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
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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
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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
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Otherwise, Octave complains
2015-07-30 10:00:40 +02:00
e5d431919c
fixing one more test case for deterministic simulations and leads lags
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on more than one period
2015-07-29 16:36:13 +02:00
0cccceff86
fixed test cases for deterministic simulations with histval and leads
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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
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Closes #979
2015-07-28 15:23:53 +02:00
19b7f5ea7f
Bugfixes related to collect_LaTeX_Files.m
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- 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
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Prevent mixed ML/Bayesian estimation
2015-07-23 15:57:03 +02:00
f21e02f6b9
Merge pull request #986 from JohannesPfeifer/foresight_auxvar_tests
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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
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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
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Kalman
2015-07-20 15:02:40 +02:00
f94910173d
Merge pull request #937 from JohannesPfeifer/graph_fix
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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
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Fix and document relative_irf
2015-07-20 14:20:00 +02:00
e174f5f00a
Merge pull request #726 from JohannesPfeifer/steady_linear
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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
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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
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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
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(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
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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
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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
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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
fe221bbc42
Add/adapt unit test for conditional forecasts with initval and histval blocks
2015-06-08 16:12:37 +02:00
ad66a7bb35
Account for initial values when making conditional forecasts
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- 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
41155369ac
Merge pull request #955 from JohannesPfeifer/identification_fixes
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Various fixes to GSA and Identification
2015-06-08 10:17:24 +02:00
2479a4fa66
Delete redundant initval-block from fs2000.common.inc
2015-06-07 18:11:28 +02:00
ba7087ca65
Add moments_varendo to fs2000 unit test
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Was not triggered elsewhere
2015-06-07 17:27:30 +02:00
0104f91f4b
Replace initval blocks by steady_state_model blocks in fs2000 unit tests
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Speeds up estimation
2015-06-07 17:11:39 +02:00
0c9937f33c
Add unit test for ML with morris
2015-06-05 20:50:29 +02:00
fbaf27493c
Add unit tests for correctness of identification results when only standard deviations are estimated
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Compares results for standard deviations specified with varexo to results when specified as deep parameter
2015-06-05 18:23:47 +02:00
398718d48f
Revert "Load xls file instead of xlsx file in tests/recursive/ls2003_bayesian_xls.mod (Octave testsuite)."
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This reverts commit 0fb612fad1
2015-06-05 17:14:20 +02:00
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
2aa341f730
Add unit test for diffuse filter in identification
2015-06-05 16:42:43 +02:00
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
7a93e93f94
Fixed bug in testsuite (Octave).
2015-06-05 14:22:36 +02:00
b1dce40284
fix typo
2015-06-05 10:49:01 +02:00
c782ca3686
adding occbin original files from 20140630
2015-06-04 14:18:46 +02:00
eb28122cfa
Removed graphical output from integration test simul/simul_ZLB_purely_forward_no_solution.mod.
2015-06-04 12:28:58 +02:00
fe398e5b0d
Renamed two integration tests (appended _xfail).
2015-06-03 12:24:28 +02:00
3a5b221dde
Reduced the number of periods in integration tests for Extended Path.
2015-06-03 08:26:23 +02:00
1614805c17
Added missing dependency (testsuite).
2015-06-01 18:21:30 +02:00
ad8586f87c
Removed integration tests estimation/{fs2000_mc4.mod, fs2000_mc4_mf.mod}.
2015-06-01 16:42:02 +02:00
5b0be85ba8
Removed integration tests estimation/{fs2000_mc6.mod, fs2000_mc6_mf.mod}.
2015-06-01 16:42:02 +02:00
c22d31330c
Adding 'ramsey_constraints' block to declare contraints for Ramsey
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problems. Note that LMMCP (solve_algo=10) still doesn't work in all cases.
2015-05-31 12:18:20 +02:00
b7f8fb5710
Removed e_f from shocks (declared but unused in the model block).
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=> 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
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
60c18a0cef
Fixed typo.
2015-05-29 12:06:08 +02:00
5fea7a4049
Fixed typos.
2015-05-29 11:52:04 +02:00
88ebafc363
Fixes typos.
2015-05-28 14:37:48 +02:00
a97cc09962
Simplification of the mod file.
2015-05-28 11:54:55 +02:00
e4f3ff664c
Use macros and data command in tests/particle/dsge_base2.mod.
2015-05-27 18:09:03 +02:00
ccd4e40b49
Merge branch 'master' into rewrite-nonlinear-filters
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Conflicts:
.gitmodules
tests/particle/dsge_base2.mod
2015-05-27 12:18:33 +02:00
2a5728dd85
last modfile
2015-05-27 12:06:50 +02:00
b7d40cc714
add three datafiles corresponding to the usual calibration exercise in the literature.
2015-05-27 12:06:50 +02:00
503356c2e3
clean the dsge_base mod file.
