Houtan Bastani
7858a88764
add dependency for test for parallelization of test suite
2019-03-15 17:01:25 +01:00
Houtan Bastani
543470b331
separate ECB tests so as to be able to test everything in one go
2019-03-15 16:44:59 +01:00
Houtan Bastani
4ac5ebbefc
add var AR test
2019-03-15 14:22:50 +01:00
Houtan Bastani
dccabecee7
fix trend-component tests
2019-03-15 13:29:15 +01:00
Stéphane Adjemian (Charybdis)
d3db092c81
Added a cherry-pick routine.
...
Extracts equations from a mod file and produce .inc files (equations, lists of
parameters, endogenous variables and exogenous variables) that can be included
in a mod file that will be used to simulate the model.
If an innovation has a tag `(used='estimationonly')` it will be excluded from
the generated files (ie list of shocks and equations).
2019-03-14 11:04:10 +01:00
Stéphane Adjemian (Charybdis)
52eed33c42
Fixed growth neutrality correction in presence of exogenous variables.
...
Also fixes growth neutrality correction in models with non optimizing
agents (correction was not taking into account the value of the share of non
optimizing agents).
2019-03-11 11:54:53 +01:00
Stéphane Adjemian (Charybdis)
6997e0a4a6
Added the possibility to have exogenous variables in the optimal part of PAC.
...
Works with iterative ols and nls.
2019-03-08 14:34:41 +01:00
Houtan Bastani
ba416f12ad
makefile: use tabs instead of spaces
2019-03-08 11:16:26 +01:00
Houtan Bastani
d7246b3489
ols-style routines: allow user to specify parameters to be estimated
2019-03-08 11:15:33 +01:00
Houtan Bastani
6b4b2bb8b3
fix path to test
2019-03-07 18:06:53 +01:00
Stéphane Adjemian (Charybdis)
d4814c6b92
Removed pointer to missing file in Makefile.am.
2019-03-07 17:33:40 +01:00
Stéphane Adjemian (Charybdis)
c8393a6a45
Updated list of non versioned files in under tests subfolder.
2019-03-07 17:09:36 +01:00
Stéphane Adjemian (Charybdis)
dac08da6a4
Added the possibility to tag a varexo variable as an observed variable.
2019-03-07 15:31:34 +01:00
Houtan Bastani
92b1c25b9f
fix typo
2019-03-07 10:47:02 +01:00
Houtan Bastani
f3a10d0238
add test for estimating certain parameters in sur
2019-03-07 10:47:02 +01:00
Stéphane Adjemian (Charybdis)
40918f4316
Fixed condition in integration tests for ec.istarget.
2019-03-07 09:39:14 +01:00
Stéphane Adjemian (Charybdis)
9eb64a0b64
Updated preprocessor submodule.
...
Fixes exogenous variables in PAC equation without non optimizing behaviour.
2019-03-06 15:39:00 +01:00
Houtan Bastani
59ab4f4b34
update tests
2019-03-04 15:08:19 +01:00
Stéphane Adjemian (Charybdis)
cdadab34b4
Streamlined code in print_expectations and allow diff and unary op in growth option of pac_model.
2019-03-02 22:36:13 +01:00
Stéphane Adjemian (Charybdis)
d00b57541e
Allow exogenous variables in pac.estimation.iterative_ols routine.
...
The parameters associated to these additional variables can be estimated or calibrated.
2019-03-01 23:32:47 +01:00
Stéphane Adjemian (Charybdis)
fd98e83d78
Adapted integration tests for 8e60ded
.
2019-02-28 16:23:04 +01:00
Stéphane Adjemian (Charybdis)
f07b1e8028
Account for exogenous variables in PAC's RoT part.
...
Fixes the iterative_ols estimation of PAC equation when the Rule of Thumbs (non
optimizing) part of the equations contains endogenous and/or exogenous variables.
2019-02-27 15:53:25 +01:00
Stéphane Adjemian (Charybdis)
379431b05b
Added integration test.
...
Check that the content of pac.[pacmodel].equations.[eqtag].non_optimizing_behaviour.vars is correct.
2019-02-27 14:22:59 +01:00
Sébastien Villemot
b6f0071501
Testsuite: activate k_order_perturbation/fs2000k4.mod
2019-02-26 18:59:42 +01:00
Houtan Bastani
043ecfc3b2
Revert "surgibbs: fix bug in param values output"
...
This reverts commit d6c5618a74
.
