Johannes Pfeifer
201bbccae9
Add unit test for deterministic simulations without exogenous variables
2014-11-10 18:25:01 +01:00
Johannes Pfeifer
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
Johannes Pfeifer
4aaebfbe46
Add unit test to check whether objective function matches and whether covariances actually work
2014-11-02 13:15:55 +01:00
Johannes Pfeifer
3d6af995bc
Update unit test by adding also auxiliary variables on exogenous variables
2014-10-30 14:23:13 +01:00
Johannes Pfeifer
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
Stéphane Adjemian (Karaba)
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
Stéphane Adjemian (Karaba)
a06083cb12
Fixed test (new data interface).
2014-10-20 16:31:40 +02:00
Stéphane Adjemian (Charybdis)
8244862bd1
Removed "spurious" characters.
2014-10-13 23:01:40 +02:00
Stéphane Adjemian (Charybdis)
9b3337c94d
Oups. I forgot to remove a dependency to a binary in tests/Makefile.am.
2014-10-13 22:21:23 +02:00
Stéphane Adjemian (Karaba)
f99fcfa27f
Removed "Do pure Lyapunov tests" section.
...
This should be done in the lyapunov_symm routine.
2014-10-13 17:42:53 +02:00
Stéphane Adjemian (Karaba)
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
Johannes Pfeifer
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
Michel Juillard
b43b83b280
fixing bug in Makefile in commit 5e8489ac45
2014-09-10 09:47:17 +02:00
MichelJuillard
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
Johannes Pfeifer
4b49abd724
Add missing files for Ramsey unit test with steady state.
2014-09-07 21:15:56 +02:00
Marco Ratto
62b4cfe631
Provisions for moment calibration.
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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
Frédéric Karamé
b06b6a6161
Modifications for online estimation of linearly-solved models
2014-08-29 15:51:01 +02:00
Frédéric Karamé
788833d874
Added options.
2014-08-29 15:38:18 +02:00
Houtan Bastani
217ab0088d
reporting: tables: add row highlighting option
2014-07-30 15:21:32 +02:00
Johannes Pfeifer
59da9953bb
Fix formating for Makefile.am
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Replaced spaces by tabs
2014-07-30 13:07:52 +02:00
Houtan Bastani
f3c807f577
reporting: add writeCSV option for tables. closes #693
2014-07-29 15:21:51 +02:00
Houtan Bastani
b4dd4b5de1
reporting: add writeCSV option for graphs, #693
2014-07-29 15:21:45 +02:00
Houtan Bastani
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
Johannes Pfeifer
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
Stéphane Adjemian (Scylla)
7ccaf3e3fa
Added two mod files in testsuite (new data interface).
2014-07-17 22:05:08 +02:00
Stéphane Adjemian (Scylla)
c6562479cb
Fixed datafile issue.
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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
Stéphane Adjemian (Scylla)
a0907b2e05
Merge branch 'master' into use-dseries
2014-06-23 15:15:48 +02:00
Houtan Bastani
6733c83ff5
reporting: add graph option: zeroLineColor
2014-06-20 15:41:11 +02:00
Stéphane Adjemian (Scylla)
940d2ffeff
Added mod file in test suite.
2014-06-19 18:12:02 +02:00
Stéphane Adjemian (Charybdis)
3d0ebfb40a
Added a mod file in tests for the feature introduced in commit 4f02e58010
.
2014-06-17 16:05:31 +02:00
Stéphane Adjemian (Charybdis)
efcf6bd9c0
Use dseries object in the estimation routines.
