Commit Graph

1242 Commits (2f13d6610d6842adc4a4b448eb45ebd4223967e6)

Author SHA1 Message Date
Stéphane Adjemian(Charybdis) 3dcd8fc9f5 Added preprocessor unit tests (on the fly declarations of types). 2018-07-19 23:51:37 +02:00
Stéphane Adjemian(Charybdis) 5f8b2c5a77 Revert "modify on-the-fly example to accept variables declared in equation tag"
This reverts commit 8ff8d787e8.
2018-07-19 19:08:07 +02:00
Sébastien Villemot 9c3ce0350d Replace LMMCP test with another one that converges
Incidentally the new one takes far less time, especially on Octave.
2018-07-18 17:52:44 +02:00
Sébastien Villemot ff676f5505 Gracefully fail when Octave crashes in a *.m test 2018-07-13 17:22:27 +02:00
Houtan Bastani 8ff8d787e8 modify on-the-fly example to accept variables declared in equation tag 2018-07-11 14:45:32 +02:00
Stéphane Adjemian(Charybdis) 0d4a677526 Added comments in example. 2018-07-09 20:30:38 +02:00
Houtan Bastani 01d5a13082 preprocessor: submodule update: on-the-fly variable declaration in equation tags 2018-07-09 15:36:49 +02:00
Sébastien Villemot b2c554623f Various fixes related to the new layout of generated files 2018-06-28 18:14:40 +02:00
Sébastien Villemot 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
Sébastien Villemot 1e5fab3881 Fix tests for stack_solve_algo=7
Completes commit db0cf1b8ea from PR #1616.
2018-06-08 10:29:53 +02:00
Johannes Pfeifer db0cf1b8ea Add unit tests for perfect foresight simulations with exogenous leads and lags
Closes #1616
2018-06-07 20:46:30 +02:00
Sébastien Villemot 79484607a7 Fix various issues with stack_solve_algo=7 and lags on exogenous > 1
Complete the fix started in 8913791ff0.