2019-02-26 16:54:26 +01:00
Houtan Bastani
d6c5618a74
surgibbs: fix bug in param values output
2019-02-26 15:42:51 +01:00
Houtan Bastani
0c8867cbad
fix typo
2019-02-26 12:52:38 +01:00
Stéphane Adjemian (Charybdis)
445f88df55
Fixed PAC/MCE with non optimizing behaviour.
...
Alse added integration tests for PAC/MCE.
2019-02-25 23:07:57 +01:00
Sébastien Villemot
cbf09080f9
Octave compatibility fix
2019-02-25 17:46:40 +01:00
Stéphane Adjemian (Charybdis)
1aa7f4a93f
Added PAC with Model Consistent Expectations.
2019-02-25 17:31:58 +01:00
Sébastien Villemot
073f5dd6f7
Fix function header
2019-02-25 15:28:23 +01:00
Houtan Bastani
030737b9c0
sur: fix input checks
2019-02-25 14:23:48 +01:00
Stéphane Adjemian (Charybdis)
0af3068569
Handle situations where a PAC model is used in more than one equation.
2019-02-22 17:58:24 +01:00
Stéphane Adjemian (Charybdis)
4943bf5fd1
Updated integration tests fro trend component models.
2019-02-21 12:52:12 +01:00
Houtan Bastani
a7165e2c12
fix tests
2019-02-19 12:34:30 +01:00
Sébastien Villemot
1f84bc051d
Under Octave, the "statistics" Forge package is now a requirement
...
The gamrnd fallback under matlab/missing/stats/ does not work under Octave
because the +gamrnd/ folder is not accessible (it has the same name as the
function, which does not work under Octave).
Instead of fixing this, rather make the statistics toolbox a requirement, since
anyways it is very easy to obtain under Octave.
Accordingly:
- do not try to run the unit tests of matlab/missing/stats/ under Octave
- merge the matlab/missing/stats-matlab/ into matlab/missing/stats/, since this
directory is now MATLAB-only.
Also:
- move matlab/distributions/+gamrnd/ under matlab/missing/stats/ for
consistency
- in the manual: remove obsolete link to Octave downloads on the Dynare
website; update URL of Octave Forge
Closes #1638
2019-02-18 17:41:10 +01:00
Sébastien Villemot
548a6283ca
Testsuite: also move fataltests.m under tests/utils/
2019-02-17 12:46:26 +01:00
Sébastien Villemot
ce70e2a9ca
Testsuite: do not add top-level tests/ directory to the MATLAB/Octave path
...
This directory is cluttered with so many files that it creates problem (e.g.
dynare-command-options/ramst.mod was broken under Octave because of this).
Move files that have to be found through the path in a utils/ subdirectory.
2019-02-15 18:43:20 +01:00
Sébastien Villemot
9339869942
Octave compatibility fix in solow.mod test
...
- use optimoptions instead of optimset
- since one can't take the handle of a function in a package, use str2func to
workaround it
It still does not work, the solver does not converge…
2019-02-15 18:43:19 +01:00
Stéphane Adjemia (Scylla)
3cb3b4aee5
Allow models with leads in bgp.write().
...
Also added tests to check that we are able to identify the Balanced Growth
Path, note that it does not work with tests/bgp/fs2000.mod.
2019-02-15 16:59:26 +01:00
Sébastien Villemot
9786ce3d07
Testsuite: display full stacktrace on Octave failures
2019-02-14 17:45:40 +01:00
Houtan Bastani
eb52cc9953
preprocessor: submodule update
2019-02-14 17:41:07 +01:00
Sébastien Villemot
0b1b365ed3
Testsuite: invert colors (green vs red) for expected failures
...
I.e. a test that is expected to fail and that actually fails will be displayed
in green. If it actually succeeds, it will be red.
2019-02-14 17:03:35 +01:00
Sébastien Villemot
c8f3b5b96c
Various updates to .gitignore files
2019-02-13 16:12:16 +01:00
Houtan Bastani
db8638ec97
pooled_fgls: use iterative method and fix bug in M_.Sigma_e
2019-02-13 15:57:06 +01:00
Houtan Bastani
29c3a86c81
sur: move to iterative method
2019-02-13 15:57:06 +01:00
Stéphane Adjemia (Scylla)
468d0f5ae5
Added integration test (IRFs of backward models).
2019-02-13 15:19:18 +01:00
Stéphane Adjemia (Scylla)
beb7d42d74
Initialize IRFs with histval (second approach).
