MichelJuillard
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31d2c7e332
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Merge pull request #1324 from JohannesPfeifer/kalman
Three bugfixes for missing_DiffuseKalmanSmootherH1_Z.m that led to wrong results
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2016-11-13 19:13:10 +01:00 |
Johannes Pfeifer
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7831dccd2a
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Transform save_tmp_file into an option and change defaults
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2016-11-04 19:56:55 +01:00 |
Houtan Bastani
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985fce4955
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Revert "Reverted merge of pr#1323."
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2016-11-04 12:10:10 +01:00 |
Stéphane Adjemian
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4532d13fd3
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Merge pull request #1295 from JohannesPfeifer/stochastic_singularity
Stochastic singularity
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2016-11-04 10:56:50 +01:00 |
Johannes Pfeifer
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3ebc982b02
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Add state_uncertainty to Bayesian smoother
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2016-11-04 09:23:55 +01:00 |
Johannes Pfeifer
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98cf1bfc1d
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Add smoothed state uncertainty to Kalman smoother routines
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2016-11-04 09:23:55 +01:00 |
Stéphane Adjemian
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b069241d18
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Merge pull request #1217 from JohannesPfeifer/qz_estimation
Make sure diffuse_filter triggers qz_criterium>1
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2016-11-04 06:47:17 +01:00 |
Stéphane Adjemian (Lupi)
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a60f5a81fe
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Reverted merge of pr#1323.
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2016-11-03 23:09:31 +01:00 |
Johannes Pfeifer
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b2954b4103
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Add bvar_irf to unit test
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2016-11-03 17:22:44 +01:00 |
Johannes Pfeifer
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5fe79aeda2
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Add unit test for qz_criterium
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2016-10-27 20:16:43 +02:00 |
Houtan Bastani
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2499a13e5a
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test suite: add stats directory for stats tests so that those functions are called instead of the built in octave functions
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2016-10-25 18:13:07 +02:00 |
Houtan Bastani
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7370d49792
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test suite: suppress dynare_config output
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2016-10-25 16:31:33 +02:00 |
Houtan Bastani
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0b6588c932
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test suite: change related to b5f0621f02 . revert when new Octave is released
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2016-10-25 16:31:33 +02:00 |
Houtan Bastani
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7dafeb2bc8
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test suite: fix bug introduced in f5f71ca838
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2016-10-24 12:56:26 +02:00 |
Houtan Bastani
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764d2e6ba5
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test suite: use dynare_config instead of calling dynare on non_existant_mod_file.mod to set up paths
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2016-10-24 11:39:54 +02:00 |
Houtan Bastani
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f5f71ca838
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test suite: load Octave packages potentially needed when running test suite
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2016-10-21 17:40:27 +02:00 |
Houtan Bastani
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4a1ad80747
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test suite: add license/copyright info
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2016-10-19 15:12:44 +02:00 |
Houtan Bastani
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22a5739eb7
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test suite: don't use when running octave test
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2016-10-19 15:11:30 +02:00 |
Houtan Bastani
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d045fc65a5
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test suite: remove ‘exit;’ causes octave 4.2.0 rc2 to terminate with uncaught exception of type octave::exit_exception
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2016-10-18 15:04:03 +02:00 |
Johannes Pfeifer
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e953b16d4a
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Add correctness check for trigonometric functions to use_dll test
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2016-10-16 13:54:29 +02:00 |
Houtan Bastani
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b5f0621f02
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test suite: workaround for bug in Octave 4.2.0-rc2 https://savannah.gnu.org/bugs/?49334
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2016-10-13 15:30:05 +02:00 |
Johannes Pfeifer
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22b20eee96
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Widen tolerance of trend unit tests under Octave
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2016-10-06 21:01:35 +02:00 |
Johannes Pfeifer
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1da488db52
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Add test case for stochastic singularity
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2016-10-02 12:56:04 +02:00 |
Johannes Pfeifer
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f553f893c6
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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
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2016-10-02 10:51:47 +02:00 |
Houtan Bastani
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8edea5edb0
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octave only supports .xlsx Excel extension (no longer supports .xls extension). #1293
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2016-09-27 16:00:34 +02:00 |