2014-06-16 17:41:59 +02:00
Stéphane Adjemian (Charybdis)
af1009d8a4
Merge branch 'master' into use-dynSeries
2014-06-12 17:42:52 +02:00
Houtan Bastani
06db2cf4c8
tests: modify reporting test to account for support for empty dseries + horzcat
2014-06-12 09:51:13 +02:00
Houtan Bastani
27cc7b71b3
reporting: add new test
2014-06-11 12:32:00 +02:00
Stéphane Adjemian (Charybdis)
a9e8dbb752
Merge branch 'master' into use-dynSeries
2014-06-02 16:12:05 +02:00
Houtan Bastani
9229a35e71
reporting: add new Paragraph class
2014-05-23 18:10:44 +02:00
Houtan Bastani
b0386575d6
reporting: change vline to accept only one dates
2014-05-20 14:38:02 +02:00
Houtan Bastani
0247faa9ed
reporting: support horizontal lines
2014-05-20 14:25:01 +02:00
Houtan Bastani
d470ef16ca
reporting: support vertical lines
2014-05-20 14:17:24 +02:00
Houtan Bastani
eb63ef0267
reporting: add miscTikzPictureOptions option to addGraph
2014-05-19 15:57:43 +02:00
Houtan Bastani
c7b2889034
reporting: allow for miscellaneous PGFPlots options to the addPlot command
2014-05-19 15:57:37 +02:00
Houtan Bastani
ae1c12f482
reporting: add option ‘graphLegendName’ to addSeries
2014-05-19 12:29:54 +02:00
Michel Juillard
a7ec5c7258
extended_path: adding missing files
2014-05-18 21:49:52 +02:00
Stéphane Adjemian (Charybdis)
f054428318
Merge branch 'master' into bitbucket-use-dynSeries
2014-05-18 09:13:09 +02:00
Michel Juillard
23134353e3
extended_path: update tests models; correct bugs introduced in
...
previous commit
2014-05-12 14:17:19 +02:00
Michel Juillard
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
Sébastien Villemot
f31d060a4f
Add all-in-one-file example for smoother2histval.
2014-05-07 11:16:47 +02:00
Sébastien Villemot
c4a4e6eeb3
Octave testsuite: force gnuplot toolkit for text graphics.
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This is necessary since FLTK is now the default toolkit in octave 3.8.
2014-05-07 10:42:28 +02:00
Stéphane Adjemian (Scylla)
28704d407d
Addded mod file for tests.
2014-04-30 15:36:03 +02:00
Stéphane Adjemian (Scylla)
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
Sébastien Villemot
85f7af9133
Perfect foresight solver now uses a homotopy technique by default.
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This commit introduces a "no_homotopy" option to restore the old behavior.
Ref #220
2014-04-10 16:39:06 +02:00
Sébastien Villemot
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
Sébastien Villemot
e396b4d86d
smoother2histval/test: change datafile to avoid non-posdef matrix under MATLAB.
2014-04-07 14:58:58 +02:00
Sébastien Villemot
614dc3e5a6
smoother2histval/histval_file: handle lagged exogenous.
...
Ref #594
2014-04-04 17:22:09 +02:00
Sébastien Villemot
37af4b073f
Add datafile forgotten in commit 9eebfc87
.
...
Ref #594
2014-04-04 14:51:49 +02:00
Sébastien Villemot
9eebfc87b0
Improvements to smoother2histval (ref #594 )
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- 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
Sébastien Villemot
76e276d629
Change initial values to accomodate the change of default solver.
2014-03-11 14:54:42 +01:00
Sébastien Villemot
7c4cc82012
Change initial values to accomodate the change of default solver.
2014-03-10 14:09:40 +01:00
Michel Juillard
fabcbb7042
finishing ramsey_model implementation
2014-03-09 12:15:32 +01:00
Sébastien Villemot
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
Houtan Bastani
5c1488fe23
add variance to prior statement, remove stdev from another prior statement
2014-02-24 12:41:02 +01:00
Houtan Bastani
b0f7b8f732
add test file to build system
2014-02-24 12:41:02 +01:00
Houtan Bastani
aef3bb49aa
ms-dsge: modify test file
2014-02-24 12:41:02 +01:00
Houtan Bastani
f94c2c0570
ms-dsge: test modification
2014-02-24 12:41:02 +01:00
Houtan Bastani
2c2aeceb9d
preliminary test file
2014-02-24 12:37:19 +01:00
Houtan Bastani
0feeb0f2a9
reporting: fix shading
2014-02-24 09:11:11 +01:00
Houtan Bastani
daf6189e9c
reporting: add option 'ALL' to xTickLabels
2014-02-20 16:35:05 +01:00
Houtan Bastani
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
Houtan Bastani
e329ee2b60
reporting: make the titleFormat default work for both titles and subtitles, not just titles
2014-02-17 12:25:49 +01:00
Houtan Bastani
28716ed52a
reporting: add subtitles for graphs, closes #580
2014-02-17 12:11:41 +01:00
Houtan Bastani
522013f889
reporting: add subtitle support for tables, ref #580
2014-02-17 11:19:46 +01:00
Houtan Bastani
6d71e53646
reporting: include graph title in tikz code as opposed to latex
2014-02-14 15:36:16 +01:00
Houtan Bastani
eeedda5e2d
reporting: add options xAxisTight and yAxisTight
2014-02-13 17:01:34 +01:00
Houtan Bastani
031dca436b
reporting: set up legends for graphs
2014-02-13 15:14:29 +01:00
Houtan Bastani
be1819b282
reporting: make graph line markers work with tikz
2014-02-12 16:13:41 +01:00
Houtan Bastani
db50e96193
reporting: re-impliment yrange option
2014-02-11 18:25:50 +01:00
Houtan Bastani
6bbae11b66
reporting: new option xTickLabelRotation
2014-02-11 17:04:06 +01:00
Houtan Bastani
2942be0e69
reporting test: pass xTickLabels explicitly
2014-02-11 15:50:07 +01:00
Houtan Bastani
233016a667
reporting: modify test suite
2014-02-11 15:34:42 +01:00
Sébastien Villemot
a5be9dd845
Add trust-region nonlinear solver.