2019-02-13 15:19:18 +01:00
Stéphane Adjemia (Scylla)
0a084c8fe9
Cosmetic changes.
...
M_.endo_names and M_.exo_names are cell arrays, no need to use deblank to
remove trailing whitespaces.
2019-02-06 17:27:41 +01:00
Stéphane Adjemian
768555b523
Merge branch 'fixes_4.6' into 'master'
...
Fixes 4.6
See merge request Dynare/dynare!1641
2019-02-04 10:19:05 +00:00
Stéphane Adjemia (Scylla)
b7c60ddf59
Added a routine for writing the problem to be solved to compute the BGP of a model.
...
- Only works with backward models.
- Probably doesn't work if the model includes auxiliary variables.
- Assumes that the trends are multiplicative.
2019-02-04 10:04:33 +01:00
Stéphane Adjemia (Scylla)
f7b332efa6
Removed shocks.
2019-02-04 10:04:33 +01:00
Sébastien Villemot
1238fb2071
Remove duplicate test file
...
Another version is already under tests/trend_var/ directory.
2019-01-31 19:01:41 +01:00
Houtan Bastani
85e903ef90
tabs instead of spaces in Makefile.am
2019-01-30 16:29:21 +01:00
Houtan Bastani
20256b5be9
test zero equations in SUR
2019-01-30 16:29:11 +01:00
Stéphane Adjemia (Scylla)
74520e77bf
Allow for lags on endogenous variable in growth option of pac_model.
2019-01-28 11:25:30 +01:00
Houtan Bastani
169ed2a655
reorder tests, slowest first
2019-01-22 17:13:03 +01:00
Houtan Bastani
407ac26f5b
separate test call for ols style mod files
2019-01-22 15:55:15 +01:00
Houtan Bastani
0399e3c777
modify test to handle AR(1) with no parameter
2019-01-17 18:57:41 +01:00
Houtan Bastani
8574e94bdb
change test to fix de_ehic_de_ehic_L1 at 1
2019-01-17 18:06:17 +01:00
Marco Ratto
8713e46c4e
fixed bug with non-increasing time declarations of moment restrictions. Modified example to get more sensible graph of ACF.
...
(cherry picked from commit b0e7c47a000a679420970f1d05e4f2ed7d60764c)
2019-01-17 09:26:37 +00:00
Stéphane Adjemia (Scylla)
9b06086ea7
Added rules for running tests in ecb and estimation/univariate subfolders.
2019-01-16 16:05:05 +01:00
Houtan Bastani
df713e907b
add tests to makefile
2019-01-16 14:52:01 +01:00
Houtan Bastani
4804e729e8
makefile: fix spacing
2019-01-16 12:54:30 +01:00
Houtan Bastani
fa7931e125
preprocessor: submodule update
2018-12-19 16:22:59 +01:00
Stéphane Adjemia (Scylla)
4d95484e60
Changed optimization algorithm.
2018-12-19 16:10:08 +01:00
Stéphane Adjemia (Scylla)
23e37e45c4
Cosmetic change.
...
create a namespace for each {VAR/PAC} expectation model.
2018-12-19 11:43:26 +01:00
Stéphane Adjemia (Scylla)
351da3b865
Do not update a dseries object, but instantiate a new object.
2018-12-19 10:53:09 +01:00
Stéphane Adjemia (Scylla)
70011983e3
Changed test.
...
Epilogue should also be able to simulate backward models.
[ci skip]
2018-12-17 12:28:55 +01:00
Johannes Pfeifer
32b9853277
Add unit test for correctness of posterior moments
2018-12-15 19:23:05 +01:00
Johannes Pfeifer
0f5940ab1f
kim/kim2.mod: fix inconsistent prior specification
2018-12-15 18:49:53 +01:00
Johannes Pfeifer
fec7455555
Make prior.m function account for endogenous prior restrictions
2018-12-15 18:44:53 +01:00
Houtan Bastani
6f3a4ce806
modify epilogue test
2018-12-10 16:31:42 +01:00
Stéphane Adjemia (Scylla)
ecad43085c
Added integration test (epilogue block).
2018-12-10 16:16:15 +01:00
Stéphane Adjemia (Scylla)
0d5b310207
Added integration tests (for constrained OLS).
2018-12-07 19:54:33 +01:00
Stéphane Adjemia (Scylla)
bbf437bebd
Replaced histograms by non parameteric density estimators + other cosmetic changes.
