Sébastien Villemot
1e5fab3881
Fix tests for stack_solve_algo=7
...
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
...
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
...
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
...
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.
...
(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
...
Fixed conflicts:
matlab/modules/dates
2018-05-16 17:32:39 +02:00
Stéphane Adjemian(Charybdis)
f53be721c1
Added new option mh_tune_jscale.
...
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.
...
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.
...
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
...
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
...
# 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.
...
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
...
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
Houtan Bastani
bb3e71646a
Merge pull request #1497 from JohannesPfeifer/calib_smoother_test
...
Add calib_smoother command with parameter_set option to integration
2017-08-29 11:02:34 +02:00
Johannes Pfeifer
cfc7413e96
Add calib_smoother command with parameter_set option to integration
...
Following #1477
2017-08-29 10:52:48 +02:00
Houtan Bastani
6fcc26ce2b
test suite: aesthetic fix: remove British English :)
2017-08-29 10:27:49 +02:00
Houtan Bastani
9a3ea53274
test suite: change test to test for existence of files in current directory only
2017-08-29 10:25:39 +02:00
Stéphane Adjemian (Scylla)
32c3beb27d
Fixed bug introduced in 7d180e2fcb
.
2017-08-16 22:17:20 +02:00
Stéphane Adjemian (Scylla)
7d180e2fcb
Renamed integration test (removed capital letters).
2017-08-16 16:08:18 +02:00
Stéphane Adjemian (Scylla)
a1c34979f5
Merge branch 'pr#1484'
2017-08-16 11:20:55 +02:00
Johannes Pfeifer
fdb24d6a1d
Add unit test for sim1_linear.m
2017-08-01 11:36:07 +02:00
Stéphane Adjemian (Scylla)
16e0fca19c
Added two examples (forecasts and IRFs in backward models).
...
(cherry picked from commit 949440ef9c
)
2017-07-31 16:32:15 +02:00
Stéphane Adjemian (Scylla)
949440ef9c
Added two examples (forecasts and IRFs in backward models).
2017-07-31 16:26:43 +02:00
Stéphane Adjemian (Scylla)
75d3964a63
Fixed tests/Makefile.am (removed entry in MODFILES causing build failure).
2017-07-29 21:11:17 +02:00
Stéphane Adjemian (Scylla)
dd3c4cd88c
Added example (estimation of single equation by ols).
2017-07-28 17:52:08 +02:00
Stéphane Adjemian (Scylla)
85e946b0a8
Rewrote examples for single equation contribution plots.
...
The mod files are self documented, and serve as a user guide for the
`plot_contributions` command.
2017-07-28 12:42:51 +02:00
Stéphane Adjemian (Scylla)
5d0d943f0f
Moved files.
2017-07-28 10:20:21 +02:00
Stéphane Adjemian (Scylla)
c5fb6dfe57
Merge branch 'master' into ecb-master
...
Fixed conflict in preprocessor/ModFile.cc
2017-07-27 22:48:29 +02:00
Houtan Bastani
7a4658323f
update makefile for change in .mod file name
2017-07-26 15:07:46 -04:00
Houtan Bastani
ea07b4bf97
change name of .mod file
2017-07-26 09:17:31 -04:00
Stéphane Adjemian (Scylla)
209e16888d
Fixed bug in the integration test added in 45864f414f
...
Wrong name for the data file. Also reduced the number of chains.
2017-07-24 10:55:49 +02:00
Stéphane Adjemian (Scylla)
9203f9e52f
Fixed encondig in the integration test added in 45864f414f
.
2017-07-24 10:53:14 +02:00
Stéphane Adjemian (Scylla)
45864f414f
Added integration test.
...
Trend + posterior filtered variables in a model with only one observed variable.
2017-07-23 23:34:49 +02:00
Houtan Bastani
92be7a6b27
sur gibbs sampling: first pass
2017-07-12 16:59:06 +02:00
Houtan Bastani
7a61bff6c4
sur: first draft
2017-07-11 16:02:03 +02:00
Houtan Bastani
07fb484987
ols: run multiple estimations when more than one tag is passed
2017-07-07 17:53:25 +02:00
Houtan Bastani
12cd0d8194
ols: add test statistics
2017-07-07 15:04:37 +02:00
Houtan Bastani
43025d6420
preprocessor: add possibility to add vector to adl command
2017-07-03 17:29:58 +02:00
Houtan Bastani
4183c32525
declare parameters when adl is encountered
2017-06-30 16:22:24 +02:00
Stéphane Adjemian (Charybdis)
c9ea44002a
Added integration test.
2017-06-30 11:02:31 +02:00
Stéphane Adjemian (Charybdis)
f934e40c4b
Added dynare command options in mod file.