Change the test case to prevent regressions.
2018-06-07 16:14:02 +02:00
Sébastien Villemot fec0947c7b Testsuite: clean files generated by move to temporary terms array 2018-06-04 18:08:28 +02:00
Johannes Pfeifer 2dd940dc1a datatomfile: Consistently replace char by cell arrays
Required after 7be8f10e0e
2018-06-04 11:56:43 +02:00
Frédéric Karamé 1c9e186d57 Updated tests for nonlinear filters.
(cherry picked from commit e2cf2260dbd5cceeade11f0617ab33de2f8ee72b)
2018-06-01 12:13:54 +02:00
Stéphane Adjemian(Charybdis) 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
Houtan Bastani 7f3120eb2e preprocessor: submodule update; introduction of on-the-fly variable declaration 2018-03-20 16:43:06 +01:00
Stéphane Adjemian(Charybdis) 85b88e133b Fixed integration tests related to the simulation of backward models.
Use the histval interface for setting the initial conditions.
2018-03-12 09:47:06 +01:00
Stéphane Adjemian(Charybdis) d96aca093e Fixes for julia 0.6.x.
Updated the preprocessor module (adds new static and dynamic routines which
only return the jacobian).
2018-03-10 16:05:14 +01:00
Houtan Bastani 04ce089164 test suite: modify reporting test following dseries move to new MATLAB classes 2018-02-16 14:19:08 +01:00
Johannes Pfeifer dde1acd18d Make fast_realtime accept observation as input 2018-01-26 18:23:49 +01:00
Johannes Pfeifer 0d11246c35 Add fast_realtime option to integration test 2018-01-12 09:48:14 +01:00
Stéphane Adjemian (Scylla) 7be8f10e0e Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
Stéphane Adjemian (Charybdis) 2be12bd50d Provide data to integration test.
This test, which is not run by the testsuite, fails.
2017-12-29 13:47:36 +01:00
Johannes Pfeifer a0ea6e3a21 Adjust tolerance of integration test 2017-10-05 11:33:17 +02:00
Johannes Pfeifer a1222a1d1b Implement variance decomposition with measurement error 2017-10-05 11:33:17 +02:00
Johannes Pfeifer f0b9f453e9 Make empirical moments independent of simul_replic by outputting first instead of later replication
Closes #1487
2017-10-04 15:32:28 +02:00
Stéphane Adjemian (Scylla) f284169248 Fixed integration tests related to simulation of backward models. 2017-09-30 16:44:23 +02:00
Johannes Pfeifer 79e510a99e Add integration tests for #1193 and #1510 2017-09-13 10:20:09 +02:00
Johannes Pfeifer 25bf43983f Add write_latex_steady_state_model to collect_latex_files.m 2017-09-01 17:58:25 +02:00
Houtan Bastani 85d00ad267 test suite: remove practicing directory. closes #1500 2017-08-29 17:15:06 +02:00
Houtan Bastani bb3e71646a Merge pull request #1497 from JohannesPfeifer/calib_smoother_test
Add calib_smoother command with parameter_set option to integration
2017-08-29 11:02:34 +02:00
Johannes Pfeifer cfc7413e96 Add calib_smoother command with parameter_set option to integration
Following #1477
2017-08-29 10:52:48 +02:00
Houtan Bastani 6fcc26ce2b test suite: aesthetic fix: remove British English :) 2017-08-29 10:27:49 +02:00
Houtan Bastani 9a3ea53274 test suite: change test to test for existence of files in current directory only 2017-08-29 10:25:39 +02:00
Stéphane Adjemian (Scylla) 32c3beb27d Fixed bug introduced in 7d180e2fcb. 2017-08-16 22:17:20 +02:00
Stéphane Adjemian (Scylla) 7d180e2fcb Renamed integration test (removed capital letters). 2017-08-16 16:08:18 +02:00
Stéphane Adjemian (Scylla) a1c34979f5 Merge branch 'pr#1484' 2017-08-16 11:20:55 +02:00
Johannes Pfeifer fdb24d6a1d Add unit test for sim1_linear.m 2017-08-01 11:36:07 +02:00
Stéphane Adjemian (Scylla) 16e0fca19c Added two examples (forecasts and IRFs in backward models).
(cherry picked from commit 949440ef9c)
2017-07-31 16:32:15 +02:00
Stéphane Adjemian (Scylla) 209e16888d Fixed bug in the integration test added in 45864f414f
Wrong name for the data file. Also reduced the number of chains.
2017-07-24 10:55:49 +02:00
Stéphane Adjemian (Scylla) 9203f9e52f Fixed encondig in the integration test added in 45864f414f. 2017-07-24 10:53:14 +02:00
Stéphane Adjemian (Scylla) 45864f414f Added integration test.
Trend + posterior filtered variables in a model with only one observed variable.
2017-07-23 23:34:49 +02:00
Stéphane Adjemian (Charybdis) 63d6dfccf4 Added the possibility to dynare the dynare command options in the mod file. 2017-06-30 10:16:26 +02:00