2018-12-07 19:54:32 +01:00
Stéphane Adjemia (Scylla)
bfd9680f85
Fixed encoding.
2018-12-07 19:54:32 +01:00
Houtan Bastani
44e5a88ddd
dyn_ols: use AST instead of regex to parse equations
2018-12-07 19:54:32 +01:00
Stéphane Adjemia (Scylla)
cb4384bb27
Create on the fly a routine for evaluating the (VAR/PAC) expectations.
...
The routine takes a dseries object as unique argument and return an updated
object with the expectation term.
If the mod file is named `example.mod` and if the (VAR/PAC) expectation model is
named `toto`, then after
var_expectation.print('toto');
the expectation term can be evaluated:
ts = example.var_expectations.evaluate_varexp(ts);
where ts is a dseries object containing all the time series appearign in the
auxiliary (var or trend_component).
2018-12-03 15:07:43 +01:00
Stéphane Adjemia (Scylla)
53ab321de8
Added the possibility to use linear expressions in VAR_EXPECTATION_MODEL.
...
See tests/var-expectations/9/example.mod for a self documented example.
Also updated all the integration tests using the option `expression` instead of
`variable` (which is deprecated and will be removed at some point).
2018-11-30 23:36:06 +01:00
Stéphane Adjemia (Scylla)
650c78f99d
Merge branch 'master' into ecb-master
2018-11-30 21:34:56 +01:00
Stéphane Adjemia (Scylla)
d501d6d511
Added interface to lsqnonlin (Mathworks' optimization toolbox) in pac.estimate.nls.
2018-11-29 10:29:55 +01:00
Stéphane Adjemia (Scylla)
e6c716ae9b
Added the possibility to use Gauss-Newton in pac/nls.
...
Also added the computation of the covariance matrix of the NLS estimator (using
White and Domovitz approach) and integration test.
2018-11-26 09:53:18 +01:00
Stéphane Adjemia (Scylla)
6b113273d3
Added integration tests (Iterative OLS and NLS for PAC equations).
2018-11-21 16:26:38 +01:00
Sébastien Villemot
6995e24863
The testsuite can now be run from Windows
2018-11-21 16:21:59 +01:00
Sébastien Villemot
59d4dd185e
Merge branch 'ident_test' into 'master'
...
kim2.mod: trigger case where estim_params_block is not detected
See merge request Dynare/dynare!1638
2018-11-16 17:55:39 +00:00
Sébastien Villemot
a7a46a6b75
Add missing file in c407b63e84
...
Ref Dynare/preprocessor#13
2018-11-16 18:37:20 +01:00
Sébastien Villemot
c407b63e84
Update preprocessor submodule + add test
...
Ref Dynare/preprocessor#13
2018-11-16 18:34:37 +01:00
Johannes Pfeifer
33d35d8fcc
kim2.mod: trigger case where estim_params_block is not detected
2018-11-16 17:56:13 +01:00
Stéphane Adjemia (Scylla)
460dba40d7
Added integration test (estimated_params_init).
2018-10-25 10:33:31 +02:00
Stéphane Adjemia (Scylla)
524085927d
Removed useless tag (data_type).
2018-10-24 18:45:38 +02:00
Stéphane Adjemia (Scylla)
dcea7514d9
Merge branch 'master' into ecb-master
2018-10-24 18:31:31 +02:00
Houtan Bastani
8a2c38cf6c
olsgibbs: save fitted values in dataset; allow use of dictionary as in dyn_ols
2018-10-24 17:17:01 +02:00
Stéphane Adjemia (Scylla)
2c890f924a
Removed useless tags.
2018-10-24 14:28:32 +02:00
Stéphane Adjemia (Scylla)
1c1a3ea0a4
Removed tests on targets.
...
A target does not need to be a random walk. Also added a new integration
test (where the target is a constant, 0).
2018-10-24 12:06:14 +02:00
Stéphane Adjemia (Scylla)
d96740c2ef
Added integration tests (var and pac expectations).
2018-10-14 17:01:02 +02:00
Stéphane Adjemia (Scylla)
9358a1544b
Updated integration test (trends->targets).
2018-10-10 16:15:31 +02:00
Stéphane Adjemia (Scylla)
d4bfd6c9f0
Another attempt to fix numerical accuracy issues in integration tests.
2018-10-06 21:44:58 +02:00
Stéphane Adjemia (Scylla)
9a84129707
Added integration for the bayesian estimation of a single equation.
...
Uses a Gibbs sampling algorithm.