2017-06-30 11:02:12 +02:00
Stéphane Adjemian (Charybdis)
cf4579fc61
Merge branch 'master' into ecb-master
2017-06-30 10:55:31 +02:00
Stéphane Adjemian (Charybdis)
63d6dfccf4
Added the possibility to dynare the dynare command options in the mod file.
2017-06-30 10:16:26 +02:00
Stéphane Adjemian (Charybdis)
133d6544e7
Make example less trivial (with negative values).
2017-06-29 16:08:12 +02:00
Stéphane Adjemian (Charybdis)
a59a2fae2d
Merge branch 'master' into ecb-master
2017-06-29 13:33:29 +02:00
Stéphane Adjemian (Charybdis)
477a55da2e
Efficiency and interface changes.
...
- Do not loop on all the variables in the dseries objects.
- Do not pass a structure for the parameters (read in M_.params instead).
- Add a baseline scenario.
2017-06-29 13:29:16 +02:00
Stéphane Adjemian (Charybdis)
29a1e3d015
Renamed folders.
2017-06-28 18:34:29 +02:00
Stéphane Adjemian (Charybdis)
b81e0cd91e
Added json file in the clean rule.
2017-06-28 16:03:52 +02:00
Houtan Bastani
d840695ae0
plot contributions
2017-06-26 22:30:59 +02:00
Houtan Bastani
d8ffd5e83c
Merge branch 'master' into ecb-master
2017-06-19 18:02:57 +02:00
Stéphane Adjemian (Charybdis)
119b5a62f2
Merge branch 'master' into json
2017-06-16 20:03:36 +02:00
Sébastien Villemot
7eaea0c772
Include tests/load_octave_packages.m in the distributed tarball.
2017-06-13 15:50:34 +02:00
Sébastien Villemot
21fa1ec86a
Testsuite for octave: remove obsolete workaround.
2017-06-07 17:59:09 +02:00
Stéphane Adjemian
8015144817
Merge pull request #1460 from JohannesPfeifer/hessian_zero
...
Make sure that reverting to order=1 if Hessian is 0 does not crash ot…
2017-06-04 21:42:52 +02:00
Stéphane Adjemian (Charybdis)
7d373f0d7e
Merge branch 'master' into ecb-master
2017-06-03 14:51:28 +02:00
Stéphane Adjemian (Charybdis)
99cb731112
Fixed indentation of matlab files.
2017-06-01 19:43:18 +02:00
Johannes Pfeifer
d75e7278c2
Make sure that reverting to order=1 if Hessian is 0 does not crash other functions
...
Closes #1453
2017-05-27 19:26:12 +02:00
Stéphane Adjemian (Charybdis)
3c3fc0ace4
Fixed integration test.
2017-05-20 10:15:31 +02:00
Stéphane Adjemian (Charybdis)
a53636e24e
Fixed copyright notices.
2017-05-16 14:11:15 +02:00
Houtan Bastani
e3c12f5094
var_expectation: stop processing if variable used that was not in model
2017-05-04 16:56:50 +02:00
Houtan Bastani
63180c9e59
var_model: allow non model-block variables in VAR
2017-05-04 16:15:33 +02:00
Stéphane Adjemian (Charybdis)
c2556cc80e
Merge branch 'master' into ecb-master
...
Model inversion of backward looking models.
2017-05-02 23:15:42 +02:00
Houtan Bastani
5bae0a8cb1
build system: add clean rule for test suite
2017-04-25 12:24:03 +02:00
Houtan Bastani
db535236b2
Merge branch 'master' into ecb-master
2017-04-14 11:35:43 +02:00
Stéphane Adjemian (Charybdis)
19b206338d
Fixed tests/dates/fs2000.mod and added in testsuite.
...
Provides an example showing how to directly pass a dseries object to the data
command for estimation.
2017-04-05 11:44:27 +02:00
Stéphane Adjemian (Charybdis)
d43af0e4d7
Fixed wrong spaces/tab in tests/Makefile.am.
2017-04-05 11:44:27 +02:00
Johannes Pfeifer
00299a92c1
Make sure options_.first_obs is properly set
2017-04-05 11:44:27 +02:00
Houtan Bastani
753d8a17f0
preprocessor: move equation tags out of dmath mode, include all equation tags in one set of brackets, allow equation tags to be interpreted as latex, modify manual and test accordingly. #477
2017-04-05 11:01:25 +02:00
Johannes Pfeifer
59bafbf294
Add write_equation_tags option to integration test
2017-04-04 23:52:39 +02:00
Stéphane Adjemian (Charybdis)
c1434118bd
Added integration test for nonlinear filters with unit roots.
2017-04-03 11:25:05 +02:00
Houtan Bastani
b3ecc8c003
preprocessor: add plot_shock_decomposition command. closes #1406
2017-03-24 12:11:36 +01:00
Stéphane Adjemian (Charybdis)
d1062875cd
Added README in tests/ECB.