Stéphane Adjemian (Charybdis) b81e0cd91e Added json file in the clean rule. 2017-06-28 16:03:52 +02:00
Stéphane Adjemian (Charybdis) 119b5a62f2 Merge branch 'master' into json 2017-06-16 20:03:36 +02:00
Sébastien Villemot 7eaea0c772 Include tests/load_octave_packages.m in the distributed tarball. 2017-06-13 15:50:34 +02:00
Sébastien Villemot 21fa1ec86a Testsuite for octave: remove obsolete workaround. 2017-06-07 17:59:09 +02:00
Stéphane Adjemian 8015144817 Merge pull request #1460 from JohannesPfeifer/hessian_zero
Make sure that reverting to order=1 if Hessian is 0 does not crash ot…
2017-06-04 21:42:52 +02:00
Johannes Pfeifer 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
Stéphane Adjemian (Charybdis) 3c3fc0ace4 Fixed integration test. 2017-05-20 10:15:31 +02:00
Stéphane Adjemian (Charybdis) a53636e24e Fixed copyright notices. 2017-05-16 14:11:15 +02:00
Houtan Bastani 5bae0a8cb1 build system: add clean rule for test suite 2017-04-25 12:24:03 +02:00
Stéphane Adjemian (Charybdis) 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
Stéphane Adjemian (Charybdis) d43af0e4d7 Fixed wrong spaces/tab in tests/Makefile.am. 2017-04-05 11:44:27 +02:00
Johannes Pfeifer 00299a92c1 Make sure options_.first_obs is properly set 2017-04-05 11:44:27 +02:00
Houtan Bastani 753d8a17f0 preprocessor: move equation tags out of dmath mode, include all equation tags in one set of brackets, allow equation tags to be interpreted as latex, modify manual and test accordingly. #477 2017-04-05 11:01:25 +02:00
Johannes Pfeifer 59bafbf294 Add write_equation_tags option to integration test 2017-04-04 23:52:39 +02:00
Stéphane Adjemian (Charybdis) c1434118bd Added integration test for nonlinear filters with unit roots. 2017-04-03 11:25:05 +02:00
Houtan Bastani b3ecc8c003 preprocessor: add plot_shock_decomposition command. closes #1406 2017-03-24 12:11:36 +01:00
Houtan Bastani 5282e737e7 preprocessor: add realtime_shock_decomposition statement. #1406 2017-03-21 15:20:32 +01:00
Stéphane Adjemian (Charybdis) 9633f3ab77 Fixed bug introduced in 68b18b04f4.
Update of EXTRA_DIST was missing.
2017-03-20 22:17:54 +01:00
Stéphane Adjemian (Charybdis) 6d6f850a49 Test the value of oo_.deterministic_simulation.status in tests/deterministic_simulations/* 2017-03-20 16:27:13 +01:00
Johannes Pfeifer 828df26d71 Makefile.am: Add loglinear as test group
(cherry picked from commit a4c28306097f75b5dae2ded92628b26530f5dd20)
2017-03-20 09:43:23 +01:00
Stéphane Adjemian (Charybdis) c7926e250a Fixed spaces in 750f1d9ff4728216db0df8da69ef59f4d7dc254b. 2017-03-20 09:42:15 +01:00
Johannes Pfeifer 9adc2e9ca9 makefile: Replace 8 spaces by correct tab
(cherry picked from commit 750f1d9ff4728216db0df8da69ef59f4d7dc254b)
2017-03-20 09:40:57 +01:00
Johannes Pfeifer 68b18b04f4 Expand loglinear integration tests
(cherry picked from commit 7c17e97546df6ab269be939e6f7e8b32f45b5cc0)
2017-03-20 09:35:24 +01:00
Stéphane Adjemian (Charybdis) 8dc27292c9 Adapted integration test consistently with 0752d6a8e6. 2017-03-18 20:54:32 +01:00
Marco Ratto 727a9582c8 speed-up execution of test 2017-03-18 10:27:36 +01:00
Stéphane Adjemian (Charybdis) bc6c6fc486 Removed remaining calls or references to cputime. 2017-03-17 22:49:01 +01:00
Stéphane Adjemian (Charybdis) 117458e663 Complete c921212fe5. 2017-03-17 18:33:17 +01:00
Stéphane Adjemian (Charybdis) 052655e353 Changed some integration tests for lowering the execution time of the testsuite. 2017-03-17 18:24:56 +01:00
Stéphane Adjemian (Charybdis) 2125d82cae Adapted integration tests to ea49f971e58a4b40b422d06d808d863124092ef4.
FilteredVariablesKStepAheadVariances is computed and saved iff
filter_covariance option is used in estimation command.
2017-03-17 18:10:00 +01:00
Marco Ratto d35ee4b58e adapted testing routine 2017-03-17 12:41:59 +01:00
Marco Ratto f66191f59f added tex wrapper + small fixes to the test 2017-03-17 12:41:59 +01:00
Marco Ratto fcdecb5b1f test file for plot_shock_decomposition and realtime_shock_decomposition 2017-03-17 12:41:59 +01:00
Stéphane Adjemian (Charybdis) c921212fe5 Renamed trs field consistently with 1022e675c1. 2017-03-16 23:41:27 +01:00
Stéphane Adjemian (Charybdis) 1022e675c1 Do not use cputime as advised by Mathworks.
cputime time is not a good measure of performance on multithreaded applications.

