0521aa4e09
Merge pull request #1188 from JohannesPfeifer/slice_marco
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Add slice and factorization of posterior samplers
2016-05-22 01:45:14 +02:00
5fcd502f3c
preprocessor: allow comments in parallel config file. closes #1194
2016-05-20 17:22:26 +02:00
aaa7318da4
Add unit test for independent MH
2016-05-19 14:37:05 +02:00
969aa44963
Move slice test to separate folder
2016-05-19 14:37:05 +02:00
fad10d63b6
Adjust unit tests to reflect factorization of posterior sampler interface
2016-05-19 14:37:05 +02:00
a9fc65fbce
Use steady_state_model block in fs2000_slice.mod
2016-05-19 14:37:05 +02:00
7b3c42c6e1
provisions for reworked posterior sampling options:
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- handle sub lists of individual samplers
- split checks in dynare_estimation_init.m and before running posterior_sampler.m [invhess checks]
- posterior sampler options checks moved from initial_estimation_checks.m to check_posterior_sampler_options.m
- added use_mh_covariance_matrix to imh and rwmh
- slice re-sets mode_compute=0 cova_compute=0
- updated test function
2016-05-19 14:37:05 +02:00
cf6e3cb14c
preprocessor: rework posterior sampler options, #1177
2016-05-19 14:37:05 +02:00
ab8aa917e3
slice test moved to estimation folder
2016-05-19 14:34:09 +02:00
0497943f02
two steps slice sampling with rotation
2016-05-19 14:34:09 +02:00
6aa65e2a6a
Added test function for slice sampler
2016-05-19 14:34:09 +02:00
e1bdd830af
testsuite: fix race condition in accessing .mat file
2016-05-10 11:34:17 +02:00
ccb197e74f
fix copyright dates
2016-05-09 12:42:58 +02:00
d9e73b5477
fixing test case for loglinear models
2016-05-06 09:07:43 +02:00
034bd0367b
test cases for loglinear with lead/lagged exogenous variables
2016-05-05 20:41:02 +02:00
5d321c86ce
add test case for purely backward model
2016-04-16 17:21:42 +02:00
bfe3dded99
Add diffuse filter statement to nonstationary mod-file to prevent unit test from crashing
2016-04-15 15:00:50 +02:00
3d6c184566
Merge pull request #1168 from JohannesPfeifer/filter_tests
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Improve speed of filtering unit tests and clean up setting of options
2016-04-15 09:50:49 +02:00
a21aa064c9
Merge pull request #1166 from JohannesPfeifer/kalman_fixes
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Kalman fixes
2016-04-15 09:50:25 +02:00
aff80b4ee3
Improve speed of filtering unit tests and clean up setting of options
2016-04-15 09:23:07 +02:00
920d212d95
shock decomposition: adding test case for groups
2016-04-15 09:06:26 +02:00
30be2ed62a
Add unit test for smoother only on nonstationary model
2016-04-14 20:11:50 +02:00
9d6126c5f6
Make fs2000_smoother_only.mod call all Kalman options
2016-04-14 20:11:50 +02:00
efc193e429
Fixed typo in testsuite.
2016-04-13 22:25:52 +02:00
994b9e5f16
Reduce runtime of unit tests by decreasing iteration number
2016-04-12 14:58:11 +02:00
a8cc21eb97
Merge pull request #1163 from JohannesPfeifer/Smoother_fixes
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Various fixes and documentation improvements related to smoother, trends and selected_variables_only option
2016-04-12 14:22:19 +02:00
aa1a0b5e25
Merge pull request #1052 from JohannesPfeifer/lin_solve_robust
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Integrate robust linear solver for stack_solve_algo=0
2016-04-12 12:06:22 +02:00
5c40bcef8d
Fix trend unit tests to account for classical smoother returning results in declaration rule order after fixing #1161
2016-04-12 11:41:15 +02:00
f5900aa03b
Add unit test for selected_variables_only option in smoother
2016-04-12 11:37:57 +02:00
5b1a97f777
Add unit test for conditional_forecast with trends and loglinear
2016-04-09 09:45:21 +02:00
450dd465fd
Reduce time intensity of unit tests by reducing number of iterations
2016-04-09 09:45:21 +02:00
44b3092162
Fix merge conflict that undid commit 943db6fb24
2016-04-09 09:45:21 +02:00
31c422e3d1
Add datafile to observation trends and prefiltering tests
2016-04-09 09:45:21 +02:00
ec1bb2138a
Enable erroneously disabled unit tests
2016-04-09 09:45:21 +02:00
4b83c1bf76
Integrates Tom Holden's robust linear solver
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Supersedes #984
2016-03-25 09:59:20 +01:00
b688cbe5b2
Merge branch 'master' into johannes_perfect_foresight_test
2016-03-24 23:01:11 +01:00
fd850ca5bd
Merge branch 'master' into lik_init_5_fixes
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Conflicts:
doc/dynare.texi
tests/Makefile.am
2016-03-24 17:40:27 +01:00
d84bf3e107
Add unit tests for perfect foresight to detect issues with histval
2016-03-23 20:15:57 +01:00
da5f7243e9
Add missing data file and options for kalman_filter_smoother/compare_results_simulation unit tests
2016-03-23 10:48:23 +01:00
2139420336
Factorize unit tests for observation trends
2016-03-23 10:48:22 +01:00