2018-10-06 16:59:00 +02:00
Stéphane Adjemian (Charybdis)
084b7ac537
Changed optimization algorithm in integration tests.
...
fs2000_uncorr_ME_missing was failing on some servers due to a numerical
precision issue. It appears that the problem drops off if the smoothed
variables are computed on another point (given by another optimization
algorithm).
2018-10-04 12:02:31 +02:00
Stéphane Adjemian (Charybdis)
03bd2b73e6
Fixed integration test for the automatic tuning of mh_jscale.
2018-10-03 18:21:16 +02:00
Sébastien Villemot
c6a17abc72
Testsuite: suppress MATLAB splash screen when generating .m.tls file
2018-10-01 16:40:26 +02:00
Stéphane Adjemian(Charybdis)
a680cea095
Fixed integration test for trend component model (equation ordering).
2018-09-28 17:39:14 +02:00
Stéphane Adjemian(Charybdis)
11a882d66f
Fixed bug in integration tests (trends-->targets).
2018-09-28 12:23:37 +02:00
Stéphane Adjemian(Charybdis)
76c4df129c
Added integration tests.
2018-09-27 18:58:52 +02:00
Sébastien Villemot
39110b3087
Test for analytical_derivatives: use mode_compute=9
...
This optimizer seems more robust accross different hardware (with other
optimizers, the algorithm does not converge to a local maximum, e.g. on the
runner "lupi").
2018-09-27 15:05:14 +02:00
Houtan Bastani
bd36a0c109
Merge branch 'master' into ecb-master-targets
2018-09-25 15:51:18 +02:00
Houtan Bastani
974bcd92ae
Merge branch 'ecb-master' into ecb-master-targets
2018-09-25 14:41:11 +02:00
Houtan Bastani
b6fc811ce8
fix typo
2018-09-25 12:11:21 +02:00
Sébastien Villemot
9b4daab8a0
Macro-processor: add comprehensions
...
- update preprocessor submodule
- add some tests
2018-09-24 18:27:55 +02:00
Stéphane Adjemian(Charybdis)
031e2c87c6
New version of get_companion_matrix + new integration test.
...
The routine is still buggy. In PAC and VAR_EXPECTATION models we
use get_companion_matrix_legacy routine instead.
2018-09-19 17:39:48 +02:00
Stéphane Adjemian(Charybdis)
c588544b13
Fixed rm argument list too long issue.
2018-09-19 12:10:30 +02:00
Sébastien Villemot
a03fab76c2
Ensure that test summary is displayed even if there is a test failure
2018-09-14 15:21:39 +02:00
Stéphane Adjemian(Charybdis)
9adad552be
Fixed rm argument list too long issue.
...
(cherry picked from commit d005def67f5d0afb2a99a40a6cd84766ca7dfd9f)
2018-09-13 17:31:24 +02:00
Sébastien Villemot
a4c46a8121
tests/Makefile.am: replace PWD by CURDIR, fixes recursive make invocation
2018-09-13 16:43:30 +02:00
Sébastien Villemot
763b0a2392
make check-{matlab,octave} now return a non-zero exit code if there is a failed test
2018-09-13 16:18:41 +02:00
Sébastien Villemot
8ba9918652
Improve style of read_trs_files bash script
...
The script is now shellcheck-clean.
Incidentally, fix a bug in the counting of xfailed tests when there are several
such tests in a single .mod file.
2018-09-13 16:18:41 +02:00
Houtan Bastani
eb316d7e2d
update files for change of option name from `trends` to `targets`
2018-09-13 12:24:32 +02:00
Houtan Bastani
2e547edd26
add test files for preprocessor AR/EC matrices
2018-09-12 19:00:28 +02:00
Houtan Bastani
5ca31c8245
fix spacing in makefile
2018-09-12 19:00:28 +02:00
Stéphane Adjemian(Charybdis)
52b6618bae
Fixed paths.
2018-09-12 07:48:49 +02:00
Stéphane Adjemian(Charybdis)
09945cae8f
Added integration tests for PAC model.
2018-09-06 23:42:30 +02:00
Stéphane Adjemian(Charybdis)
8d84d0b38b
Add 'tests/pac/' from commit '72dda0e3ebdb46b741e484f2e2f2155d02c59815'
...
git-subtree-dir: tests/pac
git-subtree-mainline: 0f3678ec4a
git-subtree-split: 72dda0e3eb
2018-09-06 23:35:53 +02:00
Stéphane Adjemian(Charybdis)
5ea0c8098b
Ensure that the ordering of the trend variables is consistent...