2015-05-27 12:06:50 +02:00
89828e56cc
preprocessor: add proprosal_distribution and student_degrees_of_freedom options to estimation. closes #925
2015-05-19 12:31:22 +02:00
19286d850b
Changed colours.
2015-05-18 18:31:49 +02:00
0120fc16c1
Cut number of draws in fs2000_student.mod unit test to speed it up
2015-05-12 16:50:35 +02:00
770ac5a4c8
Delete whitespace in Makefile.am that crashes autoreconf
2015-05-12 14:31:59 +02:00
9d8823dd73
Merge pull request #932 from JohannesPfeifer/t_dist
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Unit test and cosmetic changes for t-distribution
2015-05-10 23:29:17 +02:00
cf5a36a1a8
Fix typos Makefile.am
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Prevents test suite from running
2015-05-10 21:44:36 +02:00
787f6d37c2
Add unit test for t-distribution as proposal density
2015-05-10 10:06:22 +02:00
e91d92ba6d
Changed encoding to utf-8.
2015-05-09 22:36:19 +02:00
de427b77f2
Add unit test for differentiate_forward_vars
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Closes #727
2015-05-09 22:36:19 +02:00
120946dfb3
Add unit test for deterministic simulations with several leads and lags
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Tests #617
2015-05-09 08:13:22 +02:00
f9f763878c
Merge pull request #907 from JohannesPfeifer/optimizer_unit_tests
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Deletes redundant mode_compute tests and moves others to optimizers dire...
2015-05-07 15:14:31 +02:00
ddc7464b9b
Merge pull request #911 from JohannesPfeifer/MH_cosmetics
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Cosmetic Fixes to Metropolis-Hastings routines
2015-05-07 14:29:27 +02:00
85422a2f7d
Added two rules in tests/makefile.am
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A mod file distributed in the tests folder can be executed with
~$ make ramst.o.drs
for Octave, or
~$ make ramst.m.drs
for Matlab. The new rules call %.m.trs or %.o.trs and display the
generated log file.
2015-04-30 16:23:15 +02:00
21870b39e8
Cosmetic. Changed colored output.
2015-04-30 13:59:38 +02:00
a2d0550764
Cosmetic changes. Nicer output for the testsuite (with colors depending on the results).
2015-04-28 13:02:39 +02:00
1c25b7ddaa
reporting: update test for fan charts, #867
2015-04-27 18:28:20 +02:00
18e9521450
preprocessor: add dirname option to estimation. closes #910
2015-04-27 11:59:21 +02:00
d7293b110a
Add unit test for mh_recover option
2015-04-25 19:28:58 +02:00
f6c29d9eb4
Deletes redundant mode_compute tests and moves others to optimizers directory
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Closes #888
2015-04-24 09:42:23 +02:00
1970951d1f
Merge branch 'johannes_fix_simulated_annealing_and_other_optimization_related_issues'
2015-04-16 22:31:07 +02:00
fff07396d2
Divided tests/optimizers/fs2000.mod into 12 mod files...
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Otherwise the execution of the testsuite is not parallelized. Also, added a test for
mode_compute=1 (if fmincon from Mathworks' Optimization toolbox is
available).
2015-04-16 22:26:24 +02:00
31dc863077
Fixed graphic issue in tests/gsa/ls2003a.mod.
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We still need to find out why eps format does not work under matlab...
2015-04-16 00:30:52 +02:00
79d0310c10
Added traps if some optimization algorithm are not availabe (testsuite).
2015-04-15 12:48:03 +02:00
a7f0366980
Removed gsa/ls2003a.mod from the test suite (which causes a segmentation fault and breaks the test suite).
2015-04-15 12:31:09 +02:00
da2c529ee7
Merge branch 'marco_gsa_fixes'
2015-04-14 15:54:59 +02:00
58641d0efc
Added gsa/ls2003a.mod in testuite.
2015-04-14 15:51:50 +02:00
8022a181c8
Removed excel data file used in ls2003_bayesian_xls.mod.
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The excel data file available here:
http://www.dynare.org/Datasets/data_ca1_xls.xlsx
is downloaded by Matlab/Octave when performing the test. The file is
deleted after the estimation command.
2015-04-14 15:12:25 +02:00
62f81da6dd
Add unit test for recursive estimation with Excel data
2015-04-14 15:12:25 +02:00
8908cfe0f4
Updated testing routine
2015-04-14 12:38:18 +02:00
aea49e2fa0
Add unit test for mode_computations
2015-04-06 12:13:14 +02:00
214dc74723
- Fixed bugs around analytic derivation.
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- Fixed test routine, eliminating diffuse filter.
- Trapped incompatibility of diffuse filter with analytic derivation.
2015-04-01 09:00:51 +02:00
bbbbeb839f
Change call to test.m to fataltest.m
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Necessary after a988418668
2015-03-18 13:32:04 +01:00
91d8ce38bc
Disable OSR unit tests for optimizers not supported by Octave
2015-03-17 11:43:30 +01:00
6d304891d1
Fixed EXTRA_DIST in Makefile.am.
