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.
...
- 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
...
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.
...
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.
...
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.
...
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 .
...
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
...
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
...
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'
...
Conflicts:
matlab/initial_estimation_checks.m
matlab/utilities/tests
2014-11-28 16:53:44 +01:00
bb92f9bc2a
Expand unit test on initval file
...
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
...
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
...
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
c3fdb7517c
Merge pull request #782 from JohannesPfeifer/perfect_foresight_message
...
Cosmetic change to perfect foresight + unit tests
2014-11-17 11:32:07 +01:00
c5a0f932c2
Change wrong Windows-style file separators to Linux ones
2014-11-16 21:11:06 +01:00
747f90d89b
Add unit tests for correct dimension of filtered, smoothed, forecasted, and updated variables and shocks
2014-11-16 21:08:18 +01:00
ac085f943a
Add two unit test for perfect foresight simulation with only forward-looking variables
2014-11-16 15:09:16 +01:00
201bbccae9
Add unit test for deterministic simulations without exogenous variables
2014-11-10 18:25:01 +01:00
e94056a765
Add unit test for correct computation of loss function in the presence of non-stationary variables
2014-11-03 18:08:30 +01:00
4aaebfbe46
Add unit test to check whether objective function matches and whether covariances actually work
2014-11-02 13:15:55 +01:00
3d6af995bc
Update unit test by adding also auxiliary variables on exogenous variables
2014-10-30 14:23:13 +01:00
38a0941d69
Add unit test file Ramsey with auxiliary variables
...
TBD: add check for correctness. As variables are dummy variables, the solution should be identical to the one without these auxiliary variables
2014-10-30 13:31:58 +01:00
7ab86d31ec
Dataset factorization. Removed tests/kalman/lyapunov/fsdat_simul.m and use tests/fs2000/fsdat_simul.m instead.
2014-10-21 16:42:52 +02:00
a06083cb12
Fixed test (new data interface).
2014-10-20 16:31:40 +02:00
8244862bd1
Removed "spurious" characters.
2014-10-13 23:01:40 +02:00
9b3337c94d
Oups. I forgot to remove a dependency to a binary in tests/Makefile.am.
2014-10-13 22:21:23 +02:00
f99fcfa27f
Removed "Do pure Lyapunov tests" section.
...
This should be done in the lyapunov_symm routine.
2014-10-13 17:42:53 +02:00
a9b5fb4263
Fixed test introduced in commit and removed binary file.
...
Test was introduced in b11d14498aadac17c08b08dd80b6daf7dec9e340.
The binary file was a mat file containing a posterior mode, and the
second estimation must be run iff the control toolbox is available.
2014-10-13 17:42:53 +02:00
7605820dff
Add unit test for Lyapunov solver
...
- tests whether they run within a mod-file
- tests whether they yield the same result for a simple state-space model
2014-10-13 17:42:52 +02:00
b43b83b280
fixing bug in Makefile in commit 5e8489ac45
2014-09-10 09:47:17 +02:00
5e8489ac45
Merge pull request #696 from JohannesPfeifer/Ramsey_steady_state
...
Bugfix Ramsey steady state with steady state files
2014-09-08 21:56:13 +02:00
4b49abd724
Add missing files for Ramsey unit test with steady state.
2014-09-07 21:15:56 +02:00
62b4cfe631
Provisions for moment calibration.
...
Sensitivity analysis for irf and moment calibration, with new function /gsa/map_calibration.m
Added new tests/gsa/ls2003a.mod for testsuite of irf/moment calibration
To be done:
- extend SA of calibration to MC and posterior samples (currently uses prior sample only)
- documentaion
- partial progress to close #267
2014-09-04 16:44:14 +02:00
b06b6a6161
Modifications for online estimation of linearly-solved models
2014-08-29 15:51:01 +02:00
788833d874
Added options.
2014-08-29 15:38:18 +02:00
217ab0088d
reporting: tables: add row highlighting option
2014-07-30 15:21:32 +02:00
59da9953bb
Fix formating for Makefile.am
...