TODO
 - Change trs field,
 - Adapt testsuite code.
2017-03-16 18:27:01 +01:00
Stéphane Adjemian (Charybdis) ae3752a0d3 Lowered threshold value for a test. 2017-03-16 15:51:11 +01:00
Houtan Bastani 9f7b084970 Merge branch 'master' into json 2017-03-10 17:20:15 +01:00
Houtan Bastani 38f36091a9 test suite: increase timeout option for downloading files to 30 seconds 2017-03-08 12:30:58 +01:00
Houtan Bastani 5063020c5d Merge branch 'master' into json 2017-03-03 14:42:25 +01:00
Houtan Bastani 1007ea1301 preprocessor: JSON output for statements, #1387 2017-02-20 11:23:10 +01:00
Stéphane Adjemian (Charybdis) 593d62a7c1 Removed optimizers/fs2000_12.mod from testsuite...
Because the Global Optimization Toolbox is not installed on dynbot@sedna.
2017-02-08 14:29:34 +01:00
Stéphane Adjemian (Charybdis) b14cf33c8f Changed priors in tests/optimizers/fs2000_* integration tests.
To avoid asymptote at zero on the autoregressive parameter rho.
2017-02-08 13:07:25 +00:00
Stéphane Adjemian (Charybdis) 5b73d7d59c Added new optimization routine (particleswarm).
Only available under Matlab if the Global Optimization Toolbox is installed.
2017-02-08 13:07:25 +00:00
Houtan Bastani f1d607af99 preprocessor: remove extra exogenous variables. closes #841 2017-01-27 22:48:17 +01:00
Houtan Bastani cfae273038 keep track of all times an undeclared variable is encountered 2017-01-27 20:36:26 +01:00
Stéphane Adjemian (Lupi) 1cabe76b06 Do not compute posterior kernel densities in some integration tests.
These data are not used in the tests, and take a lot of space in RAM and on
the disk (when the results, e.g. oo_, are saved in <MOD_FILE_NAME>_results.mat).
2017-01-27 15:15:55 +01:00
Stéphane Adjemian (Charybdis) b152f3920d Added the possiblity to run the testsuite on a subset of tests.
*Example*