...
Closes #260
2014-02-04 17:56:27 +01:00
Stéphane Adjemian (Scylla)
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
Johannes Pfeifer
9885a31587
Add unit test for loglinear option
2014-01-29 20:43:23 +01:00
Houtan Bastani
618527e666
add timing to report test
2014-01-24 09:54:21 -06:00
Houtan Bastani
fa9c0f0a79
reporting: add indentation to table rows. closes #581
2014-01-24 09:53:53 -06:00
Houtan Bastani
0fde09e5de
remove unused variable
2014-01-21 10:56:16 -06:00
Stéphane Adjemian (Charybdis)
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
Houtan Bastani
e301eeb206
reporting: tests: show functionality of tableDataRhs option
2014-01-02 15:35:41 +01:00
Stéphane Adjemian (Charybdis)
ed5696a938
Added test (+ cosmetic changes).
2013-12-30 16:34:26 +01:00
Stéphane Adjemian (Charybdis)
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
Sébastien Villemot
fd7e9afd9d
Fix test/Makefile.am following 8f8bfe6c
.
2013-12-16 12:52:22 +01:00
Sébastien Villemot
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
Stéphane Adjemian (Scylla)
80868b2955
Bug fix (max function not yet implemented for dseries objects).
2013-12-16 09:54:49 +01:00
Stéphane Adjemian (Scylla)
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
Stéphane Adjemian (Scylla)
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
Sébastien Villemot
857a2b0e35
Add missing antislashes
2013-12-12 11:26:03 +01:00
Michel Juillard
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
Stéphane Adjemian (Scylla)
1fe12d9c3e
Added mod files (and associated steadystate files) for k_filter_ahead in the testsuite.
2013-12-11 16:45:01 +01:00
Stéphane Adjemian (Scylla)
534b54074f
Do not replicate fsdat_simul.m (use the one in tests/fs2000 folder).
2013-12-11 16:43:15 +01:00
Johannes Pfeifer
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
Houtan Bastani
398076432c
fix typo
2013-12-11 11:11:35 +01:00
Sébastien Villemot
f525de04b1
Add missing file to tarball
2013-12-09 22:25:41 +01:00
Sébastien Villemot
c7cb38e687
Update tests/.gitignore
2013-12-09 19:07:09 +01:00
Sébastien Villemot
5f3d56c31a
Add unitary tests to testsuite
2013-12-09 19:05:36 +01:00
Sébastien Villemot
3d525c39f2
Fix block/bytecode tests under Octave
2013-12-02 17:22:16 +01:00
Sébastien Villemot
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
Sébastien Villemot
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
Houtan Bastani
70e8f48afd
reporting: replace occurrences of dynDate with dates
2013-11-22 17:11:57 +01:00
Stéphane Adjemian (Scylla)
817060c954
Added unitary test for name2tex routine.
2013-11-22 16:53:02 +01:00
Stéphane Adjemian (Charybdis)
a0ba469863
Added mod files in the testsuite. Test new local options for the numerical gradient algorithm.
