Johannes Pfeifer
8c8587d89b
Add factored unit tests for mh_recover
2016-03-16 19:04:03 +01:00
Johannes Pfeifer
2e359cac02
Widen tolerance criterion in unit test
2015-12-17 17:06:53 +01:00
Stéphane Adjemian (Charybdis)
a0119404c5
Added integration test for the Weibull prior.
2015-12-04 15:04:10 +01:00
Michel Juillard
717967f31f
adding forgotten test file
2015-11-28 21:02:10 +01:00
Johannes Pfeifer
b7cbb563d6
Allow suppressing density of smoother and forecast objects
2015-10-12 15:34:52 +02:00
Johannes Pfeifer
35bd2ed5d0
Add unit test for model_comparison
2015-08-13 17:49:14 +02:00
Johannes Pfeifer
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
Johannes Pfeifer
244462adb6
Add unit test for disallowing mixed ML/Bayesian estimation
2015-07-23 14:44:26 +02:00
Johannes Pfeifer
3c5705d8d4
Make covariance matrix in example positive definite
2015-07-21 16:18:45 +02:00
Johannes Pfeifer
d76b3a722e
Make use of preprocessor to set options_.silent_optimizer
2015-07-06 08:22:13 +02:00
Stéphane Adjemian
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
Johannes Pfeifer
aa4b07610e
Add unit test for TaRB MH-algorithm
2015-06-08 16:48:58 +02:00
Johannes Pfeifer
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
Stéphane Adjemian (Hermes)
ad8586f87c
Removed integration tests estimation/{fs2000_mc4.mod, fs2000_mc4_mf.mod}.
2015-06-01 16:42:02 +02:00
Stéphane Adjemian (Hermes)
5b0be85ba8
Removed integration tests estimation/{fs2000_mc6.mod, fs2000_mc6_mf.mod}.
2015-06-01 16:42:02 +02:00
Stéphane Adjemian (Hermes)
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
Stéphane Adjemian (Hermes)
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
Stéphane Adjemian (Hermes)
60c18a0cef
Fixed typo.
2015-05-29 12:06:08 +02:00
Stéphane Adjemian (Hermes)
5fea7a4049
Fixed typos.
2015-05-29 11:52:04 +02:00
Houtan Bastani
89828e56cc
preprocessor: add proprosal_distribution and student_degrees_of_freedom options to estimation. closes #925
2015-05-19 12:31:22 +02:00
Johannes Pfeifer
0120fc16c1
Cut number of draws in fs2000_student.mod unit test to speed it up
2015-05-12 16:50:35 +02:00
Johannes Pfeifer
787f6d37c2
Add unit test for t-distribution as proposal density
2015-05-10 10:06:22 +02:00
Johannes Pfeifer
d7293b110a
Add unit test for mh_recover option
2015-04-25 19:28:58 +02:00
Johannes Pfeifer
fd8820a883
Change unit test for H-matrix to be positive definite
2013-11-06 16:59:01 +01:00
Houtan Bastani
1893dd2220
modify test to use use_calibration option
2013-11-06 14:05:26 +01:00
Houtan Bastani
0fdc18e7fb
Merge branch 'ifc'
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Conflicts:
matlab/dynare_estimation_1.m
matlab/global_initialization.m
2013-11-06 13:58:57 +01:00
Sébastien Villemot
a72cc3ff48
Merge remote-tracking branch 'github/master'
2013-11-05 17:17:53 +01:00
Sébastien Villemot
73944a10c4
Finish implementation of mcmc_jumping_covariance option
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Closes #112 , #514
2013-11-05 17:16:32 +01:00
Johannes Pfeifer
fddee8e1db
Bugfixes for correlated shocks
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Uses preprocessing capabilities introduced in 07137e804b
Fixes #392 and #494 . Also fixes a bug in the checking for positive definiteness of covariance matrices in likelihood functions
Allows for calibrated covariances by reading them out and setting them after covariance matrix has been reconstructed from correlation and variances.
Adds unit test
2013-11-05 15:55:29 +01:00
Johannes Pfeifer
0d669a73cb
Add options for providing the variances, an identity matrix , and user specified matrices as proposal densities
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Deals with #507 and #112
Includes a unit test
2013-11-04 19:09:24 +01:00
Johannes Pfeifer
e1b92dc588
Add unit test for initialization from calibrated model
2013-10-30 21:35:53 +01:00
Michel Juillard
b7b50fa901
adding data file for test case
2012-10-06 20:45:09 +02:00
Michel Juillard
c722f53955
fixed bug with options mode_compute=0,mode_file=....
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added tests for mode_compute=4 and mode_compute=6. They increase computing time of the
test suite by about 30 minutes.
2012-10-06 16:51:42 +02:00