To run all the tests related to the numerical gradient, just type:

~$ make m/gradient

in the tests subfolder. These tests will be done with Matlab. If you want to
test these routines against Octave instead:

~$ make o/gradient

If you want to test against Matlab and Octave:

~$ make gradient.

*Remark*

[1] Integration tests in subfolders can be accessed using the same approach. For
instance:

~/m/observation_trends_and_prefiltering/MCMC

will run all the mod files with matlab in tests/observation_trends_and_prefiltering/MCMC.

[2] Autocompletion works.

[3] Some folders/subfolders are still missing...

(cherry picked from commit 0271f2e8c13d5fe94871fa7aed027047a2cfd36f)
2017-01-24 16:00:50 +00:00
Johannes Pfeifer d5a6f132b5 unit tests: remove more unused exogenous variables 2017-01-10 19:58:44 +01:00
Johannes Pfeifer c5c465d675 Remove unused exogenous variables from unit tests 2017-01-08 19:00:04 +01:00
Stéphane Adjemian 420fb3896b Merge pull request #1361 from JohannesPfeifer/endogenous_prior_restrictions
Document irf_calibration and moment_calibration in the context of est…
2017-01-05 09:08:52 +01:00
Stéphane Adjemian b464226eaa Merge pull request #1358 from JohannesPfeifer/nograph
Implement posterior_nograph option
2017-01-05 06:52:08 +01:00
Stéphane Adjemian (Lupi) 3708b5c4e5 Fixed typo (integration test for nested parenthesis). 2017-01-05 00:32:37 +01:00
Stéphane Adjemian 90982d5fa0 Merge pull request #1357 from rattoma/parallel
Provisions for new node option NumberOfThreadsPerJob. Document option
2017-01-04 23:29:24 +01:00
Stéphane Adjemian (Karaba) 11962c0a21 Added integration test for nested parenthesis.
example1long.mod is the benchmark (less than 32 nested parenthesis). The two
other mod files have more than 32 nested parenthesis (rewrite the sum of
discounted ys using the Horner factorization). Both files compare the approaches
discussed in issue #1201 with the benchmark.
2017-01-04 23:23:41 +01:00
Johannes Pfeifer 6c9a08d7e2 Further adjust tolerance of Octave unit tests 2016-12-28 19:30:24 +01:00
Johannes Pfeifer 8900b99a74 Add posterior_nograph option to fs2000.mod unit test 2016-12-26 13:11:02 +01:00
Johannes Pfeifer c7290a5f03 Document irf_calibration and moment_calibration in the context of estimation
Also adds unit test. Closes #1318
2016-12-23 12:11:10 +01:00
Johannes Pfeifer 5e010f57c0 Document different treatment of mh_recover and load_mh_file under Octave
Also adjusts unit tests accordingly. Closes #1332
2016-12-23 10:47:58 +01:00
Johannes Pfeifer 2d17ff43a4 fs2000.mod unit test: move setting of Laplace marginal density to appropriate place 2016-12-20 08:40:34 +01:00
Marco Ratto 2b9779204a added example for new option NumberOfThreadsPerJob 2016-12-19 23:33:03 +01:00
Johannes Pfeifer 352786c2b4 load_mh_file: recompute results by default and load on request
Prevents general overwriting of results in oo_ and having stale results
2016-12-19 19:37:34 +01:00
Johannes Pfeifer 5515da191a Add Raftery/Lewis (1992) convergence diagnostics 2016-12-17 17:22:05 +01:00
Johannes Pfeifer 0f04a0f921 Geweke diagnostics: fix bug in interface that prevents setting the respective options 2016-12-17 17:22:05 +01:00
Stéphane Adjemian ab2a4f574b Merge pull request #1342 from JohannesPfeifer/univariate_diffuse_test
Trigger computation of state uncertainty in unit test
2016-12-17 17:18:58 +01:00
Houtan Bastani 060ecceede test suite: reporting: fix bug 2016-12-12 16:53:57 +01:00
Stéphane Adjemian (Charybdis) c2e5d5c2c2 Changed calibration. 2016-12-06 23:34:11 +01:00
Stéphane Adjemian (Charybdis) b43ef94e7b Cosmetic change. 2016-12-06 23:26:31 +01:00
Stéphane Adjemian (Charybdis) 535fa1a721 Added integration test...
For nonlinear simul_backward_model. Use a Solow model with varying
growth rates of efficiency and population.
2016-12-06 22:57:12 +01:00
Michel Juillard 6fd715a3b8 adding simul_backward and simul_backward_linear 2016-12-05 16:17:14 +01:00
Stéphane Adjemian (Charybdis) 4689805e98 Added integration tests for the simulation of stochastic backward models. 2016-12-01 23:22:08 +01:00
Houtan Bastani cacd60814b Revert "test suite: change related to b5f0621f02. revert when new Octave is released"