2013-11-17 14:13:03 +01:00
Stéphane Adjemian (Charybdis)
823ed85e8d
Various changes in tests/dsge-var mod files.
...
+ Changed comments.
+ Use new Dynare's interface for specifying the version of numgrad.
2013-11-17 12:55:56 +01:00
Stéphane Adjemian (Charybdis)
a96d361599
Added comments in mod files (tests/dsge-var).
2013-11-16 23:40:58 +01:00
Stéphane Adjemian (Charybdis)
b7ff4d9f75
Added new mod file in the testsuite for Dynare's implementation of the simplex algorithm.
2013-11-16 20:24:40 +01:00
Stéphane Adjemian (Penelope)
0c00151092
Merge branch 'master' into remove-dynDate-class
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Conflicts:
preprocessor/DynareBison.yy
2013-11-14 16:41:08 +01:00
Sébastien Villemot
a25f7150fb
Fix test under Octave, by changing the value of mode_compute
...
With the former optimizer, the ML estimation under Octave would lead to a point
with a non-positive covariance matrix for shocks; in turn this would be an
unsuitable starting point for the subsequent Bayesian estimation
2013-11-08 16:07:38 +01:00
Sébastien Villemot
df85db65ed
Add missing test to testsuite
...
Ref. #511
2013-11-07 14:47:32 +01:00
Houtan Bastani
4626a1cf0f
test suite: add test file
2013-11-06 17:07:33 +01:00
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
Stéphane Adjemian (Scylla)
8429321547
Merge branch 'master' into remove-dynDate-class
2013-11-06 12:43:06 +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
...
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
...
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
Stéphane Adjemian (Charybdis)
bfb5421182
Removed useless routine.
2013-10-18 22:58:47 +02:00
Stéphane Adjemian (Charybdis)
6de19c16ab
dynSeries --> dseries.
2013-10-18 17:56:18 +02:00
Stéphane Adjemian (Charybdis)
b52e57cbb7
Added test for dates (Sébastien, please do not add the files in the test suite).
2013-10-18 12:55:33 +02:00
Stéphane Adjemian (Charybdis)
3edf3d0e3d
Added csv files for testing load_csv_file_data routine.
2013-10-17 17:34:09 +02:00
Stéphane Adjemian (Charybdis)
5a98be702c
Decreased the value of maxit in simul (bytecode & ireland.mod).
2013-10-09 16:53:31 +02:00
Stéphane Adjemian (Charybdis)
e28eaa1c18
Use dynare interface (maxit option).
2013-10-09 16:26:55 +02:00
Stéphane Adjemian (Charybdis)
f3334357a5
Merge branch 'master' into maxit
2013-10-09 15:43:43 +02:00
Houtan Bastani
bcc883edad
gitignore: exclude macro-expanded mod files
2013-10-09 14:45:34 +02:00
Stéphane Adjemian (Charybdis)
cc0d9b42f0
Changed name of options_.maxit as options_.simul.maxit.
2013-10-09 13:06:06 +02:00
Stéphane Adjemian (Charybdis)
08d671d629
Added comment.
2013-09-23 08:40:56 +02:00
Stéphane Adjemian (Charybdis)
c5c3b45f3c
Merge branch 'master' into use-dynSeries
2013-09-23 08:14:46 +02:00
Michel Juillard
944e0a873e
adding missing data file in previous commit
2013-09-18 12:32:02 +02:00
Michel Juillard
f40af9bebe
adding tests for shocks decomposition of estimated model. Closes #313
2013-09-18 12:05:00 +02:00
Stéphane Adjemian (Charybdis)
5fa1b87e0f
Use new syntax.
2013-09-12 17:30:11 +02:00
Stéphane Adjemian (Charybdis)
0ed35166de
Added unitary tests (instantiation of the dynSeries class form an excel file).
...
(cherry picked from commit 84075cab81
)
2013-09-11 17:25:07 +02:00
Stéphane Adjemian (Charybdis)
84075cab81
Added unitary tests (instantiation of the dynSeries class form an excel file).
2013-09-11 17:21:26 +02:00
Stéphane Adjemian (Charybdis)
2c7a3a7c25
Added test mod file for fs2000 (using dynSeries).