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I forgot to update Makefile.am after the change introduced in the
previous commit (a988418668
2015-03-13 22:51:02 +01:00
a988418668
Renamed tests/test.m as tests/fataltest.m.
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Previous routine name was causing octave testsuite to throw a warning.
2015-03-13 17:57:46 +01:00
3a3469b887
Cosmetic change.
2015-03-13 17:27:26 +01:00
e2a149430e
Use perfect_foresight_setup and perfect_foresight_solver routines.
2015-03-13 17:26:27 +01:00
f1d7060520
Added explicit extension for generated mat files (needed by octave).
2015-03-13 17:25:06 +01:00
e82487ed62
Added missing extension for o.tls rule.
2015-03-13 17:24:07 +01:00
6d7b72cb0d
Merged with master
2015-03-13 15:53:18 +01:00
7343fa8f99
Fixed typo in tests/Makefile.am
2015-03-13 15:52:33 +01:00
cd7ffc0f5a
Added missing matlab/octave scripts.
2015-03-13 15:39:43 +01:00
cf5ec64012
Removed display of debug info.
2015-03-13 15:27:16 +01:00
00d67110f2
Removed data files for tests/initval_file.
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Generate the data instead with matlab's script
ramst_initval_file_data.m. Note that the excel files are only produced
and tested under Windows (xlswrite is not working on OS X, need to check
for Linux).
2015-03-09 08:59:48 +01:00
de5c541ce6
Manually merged PR #807 .
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Fixed conflict related to the move of the perfect foresight related routines
in a subfolder.
2015-03-05 14:31:36 +01:00
30428aeb17
preprocessor: add joint prior syntax, #824
2015-03-03 15:08:33 +01:00
bcfa24bd99
Merge pull request #815 from JohannesPfeifer/newrat_analytic
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Add unit test for newrat with analytic derivatives and various Kalman al...
2015-03-01 16:31:29 +01:00
49c32da83b
Add unit tests for different OSR algorithms
2015-02-28 20:42:46 +01:00
59c8fe4319
test system: rename ramsey.mod as ramsey_.mod to avoid removal of ramsey directory when doing make clean
2015-02-23 16:50:14 +01:00
dcabcb6b01
preprocessor: new command write_latex_original_model. closes #657
2015-02-16 08:31:30 +01:00
7f067311df
use filter_algorithm option in particle tests
2015-02-09 03:21:25 +01:00
f29bb5c761
fixing bug in tests/Makefile.am introduced in previous commit
2015-01-16 09:29:55 +01:00
470fbbe0b2
Fixed bug in deterministic simulations with exogenous variables lagged
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by more than one period. Added corresponding test cases.
2015-01-15 11:27:00 +01:00
beb3fd1534
reporting: add legendAt option. closes #810
2014-12-29 22:18:08 +01:00
544e10fc29
reporting: fix legend entry for bar graphs
2014-12-29 20:37:44 +01:00
0fbf99232d
reporting: add support for bar graphs, closes #809
2014-12-23 17:52:40 +01:00
14938fd607
Add unit test for running smoother only
2014-12-08 11:30:30 +01:00
e60157e9b8
Add unit test for newrat with analytic derivatives and various Kalman algos
2014-12-05 15:27:52 +01:00
fc3e1b2108
Merge remote-tracking branch 'fred@github/master'
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Conflicts:
matlab/initial_estimation_checks.m
matlab/utilities/tests
2014-11-28 16:53:44 +01:00
bb92f9bc2a
Expand unit test on initval file
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Also moves it to separate directory
2014-11-27 10:49:18 +01:00
d27e5bc5c2
Modify unit test for mode_compute=8 to set optimizer options
2014-11-25 09:56:55 +01:00
1ac96c6808
Add initial values to prevent unit test from crashing due to numerical inaccuracy.
2014-11-24 17:40:29 +01:00
2254f846c5
bug fix: remove consecutive plus signs
2014-11-24 12:26:10 +01:00
e12b494921
Shorten length of unit test file to prevent crash
2014-11-23 09:32:29 +01:00
afb60b2528
Merge pull request #767 from JohannesPfeifer/osr_scaling
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Fix computation of objective function in OSR when covariances are specified
2014-11-21 22:03:00 +01:00
22d4a86c6d
Merge pull request #772 from JohannesPfeifer/varexo_det_forecasting
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Fix forecasting with exogenous deterministic variables
2014-11-21 21:48:19 +01:00
8204be67d0
Add unit test for correctness of forecasting with exogenous variables
2014-11-21 10:38:30 +01:00
Houtan Bastani
Johannes Pfeifer
Stéphane Adjemian (Charybdis)
Michel Juillard
Johannes Pfeifer
Frédéric Karamé
Marco Ratto