Houtan Bastani
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daa77a7a68
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test suite: add .mod file name to execution command to see which test is running in top
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2016-09-27 10:55:03 +02:00 |
Houtan Bastani
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d4f5977380
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test suite: when saving use .mat file extension because Octave doesn’t add it by default
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2016-09-23 18:49:51 +02:00 |
Houtan Bastani
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99d7b2b8b2
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test suite: add rules for o.trs left out of 6b2c7c36d4
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2016-09-21 16:16:29 +02:00 |
Houtan Bastani
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aa08138206
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test suite: resolve more race conditions
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2016-09-21 16:14:59 +02:00 |
Houtan Bastani
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6b2c7c36d4
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test suite: resolve race condition in tests/observation_trends_and_prefiltering/MCMC/*.mod
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2016-09-21 11:42:13 +02:00 |
Houtan Bastani
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fd9c81f0ef
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test suite: ensure test suite keeps on running even when Octave or Matlab crash. Closes #1069
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2016-09-20 17:17:25 +02:00 |
Marco Ratto
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e46a3249c0
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fixes testsuite for model comparison
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2016-09-08 15:45:38 +02:00 |
Houtan Bastani
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71c2bc665a
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changes in 7d7eb73ba8 were excessive. Can simply add [] around last arguments
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2016-08-24 11:56:32 +02:00 |
Houtan Bastani
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7d7eb73ba8
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test suite: bug fix: repmat syntax changed in R2013b
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2016-08-24 11:11:58 +02:00 |
Johannes Pfeifer
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3fc011a1b2
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Adjust unit test for stack_solve_algo=7 to actually trigger different algorithms
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2016-08-23 17:28:41 +02:00 |
Johannes Pfeifer
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077917b1f4
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dynare_solve: use correct termination criterion with stack_solve_algo=7
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2016-08-23 17:28:41 +02:00 |
Johannes Pfeifer
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299d7edf8b
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Expand stack_solve_algo=7 unit tests to other solve_algo
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2016-08-23 17:28:41 +02:00 |
Johannes Pfeifer
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425ada90bb
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Fix traceplot command in TeX unit test
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2016-08-23 17:22:41 +02:00 |
Johannes Pfeifer
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960aeb0d8d
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Add fast Kalman filter to stationary unit tests
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2016-08-22 19:24:35 +02:00 |
Johannes Pfeifer
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a7e3ecea63
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Add diffuse Kalman filter unit tests
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2016-08-22 19:24:35 +02:00 |
Johannes Pfeifer
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06ff0c7bb6
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Factorize Kalman filter unit tests
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2016-08-22 19:24:35 +02:00 |
Johannes Pfeifer
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69c5575e19
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Add smoother checks to Kalman unit tests
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2016-08-22 19:24:35 +02:00 |
Johannes Pfeifer
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915b437efc
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Add correctness check for Kalman filter unit tests
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2016-08-22 19:24:35 +02:00 |
Johannes Pfeifer
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b201ca4e4b
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Add proper measurement error to Kalman filter test files
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2016-08-22 19:24:35 +02:00 |
Johannes Pfeifer
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df8ad833fb
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Transform automatic loading of optimal_mh_scale_parameter.mat into option scale_file
Closes #503
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2016-08-22 16:27:32 +02:00 |
MichelJuillard
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d27bbe667f
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Merge pull request #1230 from JohannesPfeifer/load_mh_file
Save chain's proposal density and make load_mh_file and mh_recover load it
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2016-08-21 16:12:12 +02:00 |
Houtan Bastani
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726ad1b84c
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build system: add missing dependency in test suite, add missing clean rule
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2016-07-29 17:05:51 -04:00 |
Houtan Bastani
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c6f84fb98a
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build system: remove csv file created during check
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2016-07-28 17:01:45 -04:00 |
Houtan Bastani
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92200c20ba
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build system: front load slower tests to make test suite run faster
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2016-07-28 16:59:57 -04:00 |
Michel Juillard
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22f49971bc
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fixing bug in mcp model setup
makes perfect_foresight_problem more efficient
added test case for stack_solve_algo == 7
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2016-07-03 10:56:44 +02:00 |