2013-09-07 16:05:01 +02:00
Sébastien Villemot
30033df22c
Deactivate 2nd and 3rd order approximation of purely forward models
...
There are some strange crashes in both normal mode (gensylv) and k_order_solver
mode
2013-08-15 12:27:03 +02:00
Houtan Bastani
201239dbf7
introduce verbatim block closes #437
2013-08-13 17:08:39 -04:00
Sébastien Villemot
87dfa938bb
Remove unfinished "shocks" and "labels" options to shock_decomposition
...
The preprocessor implementation of "shocks" is broken, and the ref. manual
entries are empty. Nothing is implemented in MATLAB files. It's better to
remove this for now, until a working implementation is done.
Ref. #136
2013-08-13 11:37:16 +02:00
Houtan Bastani
31c1bb627f
fix makefile typos
2013-08-12 15:52:32 -04:00
Sébastien Villemot
1e9521af0f
Add new unit tests to testsuite
2013-08-12 12:14:19 +02:00
Sébastien Villemot
26acc2ec1e
Merge pull request #453 from JohannesPfeifer/forward_looking_model_fix
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Bugfixes and unit tests for stochastic purely forward-looking models
2013-08-12 03:05:30 -07:00
Johannes Pfeifer
07a05d554e
Add unit tests for stochastic simulations of purely forward looking models
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Adds one for purely forward looking models and one for purely forward looking model with additional static variable
2013-07-24 23:39:39 +02:00
Johannes Pfeifer
592c2c8f77
Add unit test for shock_decomposition
2013-07-22 19:25:53 +02:00
Houtan Bastani
b3cfc330e9
rm graph_format=fig for Octave compatibility
2013-06-28 10:57:57 +02:00
Sébastien Villemot
17a8db9dee
Fix clean rule wrt reporting files
2013-06-26 09:10:58 +02:00
Houtan Bastani
51b43e1ff0
build system bug fix
2013-06-25 16:37:18 +02:00
Houtan Bastani
fcba382b48
test: use csv instead of mat file
2013-06-25 10:26:20 +02:00
Houtan Bastani
4cef0a1568
test for reporting
2013-06-24 17:01:00 +02:00
Stéphane Adjemian (Charybdis)
25fd2917f4
Fixed datafile (data_risky_perturb3 is not versioned).
2013-06-18 22:26:27 +02:00
Frédéric Karamé
8820c63f5e
Bug fixes.
2013-06-18 16:15:16 +02:00
Sébastien Villemot
fd9264627e
Reenable test for block with stack_solve_algo=3
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Closes #407
2013-06-13 11:02:15 +02:00
Sébastien Villemot
6391a60641
Testsuite: improve decoupling of check-matlab and check-octave rules
2013-06-13 10:41:08 +02:00
Sébastien Villemot
61485ab809
Fix copyright notices
2013-06-12 17:04:46 +02:00
Sébastien Villemot
f11c2f2521
Disable test with block and stack_solve_algo=3 under Octave (Ref #407 )
2013-05-23 13:10:09 +02:00
Sébastien Villemot
bf18eef9dd
Fix mangling of lasterror() under Octave
2013-05-23 13:09:42 +02:00
Sébastien Villemot
21b75fac0d
Fix incorrect reporting of failed test number
2013-05-23 13:09:00 +02:00
Marco Ratto
ab5b922e46
-) fixed bug introduced in commit 66527df;
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-) estimation options for data set must be given also when ppost=1 (fix in testsuite);
2013-04-30 11:41:13 +02:00
Sébastien Villemot
d219d2b800
Add 3rd order unit test to testsuite
2013-04-25 12:24:29 +02:00
Sébastien Villemot
3d56792124
Compatibility fixes for Octave
2013-04-25 12:22:32 +02:00
Johannes Pfeifer
7e63b562d9
Add unit test for order=3
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The unit test uses the policy rules of Fernandez-Villaverde et al.
(2011)'s "Risk matter" derived from Mathematica to compare them to the
Dynare matrices. If the policy functions differ by more than 1e-9, an
error is produced.