Replaced spaces by tabs
2014-07-30 13:07:52 +02:00
f3c807f577
reporting: add writeCSV option for tables. closes #693
2014-07-29 15:21:51 +02:00
b4dd4b5de1
reporting: add writeCSV option for graphs, #693
2014-07-29 15:21:45 +02:00
1f3ae372fe
reporting: fix bug where a whole row wasn’t colored if the tableSubSectionHeader option was passed at the same time
2014-07-28 17:28:20 +02:00
6fb7877113
Add bunch of unit test checking the correctness of Ramsey computation with initval and steady state files
2014-07-18 13:31:01 +02:00
7ccaf3e3fa
Added two mod files in testsuite (new data interface).
2014-07-17 22:05:08 +02:00
c6562479cb
Fixed datafile issue.
...
The tests/gsa contains two datafiles with the same basename and different extensions (.m and .mat). The new behaviour of the data interface forces the user to choose between the two candidate data files (ie it is no more possible to load a data file without specifying the extension in this case).
2014-06-25 11:33:24 +02:00
a0907b2e05
Merge branch 'master' into use-dseries
2014-06-23 15:15:48 +02:00
6733c83ff5
reporting: add graph option: zeroLineColor
2014-06-20 15:41:11 +02:00
940d2ffeff
Added mod file in test suite.
2014-06-19 18:12:02 +02:00
3d0ebfb40a
Added a mod file in tests for the feature introduced in commit 4f02e58010.
2014-06-17 16:05:31 +02:00
efcf6bd9c0
Use dseries object in the estimation routines.
2014-06-16 17:41:59 +02:00
af1009d8a4
Merge branch 'master' into use-dynSeries
2014-06-12 17:42:52 +02:00
06db2cf4c8
tests: modify reporting test to account for support for empty dseries + horzcat
2014-06-12 09:51:13 +02:00
27cc7b71b3
reporting: add new test
2014-06-11 12:32:00 +02:00
a9e8dbb752
Merge branch 'master' into use-dynSeries
2014-06-02 16:12:05 +02:00
9229a35e71
reporting: add new Paragraph class
2014-05-23 18:10:44 +02:00
b0386575d6
reporting: change vline to accept only one dates
2014-05-20 14:38:02 +02:00
0247faa9ed
reporting: support horizontal lines
2014-05-20 14:25:01 +02:00
d470ef16ca
reporting: support vertical lines
2014-05-20 14:17:24 +02:00
eb63ef0267
reporting: add miscTikzPictureOptions option to addGraph
2014-05-19 15:57:43 +02:00
c7b2889034
reporting: allow for miscellaneous PGFPlots options to the addPlot command
2014-05-19 15:57:37 +02:00
ae1c12f482
reporting: add option ‘graphLegendName’ to addSeries
2014-05-19 12:29:54 +02:00
a7ec5c7258
extended_path: adding missing files
2014-05-18 21:49:52 +02:00
f054428318
Merge branch 'master' into bitbucket-use-dynSeries
2014-05-18 09:13:09 +02:00
23134353e3
extended_path: update tests models; correct bugs introduced in
...
previous commit
2014-05-12 14:17:19 +02:00
8bf484a140
fixed expectation model test cases. They had a crazy steady state
...
revealed by the now more accurate nonlinear solver.
2014-05-08 12:23:09 +02:00
f31d060a4f
Add all-in-one-file example for smoother2histval.
2014-05-07 11:16:47 +02:00
c4a4e6eeb3
Octave testsuite: force gnuplot toolkit for text graphics.
...
This is necessary since FLTK is now the default toolkit in octave 3.8.
2014-05-07 10:42:28 +02:00
28704d407d
Addded mod file for tests.
2014-04-30 15:36:03 +02:00
66d08ac3bf
Merge branch 'master' into use-dynSeries
...
Conflicts:
matlab/dynare_estimation_init.m
matlab/global_initialization.m
matlab/prior_posterior_statistics.m
matlab/read_variables.m
matlab/set_prior.m
matlab/utilities/dataset/initialize_dataset.m
preprocessor/ComputingTasks.cc
2014-04-30 10:10:30 +02:00
85f7af9133
Perfect foresight solver now uses a homotopy technique by default.