This reverts commit 0b6588c932.
2016-11-29 14:47:27 +01:00
Michel Juillard b85267e03c fixed typo in Makefile.am 2016-11-24 10:00:34 +01:00
Michel Juillard 80eeee697d diffuse_filter: add test for compute_Pinf_Pstar 2016-11-23 20:52:57 +01:00
Johannes Pfeifer 8ce3d2c936 Trigger computation of state uncertainty in unit test 2016-11-23 10:50:31 +01:00
MichelJuillard 31d2c7e332 Merge pull request #1324 from JohannesPfeifer/kalman
Three bugfixes for missing_DiffuseKalmanSmootherH1_Z.m that led to wrong results
2016-11-13 19:13:10 +01:00
Johannes Pfeifer 7831dccd2a Transform save_tmp_file into an option and change defaults 2016-11-04 19:56:55 +01:00
Houtan Bastani 985fce4955 Revert "Reverted merge of pr#1323." 2016-11-04 12:10:10 +01:00
Stéphane Adjemian 4532d13fd3 Merge pull request #1295 from JohannesPfeifer/stochastic_singularity
Stochastic singularity
2016-11-04 10:56:50 +01:00
Johannes Pfeifer 3ebc982b02 Add state_uncertainty to Bayesian smoother 2016-11-04 09:23:55 +01:00
Johannes Pfeifer 98cf1bfc1d Add smoothed state uncertainty to Kalman smoother routines 2016-11-04 09:23:55 +01:00
Stéphane Adjemian b069241d18 Merge pull request #1217 from JohannesPfeifer/qz_estimation
Make sure diffuse_filter triggers qz_criterium>1
2016-11-04 06:47:17 +01:00
Stéphane Adjemian (Lupi) a60f5a81fe Reverted merge of pr#1323. 2016-11-03 23:09:31 +01:00
Johannes Pfeifer b2954b4103 Add bvar_irf to unit test 2016-11-03 17:22:44 +01:00
Johannes Pfeifer 5fe79aeda2 Add unit test for qz_criterium 2016-10-27 20:16:43 +02:00
Houtan Bastani 2499a13e5a test suite: add stats directory for stats tests so that those functions are called instead of the built in octave functions 2016-10-25 18:13:07 +02:00
Houtan Bastani 7370d49792 test suite: suppress dynare_config output 2016-10-25 16:31:33 +02:00
Houtan Bastani 0b6588c932 test suite: change related to b5f0621f02. revert when new Octave is released 2016-10-25 16:31:33 +02:00
Houtan Bastani 7dafeb2bc8 test suite: fix bug introduced in f5f71ca838 2016-10-24 12:56:26 +02:00
Houtan Bastani 764d2e6ba5 test suite: use dynare_config instead of calling dynare on non_existant_mod_file.mod to set up paths 2016-10-24 11:39:54 +02:00
Houtan Bastani f5f71ca838 test suite: load Octave packages potentially needed when running test suite 2016-10-21 17:40:27 +02:00
Houtan Bastani 4a1ad80747 test suite: add license/copyright info 2016-10-19 15:12:44 +02:00
Houtan Bastani 22a5739eb7 test suite: don't use when running octave test 2016-10-19 15:11:30 +02:00
Houtan Bastani d045fc65a5 test suite: remove ‘exit;’ causes octave 4.2.0 rc2 to terminate with uncaught exception of type octave::exit_exception 2016-10-18 15:04:03 +02:00
Johannes Pfeifer e953b16d4a Add correctness check for trigonometric functions to use_dll test 2016-10-16 13:54:29 +02:00
Houtan Bastani b5f0621f02 test suite: workaround for bug in Octave 4.2.0-rc2 https://savannah.gnu.org/bugs/?49334 2016-10-13 15:30:05 +02:00
Johannes Pfeifer 22b20eee96 Widen tolerance of trend unit tests under Octave 2016-10-06 21:01:35 +02:00
Johannes Pfeifer 1da488db52 Add test case for stochastic singularity 2016-10-02 12:56:04 +02:00
Johannes Pfeifer f553f893c6 Make sure qz_criterium being reset by evaluate_smoother.m does not affect subsequent commands
- adds diffuse_filter as option of calib_smoother
- adds test case for calib_smoother with diffuse_filter
2016-10-02 10:51:47 +02:00
Houtan Bastani 8edea5edb0 octave only supports .xlsx Excel extension (no longer supports .xls extension). #1293 2016-09-27 16:00:34 +02:00
Houtan Bastani daa77a7a68 test suite: add .mod file name to execution command to see which test is running in top 2016-09-27 10:55:03 +02:00
Houtan Bastani d4f5977380 test suite: when saving use .mat file extension because Octave doesn’t add it by default 2016-09-23 18:49:51 +02:00
Houtan Bastani 99d7b2b8b2 test suite: add rules for o.trs left out of 6b2c7c36d4 2016-09-21 16:16:29 +02:00
Houtan Bastani aa08138206 test suite: resolve more race conditions 2016-09-21 16:14:59 +02:00
Houtan Bastani 6b2c7c36d4 test suite: resolve race condition in tests/observation_trends_and_prefiltering/MCMC/*.mod 2016-09-21 11:42:13 +02:00