2013-04-24 23:12:52 +02:00
Sébastien Villemot
38824dc1e5
Implement tags [static] and [dynamic] for equations
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Closes #307
2013-04-11 17:11:35 +02:00
Michel Juillard
39cc313964
removed changes linked with transforming variables to avoid log or
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power of negative numbers
2013-04-09 16:35:57 +02:00
Sébastien Villemot
4cab27249c
Fix test w.r.t. clean rules
2013-03-29 17:22:43 +01:00
Sébastien Villemot
f594c27fd5
Conditional forecast test: remove spurious changes introduced in dfa744fcb3
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As a consequence, reactivate the tests
2013-03-26 17:31:34 +01:00
Sébastien Villemot
3c5ce6aab9
Use syntax log_trend_var(log_growth_factor = …) for consistency
2013-03-26 17:10:37 +01:00
Sébastien Villemot
e504ea0682
Also ignore TeX files produced with options_.TeX = 1
2013-03-26 16:51:17 +01:00
Sébastien Villemot
a0b7178962
Automatic detrending engine can now handle models written in logs (ref. #309 )
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- new command `log_trend_var'
- new option `log_deflator' to `var' command
2013-03-26 16:51:17 +01:00
Sébastien Villemot
25269c3c6b
Temporarily disable another test which goes into an infinite loop
2013-03-25 12:58:17 +01:00
Sébastien Villemot
3079ad49fa
Temporarily disable conditional_forecast tests
2013-03-25 11:18:02 +01:00
Sébastien Villemot
d308356a2f
Revert "removing tests of conditional forecast that are blocking the test suite"
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This reverts commit 8be13512d0
.
2013-03-25 10:57:45 +01:00
Michel Juillard
8be13512d0
removing tests of conditional forecast that are blocking the test suite
2013-03-23 21:44:33 +01:00
Stéphane Adjemian
a5e9c7bef4
Merge pull request #340 from FerhatMihoubi/master
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last commits
2013-03-22 12:37:36 -07:00
Ferhat Mihoubi
dfa744fcb3
- adds new files: Evaluate.cc and Evaluate.hh to bytecode
2013-03-22 16:34:50 +01:00
Sébastien Villemot
214ff84429
Incorporate unit test for correlation in measurement errors
2013-03-22 15:01:40 +01:00
Johannes Pfeifer
82c6ff3b1b
Merge commit '34fb9f1c62c63e7e4ab41656a7690167449e596f'
2013-03-21 21:22:20 +01:00
Johannes Pfeifer
0311c4add4
Add unit test for correlated measurement error
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Tests both ML and Bayesian estimation and test calibrated correlation of
those shocks
2013-03-21 20:51:21 +01:00
Stéphane Adjemian (Charybdis)
865f300032
Make load and save routines for dynSeries objects support tex variable names.
2013-03-21 16:42:10 +01:00
Stéphane Adjemian (Ulysses)
95f36eccb7
Added data file for unitary tests (dynSeries class).
2013-03-14 11:08:34 +01:00
Michel Juillard
dd75baa9b4
stochastic extended path: new algorithm with leaner tree, new hybrid
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option using second order perturbation correction,
solve_stochastic_perfect_foresight_model.m moves to matlab/ep directory
2013-03-11 16:09:08 +01:00
Michel Juillard
bbd95b3a60
adding Ed Herbst fast implementation of the Kalman filter and test
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cases with timing. Still needs preprocessor interface (option) and documentation.
2013-02-21 17:47:16 +01:00
Stéphane Adjemian (Charybdis)
241afd1ae5
Removed fs2000_particle from the test suite.
2013-02-05 10:37:11 +01:00
Stéphane Adjemian (Charybdis)
d63904ec65
Changed options of the estimation command in fs2000_particle.mod (added optimization of the posterior kernel).
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In the end the hessian at the mode has the wrong sign...
2013-02-05 10:37:11 +01:00
Stéphane Adjemian (Charybdis)
2fc7aa7b94
Reduced the number of particles in particle/dsge_base2.mod.
2012-12-21 17:21:07 +01:00
Stéphane Adjemian (Charybdis)
bd01669fb9
Fixed crash with particle/dsge_base2.mod in the test suite.
2012-12-21 17:21:07 +01:00
Stéphane Adjemian (Charybdis)
c6f3f531b6
Added missing csv file in /tests folder (used by unitary tests in dynSeries class).