...
This commit introduces a "no_homotopy" option to restore the old behavior.
Ref #220
2014-04-10 16:39:06 +02:00
9c4b2d949b
Introduce two new command: perfect_foresight_{setup,solver}.
...
simul is now simply an alias for
perfect_foresight_setup+perfect_foresight_solver.
2014-04-09 17:57:17 +02:00
e396b4d86d
smoother2histval/test: change datafile to avoid non-posdef matrix under MATLAB.
2014-04-07 14:58:58 +02:00
614dc3e5a6
smoother2histval/histval_file: handle lagged exogenous.
...
Ref #594
2014-04-04 17:22:09 +02:00
37af4b073f
Add datafile forgotten in commit 9eebfc87.
...
Ref #594
2014-04-04 14:51:49 +02:00
9eebfc87b0
Improvements to smoother2histval (ref #594 )
...
- fix handling of auxiliary variables related to lagged endogenous
- add preprocessor interface
- add histval_file
- add tests (for smoother2histval with outfile, and for histval_file)
2014-04-03 15:05:20 +02:00
76e276d629
Change initial values to accomodate the change of default solver.
2014-03-11 14:54:42 +01:00
7c4cc82012
Change initial values to accomodate the change of default solver.
2014-03-10 14:09:40 +01:00
fabcbb7042
finishing ramsey_model implementation
2014-03-09 12:15:32 +01:00
9e332ef305
Forbid MOD file names that are too long.
...
And rename filenames in the testsuite that are too long.
Closes #626
2014-02-28 18:25:02 +01:00
5c1488fe23
add variance to prior statement, remove stdev from another prior statement
2014-02-24 12:41:02 +01:00
b0f7b8f732
add test file to build system
2014-02-24 12:41:02 +01:00
aef3bb49aa
ms-dsge: modify test file
2014-02-24 12:41:02 +01:00
f94c2c0570
ms-dsge: test modification
2014-02-24 12:41:02 +01:00
2c2aeceb9d
preliminary test file
2014-02-24 12:37:19 +01:00
0feeb0f2a9
reporting: fix shading
2014-02-24 09:11:11 +01:00
daf6189e9c
reporting: add option 'ALL' to xTickLabels
2014-02-20 16:35:05 +01:00
5899a19e79
reporting: change xTickLabels default to be first date, last date, and, if passed, the first date of the shade region. Accordingly, change the default of the tick rotation to be 0.
2014-02-20 16:24:37 +01:00
e329ee2b60
reporting: make the titleFormat default work for both titles and subtitles, not just titles
2014-02-17 12:25:49 +01:00
28716ed52a
reporting: add subtitles for graphs, closes #580
2014-02-17 12:11:41 +01:00
522013f889
reporting: add subtitle support for tables, ref #580
2014-02-17 11:19:46 +01:00
6d71e53646
reporting: include graph title in tikz code as opposed to latex
2014-02-14 15:36:16 +01:00
eeedda5e2d
reporting: add options xAxisTight and yAxisTight
2014-02-13 17:01:34 +01:00
031dca436b
reporting: set up legends for graphs
2014-02-13 15:14:29 +01:00
be1819b282
reporting: make graph line markers work with tikz
2014-02-12 16:13:41 +01:00
db50e96193
reporting: re-impliment yrange option
2014-02-11 18:25:50 +01:00
6bbae11b66
reporting: new option xTickLabelRotation
2014-02-11 17:04:06 +01:00
2942be0e69
reporting test: pass xTickLabels explicitly
2014-02-11 15:50:07 +01:00
233016a667
reporting: modify test suite
2014-02-11 15:34:42 +01:00
a5be9dd845
Add trust-region nonlinear solver.
...
Closes #260
2014-02-04 17:56:27 +01:00
260a733442
Added new mod file in the testsuite (test that the changes introduced in 201ee7d627b71bf0fade1ab28799206e001191a7 are correct).