...
... With the ordering of the EC variables.
2018-09-03 17:35:59 +02:00
Stéphane Adjemia (Scylla)
0080055469
Activate integratiion test on VAR_MODEL and TREND_COMPONENT_MODEL.
2018-08-30 12:07:58 +02:00
Stéphane Adjemia (Scylla)
8276acb55f
Added integration tests for TREND_COMPONENT model.
2018-08-30 12:02:48 +02:00
Stéphane Adjemia (Scylla)
7bcc5b9f42
Added integration tests for VAR_MODEL.
...
Check the AR matrices.
2018-08-29 17:43:35 +02:00
Stéphane Adjemia (Scylla)
7cf4dc751e
Fixed integration test.
2018-08-28 11:08:40 +02:00
Stéphane Adjemia (Scylla)
83c9b0d5b6
Make rool for trend_component_model in var_expectation.
...
Not yet working, a bug in the preprocessor remains to be fixed. The
preprocessor does not create the correct number of reduced form parameters
for VAR_EXPECTATION when the auxiliary model is a trend component model,
because it ignores the fact that the model has to be rewritten in levels.
2018-08-27 14:37:26 +02:00
Houtan Bastani
6ec9758313
update var_expectation code and tests for change in field name
2018-08-23 10:38:39 +02:00
Stéphane Adjemian(Charybdis)
349cd25b8a
Added an integration test for VAR_EXPECTATION_MODEL.
...
+ small cosmetic changes.
2018-08-09 09:05:39 +02:00
Stéphane Adjemian(Charybdis)
f8f8ce5120
Added integration tests for VAR_EXPECTATION_MODEL.
2018-08-08 22:58:27 +02:00
Stéphane Adjemian(Charybdis)
c28c8187e8
Fixed typo.
2018-08-08 16:23:15 +02:00
Stéphane Adjemian(Charybdis)
c9a38c4de7
Merge branch 'master' into ecb-master
...
Fixed conflicts:
- tests/run_block_byte_tests_octave.m
2018-08-04 21:08:08 +02:00
Sébastien Villemot
d03cc56587
solve_algo=7 and stack_solve_algo=2 are now allowed under Octave
...
The gmres() function has been implemented (actually since Octave 3.4.1!).
2018-08-02 15:20:39 +02:00
Sébastien Villemot
fda021855c
Fix forecast command with deterministic exogenous and linear option
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Closes #1608
2018-08-02 14:20:51 +02:00
Stéphane Adjemian(Charybdis)
a144aad150
Merge branch 'master' into ecb-master
2018-07-27 09:47:22 +02:00
Sébastien Villemot
0da4aefd99
Update preprocessor submodule with macroprocessor refactoring
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By the way, add new tests for the macroprocessor.
2018-07-25 18:51:38 +02:00
Stéphane Adjemian(Charybdis)
7d7449c775
Merge branch 'master' into ecb-master
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Fixed conflicts:
matlab/modules/dseries
2018-07-23 17:05:30 +02:00
Stéphane Adjemian(Charybdis)
3dcd8fc9f5
Added preprocessor unit tests (on the fly declarations of types).
2018-07-19 23:51:37 +02:00
Stéphane Adjemian(Charybdis)
5f8b2c5a77
Revert "modify on-the-fly example to accept variables declared in equation tag"
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This reverts commit 8ff8d787e8
.
2018-07-19 19:08:07 +02:00
Sébastien Villemot
9c3ce0350d
Replace LMMCP test with another one that converges
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Incidentally the new one takes far less time, especially on Octave.
2018-07-18 17:52:44 +02:00
Sébastien Villemot
ff676f5505
Gracefully fail when Octave crashes in a *.m test
2018-07-13 17:22:27 +02:00
Houtan Bastani
8ff8d787e8
modify on-the-fly example to accept variables declared in equation tag
2018-07-11 14:45:32 +02:00
Stéphane Adjemian(Charybdis)
85a585c73e
Merge branch 'master' into ecb-master+folder
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Fixed conflicts in:
tests/block_bytecode/run_ls2003.m
2018-07-10 10:18:55 +02:00
Stéphane Adjemian(Charybdis)
0d4a677526
Added comments in example.