2012-12-07 16:43:06 +01:00
Michel Juillard
2c545eaf8b
adding test case with lagged exogenous variable (currently fails)
2012-12-04 10:46:44 +01:00
Stéphane Adjemian (Charybdis)
9f1ad5568e
New nonlinear filters routines and bug fixes.
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Merge remote-tracking branch 'refs/remotes/fred/master'
2012-11-19 16:23:07 +01:00
Michel Juillard
5c893f501b
making extended path ready for parallel computing with parfor
2012-11-17 20:55:01 +01:00
Sébastien Villemot
020328a844
Adapt for new syntax of model_diagnostics
2012-11-17 10:29:14 +01:00
Sébastien Villemot
c121aa14b1
Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
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Replace them by equivalents in M_ (and an extra one: M_.dynamic).
IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.
We now have the following indentities:
M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
2012-11-16 20:05:13 +01:00
Frédéric Karamé
a6576debd5
details all the options for testing particle filters.
2012-11-16 12:25:44 +01:00
Stéphane Adjemian (Charybdis)
34bcc9a20a
Added burnside asset pricing model in tests/ep.
2012-11-09 14:32:44 +01:00
Stéphane Adjemian (Charybdis)
59247ddcfa
Added test mod file in tests/particle (not to be used in the testsuite).
2012-11-09 14:32:44 +01:00
Houtan Bastani
c6a330ff7d
add xfail test for all_values_required
2012-11-07 18:13:42 +01:00
Houtan Bastani
feced78ee6
make check: support xfail tests
2012-11-07 18:13:41 +01:00
Houtan Bastani
76ccaac947
make check: remove unused output from test file
2012-11-07 18:13:41 +01:00
Stéphane Adjemian (Charybdis)
2c674ce529
Use resampling in tests/particle/dsge_base2.mod.
2012-11-07 15:59:37 +01:00
Stéphane Adjemian (Charybdis)
b82813d3f9
Removed call to mean_preserving_spread routine in tests/rbc.mod.
2012-11-07 10:13:12 +01:00
Stéphane Adjemian (Charybdis)
63e4bb3f87
Removed plot of a variable that does not exist anymore (LagrangeMultiplier) in tests/rbcii.mod.
2012-11-07 10:13:12 +01:00
Stéphane Adjemian (Charybdis)
9e0e025eba
Changed computing tasks in tests/rbcii.mod.
2012-11-07 10:13:12 +01:00
Stéphane Adjemian (Charybdis)
3271296592
Do not use mean_preserving_spread routine (far too expensive). Added use_dll option (necessary because calls to getPowerDeriv routine dramatically increases execution time).
2012-11-07 10:13:12 +01:00
Stéphane Adjemian (Charybdis)
f823bcf5fa
Deleted useless matlab routine for steady state (tests/rbcii.mod).
2012-11-07 10:13:11 +01:00
Stéphane Adjemian (Charybdis)
e75a54d35c
Fixed steady state in rbcii.mod (steady state levels in the unconstrained regime were wrong).
2012-11-07 10:13:11 +01:00
Stéphane Adjemian (Charybdis)
a219a4b9e7
Fixed bug and cosmetic changes.
2012-11-07 10:13:11 +01:00
Stéphane Adjemian (Charybdis)
f9d8ee682c
Reduced the number of simulations.
2012-11-07 10:13:11 +01:00
Stéphane Adjemian (Charybdis)
59a62d87af
Fixed bugs.
2012-11-07 10:13:11 +01:00
Sébastien Villemot
0ab230b474
Fix copyright notices
2012-10-31 17:03:49 +01:00
Houtan Bastani
ca8610e768
aesthetic fix
2012-10-16 11:12:12 +02:00
Houtan Bastani
07d4d0bc8d
make check: add more dependencies
2012-10-16 11:10:13 +02:00
Houtan Bastani
269c221a0e
make check: add dependencies
2012-10-15 17:42:20 +02:00
Houtan Bastani
7dbfaebf59
test suite parallelization
2012-10-12 18:13:17 +02:00
Sébastien Villemot
fd633cba2c
Load system-wide initialization file when running octave tests
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This is necessary to ensure that Octave Forge packages are loaded.