Houtan Bastani fd9c81f0ef test suite: ensure test suite keeps on running even when Octave or Matlab crash. Closes #1069 2016-09-20 17:17:25 +02:00
Marco Ratto e46a3249c0 fixes testsuite for model comparison 2016-09-08 15:45:38 +02:00
Houtan Bastani 71c2bc665a changes in 7d7eb73ba8 were excessive. Can simply add [] around last arguments 2016-08-24 11:56:32 +02:00
Houtan Bastani 7d7eb73ba8 test suite: bug fix: repmat syntax changed in R2013b 2016-08-24 11:11:58 +02:00
Johannes Pfeifer 3fc011a1b2 Adjust unit test for stack_solve_algo=7 to actually trigger different algorithms 2016-08-23 17:28:41 +02:00
Johannes Pfeifer 077917b1f4 dynare_solve: use correct termination criterion with stack_solve_algo=7 2016-08-23 17:28:41 +02:00
Johannes Pfeifer 299d7edf8b Expand stack_solve_algo=7 unit tests to other solve_algo 2016-08-23 17:28:41 +02:00
Johannes Pfeifer 425ada90bb Fix traceplot command in TeX unit test 2016-08-23 17:22:41 +02:00
Johannes Pfeifer 960aeb0d8d Add fast Kalman filter to stationary unit tests 2016-08-22 19:24:35 +02:00
Johannes Pfeifer a7e3ecea63 Add diffuse Kalman filter unit tests 2016-08-22 19:24:35 +02:00
Johannes Pfeifer 06ff0c7bb6 Factorize Kalman filter unit tests 2016-08-22 19:24:35 +02:00
Johannes Pfeifer 69c5575e19 Add smoother checks to Kalman unit tests 2016-08-22 19:24:35 +02:00
Johannes Pfeifer 915b437efc Add correctness check for Kalman filter unit tests 2016-08-22 19:24:35 +02:00
Johannes Pfeifer b201ca4e4b Add proper measurement error to Kalman filter test files 2016-08-22 19:24:35 +02:00
Johannes Pfeifer df8ad833fb Transform automatic loading of optimal_mh_scale_parameter.mat into option scale_file
Closes #503
2016-08-22 16:27:32 +02:00
MichelJuillard d27bbe667f Merge pull request #1230 from JohannesPfeifer/load_mh_file
Save chain's proposal density and make load_mh_file and mh_recover load it
2016-08-21 16:12:12 +02:00
Houtan Bastani 726ad1b84c build system: add missing dependency in test suite, add missing clean rule 2016-07-29 17:05:51 -04:00
Houtan Bastani c6f84fb98a build system: remove csv file created during check 2016-07-28 17:01:45 -04:00
Houtan Bastani 92200c20ba build system: front load slower tests to make test suite run faster 2016-07-28 16:59:57 -04:00
Michel Juillard 22f49971bc fixing bug in mcp model setup
makes perfect_foresight_problem more efficient
added test case for stack_solve_algo == 7
2016-07-03 10:56:44 +02:00
Johannes Pfeifer 7621ebb5ea Harmonize spelling and function arguments of collect_latex_files.m
All lower caps and no inputs
2016-07-01 19:09:29 +02:00
Johannes Pfeifer 8694617bd0 Add rplot to TeX-test 2016-07-01 19:09:29 +02:00
Stéphane Adjemian (Hermes) c5f8fe7f85 Added integration test for {variables,parameters} partitioning. 2016-06-27 12:10:15 +02:00
Johannes Pfeifer e214ec2976 Allow for parameter_set=mle_mode in conditional_forecast 2016-06-17 00:21:08 +02:00
Johannes Pfeifer 1c420e6056 Allow for parameter_set=mle_mode in shock_decomposition
Required after writing results into oo_.mle_mode for ML estimation
2016-06-17 00:21:08 +02:00
Johannes Pfeifer 5d6d1336ef Enable filter_covariance option in posterior sampling 2016-06-16 12:05:38 +02:00
Stéphane Adjemian (Lupi) b70fe62503 Minor change in user reference manual.
The write_latex_prior_table has not to follow the estimation command but
the estimated_params block.
2016-06-15 17:15:53 +02:00
Johannes Pfeifer e94a698a9b Implement write_latex_prior_table.m
Fixes and replaces write_table_prior.m and uses consistent name. Also includes documentation
2016-06-15 16:47:39 +02:00
Stéphane Adjemian (Lupi) 8b8db6bf38 Updated tests/Makefile clean rule.
Ensure tha we remove all tex, aux, log and eps generated files.
2016-06-15 14:39:38 +02:00
Stéphane Adjemian (Lupi) c9d3db7db2 Changed optimization algorithm in integration test.
mode_compute=9 fails to find a mode with a positive definite hessian
matrix, swithed to mode_compute=8 (Dynare's implementation of the
simplex algorithm).
2016-06-15 14:19:43 +02:00
Stéphane Adjemian (Lupi) 019223f7d6 Removed one (failing) integration test.
fs2000/fs2000_analytical_derivation.mod was almost a duplicate of
analytical_derivates/fs2000_analytical_derivation.mod.