2018-07-09 20:30:38 +02:00
Houtan Bastani
01d5a13082
preprocessor: submodule update: on-the-fly variable declaration in equation tags
2018-07-09 15:36:49 +02:00
Sébastien Villemot
b2c554623f
Various fixes related to the new layout of generated files
2018-06-28 18:14:40 +02:00
Sébastien Villemot
a1b8bd39b2
Move the location of various generated files on the filesystem
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- M and MEX files are now under +${MODELNAME}/
- bytecode, C source and JSON now under ${MODELNAME}/model/
2018-06-27 17:03:39 +02:00
Houtan Bastani
c7fe3770df
Merge branch 'master' into ecb-master
2018-06-11 15:35:24 +02:00
Sébastien Villemot
1e5fab3881
Fix tests for stack_solve_algo=7
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Completes commit db0cf1b8ea
from PR #1616 .
2018-06-08 10:29:53 +02:00
Johannes Pfeifer
db0cf1b8ea
Add unit tests for perfect foresight simulations with exogenous leads and lags
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Closes #1616
2018-06-07 20:46:30 +02:00
Houtan Bastani
e9c631de7d
Merge branch 'master' into ecb-master
2018-06-07 18:47:36 +02:00
Sébastien Villemot
79484607a7
Fix various issues with stack_solve_algo=7 and lags on exogenous > 1
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Complete the fix started in 8913791ff0
.
Change the test case to prevent regressions.
2018-06-07 16:14:02 +02:00
Houtan Bastani
6f6ef8fb30
Merge branch 'master' into ecb-master
2018-06-05 18:47:55 +02:00
Sébastien Villemot
fec0947c7b
Testsuite: clean files generated by move to temporary terms array
2018-06-04 18:08:28 +02:00
Johannes Pfeifer
2dd940dc1a
datatomfile: Consistently replace char by cell arrays
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Required after 7be8f10e0e
2018-06-04 11:56:43 +02:00
Houtan Bastani
30310bc7b4
Merge branch 'master' into ecb-master
2018-06-01 16:02:30 +02:00
Frédéric Karamé
1c9e186d57
Updated tests for nonlinear filters.
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(cherry picked from commit e2cf2260dbd5cceeade11f0617ab33de2f8ee72b)
2018-06-01 12:13:54 +02:00
Stéphane Adjemian(Charybdis)
e62c2272b4
Merge remote-tracking branch 'github/master' into ecb-master
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Fixed conflicts:
matlab/modules/dates
2018-05-16 17:32:39 +02:00
Stéphane Adjemian(Charybdis)
f53be721c1
Added new option mh_tune_jscale.
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Works only with the Random Walk Metropolis Hastings algorithm.
Closes #1598
2018-05-16 16:37:22 +02:00
Houtan Bastani
7f3120eb2e
preprocessor: submodule update; introduction of on-the-fly variable declaration
2018-03-20 16:43:06 +01:00
Stéphane Adjemian(Charybdis)
85b88e133b
Fixed integration tests related to the simulation of backward models.
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Use the histval interface for setting the initial conditions.
2018-03-12 09:47:06 +01:00
Stéphane Adjemian(Charybdis)
d96aca093e
Fixes for julia 0.6.x.
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Updated the preprocessor module (adds new static and dynamic routines which
only return the jacobian).
2018-03-10 16:05:14 +01:00
Stéphane Adjemian (Charybdis)
6a6d21ef41
Fixed unit test (forecasts for backward models).
2018-02-28 15:34:19 +01:00
Houtan Bastani
0617f58a14
Merge remote-tracking branch 'origin/master' into ecb-master
2018-02-26 18:17:30 +01:00
Houtan Bastani
d9c5df4029
remove useless lines in tests
2018-02-22 14:36:42 +01:00
Houtan Bastani
04ce089164
test suite: modify reporting test following dseries move to new MATLAB classes
2018-02-16 14:19:08 +01:00
Stéphane Adjemian (Charybdis)
3a052f500c
Merge branch 'master' into ecb-master
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Fixed conflict in dseries submodule.