2017-03-22 09:41:10 +01:00
Houtan Bastani
0a017dd1bb
var test, add estimation for nkm model, fix plotting
2017-03-22 09:41:10 +01:00
Houtan Bastani
8d1c8f35ae
var_forecast: example with two variables in var
2017-03-22 09:41:10 +01:00
Houtan Bastani
858f26804f
var_forecast test: update following changes
2017-03-22 09:41:10 +01:00
Houtan Bastani
dc7fca7ece
var_forecast: use example1 in forecast, add code to use estimation via rfvar3
2017-03-22 09:41:10 +01:00
Houtan Bastani
7c9e54c8b4
var_forecast tests
2017-03-22 09:41:10 +01:00
Stéphane Adjemian (Charybdis)
e1033c76b9
Added declaration of observed exogenous variables.
...
With integration test.
2017-03-22 09:41:09 +01:00
Houtan Bastani
5282e737e7
preprocessor: add realtime_shock_decomposition statement. #1406
2017-03-21 15:20:32 +01:00
Stéphane Adjemian (Charybdis)
9633f3ab77
Fixed bug introduced in 68b18b04f4
.
...
Update of EXTRA_DIST was missing.
2017-03-20 22:17:54 +01:00
Stéphane Adjemian (Charybdis)
6d6f850a49
Test the value of oo_.deterministic_simulation.status in tests/deterministic_simulations/*
2017-03-20 16:27:13 +01:00
Johannes Pfeifer
828df26d71
Makefile.am: Add loglinear as test group
...
(cherry picked from commit a4c28306097f75b5dae2ded92628b26530f5dd20)
2017-03-20 09:43:23 +01:00
Stéphane Adjemian (Charybdis)
c7926e250a
Fixed spaces in 750f1d9ff4728216db0df8da69ef59f4d7dc254b.
2017-03-20 09:42:15 +01:00
Johannes Pfeifer
9adc2e9ca9
makefile: Replace 8 spaces by correct tab
...
(cherry picked from commit 750f1d9ff4728216db0df8da69ef59f4d7dc254b)
2017-03-20 09:40:57 +01:00
Johannes Pfeifer
68b18b04f4
Expand loglinear integration tests
...
(cherry picked from commit 7c17e97546df6ab269be939e6f7e8b32f45b5cc0)
2017-03-20 09:35:24 +01:00
Stéphane Adjemian (Charybdis)
8dc27292c9
Adapted integration test consistently with 0752d6a8e6
.
2017-03-18 20:54:32 +01:00
Marco Ratto
727a9582c8
speed-up execution of test
2017-03-18 10:27:36 +01:00
Stéphane Adjemian (Charybdis)
bc6c6fc486
Removed remaining calls or references to cputime.
2017-03-17 22:49:01 +01:00
Stéphane Adjemian (Charybdis)
117458e663
Complete c921212fe5
.
2017-03-17 18:33:17 +01:00
Stéphane Adjemian (Charybdis)
052655e353
Changed some integration tests for lowering the execution time of the testsuite.
2017-03-17 18:24:56 +01:00
Stéphane Adjemian (Charybdis)
2125d82cae
Adapted integration tests to ea49f971e58a4b40b422d06d808d863124092ef4.
...
FilteredVariablesKStepAheadVariances is computed and saved iff
filter_covariance option is used in estimation command.
2017-03-17 18:10:00 +01:00
Marco Ratto
d35ee4b58e
adapted testing routine
2017-03-17 12:41:59 +01:00
Marco Ratto
f66191f59f
added tex wrapper + small fixes to the test
2017-03-17 12:41:59 +01:00
Marco Ratto
fcdecb5b1f
test file for plot_shock_decomposition and realtime_shock_decomposition
2017-03-17 12:41:59 +01:00
Stéphane Adjemian (Charybdis)
c921212fe5
Renamed trs field consistently with 1022e675c1
.
2017-03-16 23:41:27 +01:00
Stéphane Adjemian (Charybdis)
1022e675c1
Do not use cputime as advised by Mathworks.
...
cputime time is not a good measure of performance on multithreaded applications.
TODO
- Change trs field,
- Adapt testsuite code.
2017-03-16 18:27:01 +01:00
Stéphane Adjemian (Charybdis)
ae3752a0d3
Lowered threshold value for a test.
2017-03-16 15:51:11 +01:00
Houtan Bastani
9f7b084970
Merge branch 'master' into json
2017-03-10 17:20:15 +01:00
Houtan Bastani
38f36091a9
test suite: increase timeout option for downloading files to 30 seconds
2017-03-08 12:30:58 +01:00
Houtan Bastani
5063020c5d
Merge branch 'master' into json
2017-03-03 14:42:25 +01:00
Houtan Bastani
1007ea1301
preprocessor: JSON output for statements, #1387
2017-02-20 11:23:10 +01:00
Stéphane Adjemian (Charybdis)
593d62a7c1
Removed optimizers/fs2000_12.mod from testsuite...
