:49:17 +02:00
11eaf27453
Merge branch 'julia'
2015-09-01 11:35:16 +02:00
fbe50131be
test: add @#includepath to test
2015-08-31 14:33:00 +02:00
edcddd9008
Merge pull request #1037 from JohannesPfeifer/rolling_window
...
Add capacities for rolling window estimation
2015-08-31 12:56:02 +02:00
752bc543b4
Add unit test for correctness of discretionary policy
2015-08-30 12:03:43 +02:00
9e504a1293
discretionary_policy: Add check whether equation number is consistent with declared number of instruments
...
Also fixes unit test that violated this.
2015-08-30 11:43:54 +02:00
ae49cddd1d
preprocessor: allow for [paths] block in dynare config file. closes #1039
2015-08-28 18:06:30 +02:00
f80f0f9258
Add capacities for rolling window estimation
2015-08-25 15:37:25 +02:00
511801c903
finalize svar_global_identification_check
2015-08-24 14:53:27 +02:00
bba553ff32
modify *_set_auxiliary_variables to work in julia
2015-08-17 15:36:18 +02:00
a917d5e998
only add path to LOAD_PATH if it is not already there
2015-08-17 12:29:59 +02:00
96869fbd76
add workspace() command to the beginning of test.jl
2015-08-17 11:45:24 +02:00
35bd2ed5d0
Add unit test for model_comparison
2015-08-13 17:49:14 +02:00
7c0cf3eff3
Added bash script for deleting generated files.
2015-08-13 11:12:39 +02:00
ed12ea429b
Added @dynare macro.
2015-08-13 11:11:50 +02:00
b2bf59e8da
Added example (rbc model).
2015-08-12 18:37:41 +02:00
698a44c98a
Add option for storing contemporaneous correlation
2015-08-11 11:27:55 +02:00
40faefa182
Clarify unit test dependencies
...
fs2000 is needed by other tests while fs2000_mf.mod is redundant
Closes #1018
2015-08-06 14:27:36 +02:00
1134e34caa
Add unit test for posterior sampling with morris and rmse
2015-08-06 12:28:51 +02:00
779e59cf02
test suite: add missing deletion of downloaded binaries
2015-08-03 08:52:12 +02:00
5adfe426bc
Correct copy and paste mistake in comparison_policy_functions_dynare_mathematica.m
2015-08-01 08:26:38 +02:00
30b277e6af
Fix filename in unit test
2015-07-31 22:55:21 +02:00
a708037feb
Unit test checking correctness of decision rules against results from Dynare 4.3.2
...
Detects problems as the unnoticed one introduced by caa04fb251
2015-07-31 17:45:32 +02:00
7fbc587ae1
Lower tolerance for unit tests/irfs/example1_unit_std.mod
...
Otherwise, Octave complains
2015-07-30 10:00:40 +02:00
e5d431919c
fixing one more test case for deterministic simulations and leads lags
...
on more than one period
2015-07-29 16:36:13 +02:00
0cccceff86
fixed test cases for deterministic simulations with histval and leads
...
and lags on more than one period: All variables different from zero
must be declared in histval. The reference simulation has one lag
because of k(-1).
2015-07-29 16:12:53 +02:00
02bd634046
Add unit test for prior/posterior function
2015-07-28 15:37:01 +02:00
0f50f33c2c
Initialize M_.dname=M_.fname in global_initialization.m
...
Closes #979
2015-07-28 15:23:53 +02:00
19b7f5ea7f
Bugfixes related to collect_LaTeX_Files.m
...
- deals with potentially unset M_.dname
- loads missing float package
- prevents crash when longnames is not used
2015-07-26 17:49:54 +02:00
126e04da20
Correct case-sensitive spelling in unit tests that stops testsuite in Linux
2015-07-24 08:34:16 +02:00
d82524ad1d
Merge pull request #987 from JohannesPfeifer/mixed_estimation
...
Prevent mixed ML/Bayesian estimation
2015-07-23 15:57:03 +02:00
f21e02f6b9
Merge pull request #986 from JohannesPfeifer/foresight_auxvar_tests
...
Add unit tests for dealing with multiple leads and lags
2015-07-23 15:56:19 +02:00
244462adb6
Add unit test for disallowing mixed ML/Bayesian estimation
2015-07-23 14:44:26 +02:00
9f21d2724f
Add unit tests for dealing with multiple leads and lags
2015-07-23 14:05:58 +02:00
0fd76e0c6f
Assigning unique function for each input argument of lyapunov_symm.m
...
The old way of redefining input arguments to satisfy different options was too error-prone. See 69daaa0460b0ddee97292c39d40355201e316622 of tholden
2015-07-22 15:11:39 +02:00
bccadf7b03
Add compilation of TeX-binder to unit test
2015-07-22 13:46:57 +02:00
3c5705d8d4
Make covariance matrix in example positive definite
2015-07-21 16:18:45 +02:00
386225d4e6
Delete redundant steady_state_model block (was present twice).
2015-07-21 11:49:48 +02:00
1f0897005f
Add mod.file lost in 6d048d8766
2015-07-21 10:02:34 +02:00
b159d4227c
Fix wrong name of unit test in Makefile.am and make name more expressive
2015-07-20 21:17:44 +02:00
80253835a7
Merge pull request #738 from JohannesPfeifer/Kalman
...
Kalman
2015-07-20 15:02:40 +02:00
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
2269b38465
Merge pull request #740 from JohannesPfeifer/relative_irf
...
Fix and document relative_irf
2015-07-20 14:20:00 +02:00
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
1dfb6ea327
Add unit tests for Kalman filter calls from Matlab
2015-07-20 13:10:30 +02:00
ce3dc068c3
Merge pull request #692 from JohannesPfeifer/imcforecast
...
Account for initial values when making conditional forecasts
2015-07-20 10:18:43 +02:00
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
dd1f761549
adding tests using lmmcp
...
(cherry picked from commit 2ddfcf2f73
2015-07-07 16:45:20 +02:00
d76b3a722e
Make use of preprocessor to set options_.silent_optimizer
2015-07-06 08:22:13 +02:00
71700dff76
Merge pull request #942 from JohannesPfeifer/TaRB_integration
...
Integrate the TaRB-algorithm into Dynare
2015-06-19 14:30:56 +02:00
462639103f
Added command to download binary data file from www.dynare.org/Datasets.
2015-06-18 14:55:21 +02:00
af29c078ad
Added integration test (deterministic simulation invoking solve_one_boundary routine).
2015-06-18 14:50:21 +02:00
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
aeb1542b48
preprocessor: add VerbatimStatement class. Closes #953
2015-06-16 12:48:32 +02:00
aa4f38b60a
Add unit test to filter out incorrectly accepted steady state
2015-06-08 18:10:57 +02:00
52f9d164ac
Add routine for creating parameter table
2015-06-08 17:59:57 +02:00
e1aaa1796f
Add unit test for LaTeX eps-loaders
2015-06-08 17:59:56 +02:00
aa4b07610e
Add unit test for TaRB MH-algorithm
2015-06-08 16:48:58 +02:00
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
e7bf0672f5
Add unit test for relative_irf option
2015-06-08 16:39:08 +02:00
Stéphane Adjemian
Michel Juillard
Johannes Pfeifer
Houtan Bastani
Johannes Pfeifer