2018-02-10 12:53:34 +01:00
Johannes Pfeifer
dde1acd18d
Make fast_realtime accept observation as input
2018-01-26 18:23:49 +01:00
Houtan Bastani
a002388fd0
add tags to equations in test file
2018-01-17 16:17:15 +01:00
Houtan Bastani
82a01c251e
surgibbs: add thinning option
2018-01-12 14:43:39 +01:00
Houtan Bastani
aceeef876b
ols: modify ols-style estimation routines to account for change in 7be8f10e0e
2018-01-12 11:45:50 +01:00
Johannes Pfeifer
0d11246c35
Add fast_realtime option to integration test
2018-01-12 09:48:14 +01:00
Houtan Bastani
fe8dfba59d
Merge branch 'master' into ecb-master
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# Conflicts:
# examples/NK_baseline_steadystate.m
# matlab/backward/backward_model_irf.m
# matlab/modules/dseries
# matlab/occbin/setss.m
# preprocessor/SymbolList.cc
# tests/identification/as2007/as2007_steadystate.m
# tests/identification/kim/kim2_steadystate.m
# tests/particle/dsge_base2_steadystate.m
# tests/steady_state/walsh1_old_ss_steadystate.m
2018-01-11 16:25:42 +01:00
Houtan
049be61ef5
surgibbs: pass prior as argument, allow limiting the number of parameters estimated, check inputs, change variable name
2018-01-11 14:15:10 +01:00
Stéphane Adjemian (Charybdis)
b1d8e7aafa
Moved test files.
2018-01-10 16:04:19 +01:00
Stéphane Adjemian (Scylla)
7be8f10e0e
Use cells of strings instead of char arrays.
2018-01-09 22:30:01 +01:00
Houtan
61ff77c7ba
fix typos
2018-01-05 17:19:33 +01:00
Houtan
c1de50bbc2
surgibbs: draft change and test
2018-01-05 17:13:46 +01:00
Stéphane Adjemian (Charybdis)
2be12bd50d
Provide data to integration test.
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This test, which is not run by the testsuite, fails.
2017-12-29 13:47:36 +01:00
Houtan
792d452938
sur: update with changes recently made to pooled_ols
2017-12-12 12:37:45 +01:00
Houtan
698192ab81
fix solow_irf to work with current state of backward_model_irf
2017-12-11 13:44:26 +01:00
Houtan
58536c53b3
fix bug in test introduced in 8541579d48
2017-12-08 15:09:37 +01:00
Houtan Bastani
8541579d48
pooled_ols: support endogenous without parameters on RHS
2017-12-08 14:53:39 +01:00
Houtan Bastani
3cd4e732d3
SUR with test
2017-11-17 15:50:22 +01:00
Houtan Bastani
33937cb604
add test for pooled_ols
2017-11-16 17:23:10 +01:00
Houtan Bastani
96d716343d
add pooled_fgls (with test)
2017-11-16 17:23:07 +01:00
Houtan Bastani
19c1b512a5
use json=compute in test
2017-11-02 15:45:24 +01:00
Houtan Bastani
a82f2695cb
Pooled OLS + test
2017-10-25 14:18:19 +02:00
Stéphane Adjemian(Charybdis)
ac09cb3ee2
Merge branch 'master' into ecb-master
...
Fixed conflicts in:
matlab/backward/backward_model_irf.m
matlab/modules/dseries
matlab/utilities/general/isint.m
preprocessor/DynareBison.yy
preprocessor/DynareFlex.ll
preprocessor/ModFile.cc
preprocessor/ParsingDriver.hh
2017-10-14 17:12:57 +02:00
Johannes Pfeifer
a0ea6e3a21
Adjust tolerance of integration test
2017-10-05 11:33:17 +02:00
Johannes Pfeifer
a1222a1d1b
Implement variance decomposition with measurement error
2017-10-05 11:33:17 +02:00
Johannes Pfeifer
f0b9f453e9
Make empirical moments independent of simul_replic by outputting first instead of later replication
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Closes #1487
2017-10-04 15:32:28 +02:00
Stéphane Adjemian (Scylla)
f284169248
Fixed integration tests related to simulation of backward models.
2017-09-30 16:44:23 +02:00
Houtan Bastani
97743cbb3f
Merge branch 'master' into ecb-master
2017-09-13 18:27:15 +02:00
Johannes Pfeifer
79e510a99e
Add integration tests for #1193 and #1510
2017-09-13 10:20:09 +02:00
Johannes Pfeifer
25bf43983f
Add write_latex_steady_state_model to collect_latex_files.m
2017-09-01 17:58:25 +02:00
Stéphane Adjemian (Scylla)
eb3f33df00
Merge branch 'master' into ecb-master
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Fixed conflicts:
matlab/backward/backward_model_forecast.m
preprocessor/DynareBison.yy
preprocessor/ParsingDriver.hh
tests/practicing/datasaver.m
2017-08-30 11:51:56 +02:00
Houtan Bastani
85d00ad267
test suite: remove practicing directory. closes #1500
2017-08-29 17:15:06 +02:00