acd08bba0e
Add means and trends to Bayesian smoother results
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Also adjusts unit test
2016-03-23 10:47:25 +01:00
df54e8fcab
Add unit tests for correctness of smoother results
2016-03-23 10:46:30 +01:00
018fed21cd
Add unit test for calibrated smoother
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Tests loglinear, prefilter, and first_obs options
2016-03-23 10:35:40 +01:00
8c8587d89b
Add factored unit tests for mh_recover
2016-03-16 19:04:03 +01:00
066c79f46a
test case for previous commit
2016-03-07 21:51:45 +01:00
2e359cac02
Widen tolerance criterion in unit test
2015-12-17 17:06:53 +01:00
af627b8ecf
Adapt estimated parameters to not hit prior bounds
2015-12-17 17:06:33 +01:00
e5894c4157
Add eps-loaders to GSA output
2015-12-14 14:09:37 +01:00
4f9b141c76
Add eps-loaders to identification codes
2015-12-14 11:26:33 +01:00
1c630a8172
Add trace_plot to LaTeX unit test
2015-12-13 17:45:10 +01:00
5ef86416bf
Merge branch 'cmr-prior'
2015-12-04 15:06:28 +01:00
a0119404c5
Added integration test for the Weibull prior.
2015-12-04 15:04:10 +01:00
943db6fb24
testsuite: move tests/reporting/example1.mod to examples/example1_reporting.mod. closes #1111
2015-12-01 13:53:08 +01:00
717967f31f
adding forgotten test file
2015-11-28 21:02:10 +01:00
c373d1e1be
adding new option 'fast_kalman_filter' implementing Ed Herbst 2012 approach
2015-11-28 17:38:00 +01:00
cbe236730c
Factorized tests and removed time consuming and out of scope parts.
2015-11-04 22:19:14 +01:00
a7ed27b889
Document lik_init=5 and add unit test for lik_init
2015-10-18 18:55:33 +02:00
cf17040915
Added integration test for PR #1062 (conditional forecasts).
2015-10-16 17:22:33 +02:00
f583add550
prior_posterior_function: save results to different structures, depending on which command was called
2015-10-14 11:19:12 +02:00
fd5ce1366e
preprocessor: change prior_posterior_function into two arguments. closes #1076
2015-10-14 11:02:35 +02:00
6ea5bdde34
Merge branch 'johannes_bandpass'
2015-10-13 23:56:22 +02:00
a13c852feb
Removed calls to autocorr routine in integration test.
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This routine is part of the matlab's statistical toolbox which is not
required by Dynare (and not available on karaba). Use
sample_autocovariance routine instead.
2015-10-13 23:50:38 +02:00
f7175745ac
Add one-sided HP filter
2015-10-13 20:50:03 +02:00
8c44936846
prior_posterior_function: modify test to accord with preprocessor changes #1076
2015-10-13 17:41:45 +02:00
c45a054c6f
modify calling structure of execute_prior_posterior_function and update doc
2015-10-13 15:13:35 +02:00
d3eca9338b
Merge pull request #1038 from JohannesPfeifer/kernel_density
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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
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Various fixes for discretionary_policy
2015-10-10 22:25:46 +02:00
b51b037ef2
Merge pull request #871 from JohannesPfeifer/prior_posterior_function
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Add functionality Prior posterior function
2015-10-10 22:17:53 +02:00
dcf7cfbc4b
Cosmetic change (testsuite).
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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
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Bugfixes and improvements for model_comparison
2015-10-09 17:11:15 +02:00
035adeb89e
Revert "More fixing related to objective_function_penalty_base"
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This reverts commit 1ad8df4635
2015-10-09 14:23:31 +02:00
9be5c31761
Revert "More fixing of the same"
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This reverts commit a54dda165f
2015-10-09 14:23:31 +02:00
bc37c838c7
Revert "more fixes for penalty objective function"
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This reverts commit 3dac7f8809
2015-10-09 14:23:31 +02:00
bf51be7efd
Revert "Revert "test suite: add rule for text files""
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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""
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This reverts commit 62b1c85fd4
2015-10-08 23:20:08 +02:00
276c34f394
Revert "Temporarily removed an integration test."
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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.
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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"
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This reverts commit 1bc965625c
2015-10-06 16:38:59 +02:00
4825745047
Revert "test suite: add rule for text files"
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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
Stéphane Adjemian
Houtan Bastani
Johannes Pfeifer
Marco Ratto
Michel Juillard
Johannes Pfeifer