2012-10-09 09:57:21 +02:00
Sébastien Villemot
b8b7d90e10
Add explicit extension to datafile, since test.m is an internal Octave function
2012-10-08 15:01:50 +02:00
Sébastien Villemot
2f9e34c5e5
Various fixes related to data-loading
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- fix support for filenames with extension (.m, .mat, .xls), since the manual
and the bison grammar both support it
- fix support for XLS files under Octave
- add support for XLSX files
- run test for loading XLS files
2012-10-08 13:00:55 +02:00
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
Sébastien Villemot
78693d971b
Fix following removal of run_test.m
2012-10-06 10:23:31 +02:00
Houtan Bastani
25d591485c
remove unused file
2012-10-05 17:06:23 +02:00
Houtan Bastani
22d590eecd
clean test files in ms-sbvar
2012-10-04 11:40:38 +02:00
Houtan Bastani
43d13fda96
remove file generated by kalman_filter_smoother/gen_data.mod in clean
2012-10-03 19:34:51 +02:00
Michel Juillard
c584245637
added lag on 2 periods to test with auxiliary variables
2012-09-19 22:51:44 +02:00
Sébastien Villemot
dc0955b665
Test exogenous deterministic variables at order 2
2012-09-19 10:42:51 +02:00
Marco Ratto
428b193c11
Need to pass the entire global workspace, if subroutines called by the _core loops need them. Updated parallel test.
2012-09-11 15:45:08 +02:00
Michel Juillard
2244af9c62
adding pruning option for 3rd order
2012-07-31 21:50:59 +02:00
Michel Juillard
edf826f315
added code to optionally run cycle_reduction algorithm on GPU. Added
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options_.gpu (no interface yet, use options_.gpu=1). Added test
./tests/first_order/fs2000_cr.mod
2012-07-20 17:06:12 +02:00
Stéphane Adjemian (Charybdis)
0d5dff2bd9
Added walsh.mod in the testsuite to compare the solutions obtained with the cyclic reduction algorithm and the generalized schur algorithm.
2012-07-11 18:26:22 +02:00
Sébastien Villemot
57b7c0e94f
Add unit test for kalman filter with missing observations
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Contributed by Johannes Pfeifer
2012-07-06 10:32:34 +02:00
Marco Ratto
5f9d2e6492
fix test for analytic derivatives
2012-07-05 10:23:34 +02:00
Houtan Bastani
e1404965ea
add tests for ifndef
2012-06-26 16:28:39 +02:00
Houtan Bastani
3bfa231535
add test for conditional macro statements
2012-06-26 16:27:13 +02:00
Stéphane Adjemian (Charybdis)
2c077928b2
Added test for shock decomposition.
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(cherry picked from commit 70d17ceb08d02ab58a9d030b45a5822a095b0d03)
2012-06-18 14:55:36 +02:00
Marco Ratto
186d973ccb
use of nodisplay in all sensitivity calls
2012-06-15 12:36:47 +02:00
Marco Ratto
974390ee49
use of nodisplay for estimation call
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(cherry picked from commit 32a14593985b5e0e2356df2830bb1c60b66188ae)
2012-06-14 18:55:09 +02:00
Sébastien Villemot
cef35cd393
Fix function names
2012-06-13 11:09:27 +02:00
Marco Ratto
240e6d688e
Update testsuite script for gsa.
2012-06-11 01:36:03 +02:00
Sébastien Villemot
02efbd31a8
Convert files to Unix EOL
2012-06-08 19:10:19 +02:00
Michel Juillard
1fc2d78ddf
dminished number of nodes and order of computation in
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./tests/ep/rbcii.mod to make it faster. Commented out production of
graphs
2012-06-08 18:38:36 +02:00
Sébastien Villemot
129553579a
Merge remote-tracking branch 'ratto/master'
2012-06-08 18:24:18 +02:00
Sébastien Villemot
a87cac34ca
Preprocessor iface to extended_path
2012-06-08 17:36:32 +02:00
Marco Ratto
dca2ffc5f3
clean-up of test project for gsa+identification.
2012-06-08 15:35:39 +02:00
Sébastien Villemot
761b1f2df7
Don't use loglinear in test for analytic_derivation
2012-06-08 11:43:32 +02:00
Houtan Bastani
9ce6eeebc6
test: add [hooks] to config file
2012-06-07 13:45:50 +02:00
Houtan Bastani
585c98e515
change file type to unix
2012-06-07 13:45:50 +02:00