The removed integration test was failing because of the sign of the
hessian matrix. The only significant difference between the two mod
files, was that the removed one did not use the closed form expression
of the steady state.
2016-06-15 12:53:48 +02:00
Johannes Pfeifer 22a205d59a Speed up fs2000_analytic_derivation.mod unit test by using previous mode-file 2016-06-15 00:30:28 +02:00
Johannes Pfeifer 1f433f0c97 Expand fs2000_5.mod unit test to second Hessian computation method 2016-06-15 00:30:28 +02:00
Stéphane Adjemian (Hermes) 2a65e7a85a Merge branch 'master' into johannes-identification-fixes 2016-06-14 18:17:36 +02:00
Stéphane Adjemian (Hermes) be08d2f65d Prevent testsuite to freeze if latex compilation fails.
Added -interaction=batchmode option.
2016-06-14 17:09:00 +02:00
Johannes Pfeifer b3877b3a9e Save chain's proposal density and make load_mh_file and mh_recover load it
Closes #504
2016-06-14 15:09:05 +02:00
Stéphane Adjemian (Hermes) 5814ae32e8 Updated README file in tests/julia/rbc subfolder. 2016-06-14 13:56:59 +02:00
Johannes Pfeifer faab010753 Change file ending from TeX to tex to prevent problems on Linux
Related to b454c28096
2016-06-14 12:13:48 +02:00
Johannes Pfeifer 59cbee2b56 Provide output on posterior variance decomposition
Closes #1219
2016-06-14 11:53:38 +02:00
Johannes Pfeifer c7472a5020 Add some TeX names to ls2003.mod 2016-06-14 11:52:49 +02:00
Johannes Pfeifer 42f47e0f55 Correctly indent filt_mc_.m 2016-06-14 11:52:49 +02:00
Johannes Pfeifer 9b82c72e4f Remove global options structure from dyntable 2016-06-14 11:52:17 +02:00
Johannes Pfeifer 06a8eeeea7 Speed up runtime of ls2003.mod by reducing number of MC samples 2016-06-14 11:52:17 +02:00
Johannes Pfeifer ab378138c2 Add unit test for correlated errors and TeX-Output 2016-06-14 11:52:17 +02:00
Johannes Pfeifer e06bb9e057 Adjust ident_unit_root.mod to reflect change in unit root treatment introduced in #1191 2016-06-14 11:51:14 +02:00
Houtan Bastani b454c28096 fix latex compilation on linux. #1207 2016-06-14 11:37:16 +02:00
Stéphane Adjemian (Hermes) e789cc7d91 Added example of perfect forsesight model (julia).
Note that PyPlot package must be installed.
2016-06-14 11:21:23 +02:00
Stéphane Adjemian (Hermes) 9ca893ca1d Added routines for steady state computation (julia). 2016-06-14 11:21:23 +02:00
Frédéric Karamé 7df352a60b correct the name of simulated dataset files.
(cherry picked from commit e35beb605bafbd462ec7dc79f0d67f7455a93dbd)
2016-06-01 16:40:26 +02:00
Michel Juillard c159dff19c adding hook for PATH solver 2016-05-31 12:10:12 +02:00
Johannes Pfeifer eca30eff75 Modify lmmcp unit test to have second (name) tag 2016-05-28 19:31:53 +02:00
Stéphane Adjemian (Charybdis) 03da338b05 Added more informative error messages. 2016-05-25 12:54:47 +02:00
Stéphane Adjemian (Charybdis) 6007d51ef4 Code factorization. 2016-05-25 12:42:56 +02:00