2014-02-03 12:25:29 +01:00
9885a31587
Add unit test for loglinear option
2014-01-29 20:43:23 +01:00
618527e666
add timing to report test
2014-01-24 09:54:21 -06:00
fa9c0f0a79
reporting: add indentation to table rows. closes #581
2014-01-24 09:53:53 -06:00
0fde09e5de
remove unused variable
2014-01-21 10:56:16 -06:00
94fa6144bd
Fixed example ep/rbcii.mod (RBC model with endogenous labour supply and irreversible investment).
...
The leaded lagrange multiplier (associated with the positivity constraint on investment) was missing in the Euler equation.
2014-01-17 12:06:16 +01:00
e301eeb206
reporting: tests: show functionality of tableDataRhs option
2014-01-02 15:35:41 +01:00
ed5696a938
Added test (+ cosmetic changes).
2013-12-30 16:34:26 +01:00
1ea7631930
Added new option for perfect foresight simulations (sim1 routine, available only with stack_solve_algo==0).
...
Try to reduce the size of the nonlinear system of equations by skipping the (last) periods for wich the residuals are
already (almost) zero. The number of periods is not constant during the Newton, the effective number of periods for
each iteration of the Newton is available in oo_.deterministic_simulation.vperiods.
2013-12-27 18:35:53 +01:00
fd7e9afd9d
Fix test/Makefile.am following 8f8bfe6c.
2013-12-16 12:52:22 +01:00
bb1353e46b
Fix bug introduced in 8b1e76a1bf.
...
The unitary tests file was renamed, but his output file wasn't.
2013-12-16 10:25:39 +01:00
80868b2955
Bug fix (max function not yet implemented for dseries objects).
2013-12-16 09:54:49 +01:00
8f8bfe6cc3
Renamed tests/ep/linear.mod as tests/ep/linearmodel.mod to avoid conflict with matlab's system identification toolbox.
2013-12-16 09:50:12 +01:00
8b1e76a1bf
Renamed tests/run_unitary_tests.m script to avoid conflict with matlab/utilities/tests/run_unitary_tests.m function.
2013-12-13 16:21:10 +01:00
857a2b0e35
Add missing antislashes
2013-12-12 11:26:03 +01:00
86a083697e
osr: added optimal value of parameters to oo_.osr.optim_params; moved
...
osr_example to ./tests/optimal_policy
2013-12-11 19:24:29 +01:00
1fe12d9c3e
Added mod files (and associated steadystate files) for k_filter_ahead in the testsuite.
2013-12-11 16:45:01 +01:00
534b54074f
Do not replicate fsdat_simul.m (use the one in tests/fs2000 folder).
2013-12-11 16:43:15 +01:00
cd3b5bf3d9
Fix bug in Bayesian estimation where the filter_step_ahead command produced no output
...
- Improves documentation of resulting matrices
- Adds unit test for filter_step_ahead option
2013-12-11 16:43:15 +01:00
398076432c
fix typo
2013-12-11 11:11:35 +01:00
f525de04b1
Add missing file to tarball
2013-12-09 22:25:41 +01:00
c7cb38e687
Update tests/.gitignore
2013-12-09 19:07:09 +01:00
5f3d56c31a
Add unitary tests to testsuite
2013-12-09 19:05:36 +01:00
3d525c39f2
Fix block/bytecode tests under Octave
2013-12-02 17:22:16 +01:00
f7cdc39ff2
Refuse that estimated parameters appear in the expressions defining the variance/covariance matrix of shocks
...
Closes #469
2013-11-29 14:51:17 +01:00
d3175b75a9
Add newline at the end of CSV files.
...
csv2cell from octave-io package has a bug (in versions < 1.2.2): it enters an
infinite loop when reading CSV files without a newline at the end.
2013-11-28 16:25:40 +01:00
70e8f48afd
reporting: replace occurrences of dynDate with dates
2013-11-22 17:11:57 +01:00
Marco Ratto
Johannes Pfeifer
Johannes Pfeifer
Stéphane Adjemian (Hermes)
Houtan Bastani
Michel Juillard
Frédéric Karamé
Sébastien Villemot
Houtan Bastani