...
Because the Global Optimization Toolbox is not installed on dynbot@sedna.
2017-02-08 14:29:34 +01:00
Stéphane Adjemian (Charybdis)
b14cf33c8f
Changed priors in tests/optimizers/fs2000_* integration tests.
...
To avoid asymptote at zero on the autoregressive parameter rho.
2017-02-08 13:07:25 +00:00
Stéphane Adjemian (Charybdis)
5b73d7d59c
Added new optimization routine (particleswarm).
...
Only available under Matlab if the Global Optimization Toolbox is installed.
2017-02-08 13:07:25 +00:00
Houtan Bastani
f1d607af99
preprocessor: remove extra exogenous variables. closes #841
2017-01-27 22:48:17 +01:00
Houtan Bastani
cfae273038
keep track of all times an undeclared variable is encountered
2017-01-27 20:36:26 +01:00
Stéphane Adjemian (Lupi)
1cabe76b06
Do not compute posterior kernel densities in some integration tests.
...
These data are not used in the tests, and take a lot of space in RAM and on
the disk (when the results, e.g. oo_, are saved in <MOD_FILE_NAME>_results.mat).
2017-01-27 15:15:55 +01:00
Stéphane Adjemian (Charybdis)
b152f3920d
Added the possiblity to run the testsuite on a subset of tests.
...
*Example*
To run all the tests related to the numerical gradient, just type:
~$ make m/gradient
in the tests subfolder. These tests will be done with Matlab. If you want to
test these routines against Octave instead:
~$ make o/gradient
If you want to test against Matlab and Octave:
~$ make gradient.
*Remark*
[1] Integration tests in subfolders can be accessed using the same approach. For
instance:
~/m/observation_trends_and_prefiltering/MCMC
will run all the mod files with matlab in tests/observation_trends_and_prefiltering/MCMC.
[2] Autocompletion works.
[3] Some folders/subfolders are still missing...
(cherry picked from commit 0271f2e8c13d5fe94871fa7aed027047a2cfd36f)
2017-01-24 16:00:50 +00:00
Johannes Pfeifer
d5a6f132b5
unit tests: remove more unused exogenous variables
2017-01-10 19:58:44 +01:00
Johannes Pfeifer
c5c465d675
Remove unused exogenous variables from unit tests
2017-01-08 19:00:04 +01:00
Stéphane Adjemian
420fb3896b
Merge pull request #1361 from JohannesPfeifer/endogenous_prior_restrictions
...
Document irf_calibration and moment_calibration in the context of est…
2017-01-05 09:08:52 +01:00
Stéphane Adjemian
b464226eaa
Merge pull request #1358 from JohannesPfeifer/nograph
...
Implement posterior_nograph option
2017-01-05 06:52:08 +01:00
Stéphane Adjemian (Lupi)
3708b5c4e5
Fixed typo (integration test for nested parenthesis).
2017-01-05 00:32:37 +01:00
Stéphane Adjemian
90982d5fa0
Merge pull request #1357 from rattoma/parallel
...
Provisions for new node option NumberOfThreadsPerJob. Document option
2017-01-04 23:29:24 +01:00
Stéphane Adjemian (Karaba)
11962c0a21
Added integration test for nested parenthesis.
...
example1long.mod is the benchmark (less than 32 nested parenthesis). The two
other mod files have more than 32 nested parenthesis (rewrite the sum of
discounted ys using the Horner factorization). Both files compare the approaches
discussed in issue #1201 with the benchmark.
2017-01-04 23:23:41 +01:00
Johannes Pfeifer
6c9a08d7e2
Further adjust tolerance of Octave unit tests
2016-12-28 19:30:24 +01:00
Johannes Pfeifer
8900b99a74
Add posterior_nograph option to fs2000.mod unit test
2016-12-26 13:11:02 +01:00
Johannes Pfeifer
c7290a5f03
Document irf_calibration and moment_calibration in the context of estimation
...
Also adds unit test. Closes #1318
2016-12-23 12:11:10 +01:00
Johannes Pfeifer
5e010f57c0
Document different treatment of mh_recover and load_mh_file under Octave
...
Also adjusts unit tests accordingly. Closes #1332
2016-12-23 10:47:58 +01:00
Johannes Pfeifer
2d17ff43a4
fs2000.mod unit test: move setting of Laplace marginal density to appropriate place
2016-12-20 08:40:34 +01:00
Marco Ratto
2b9779204a
added example for new option NumberOfThreadsPerJob
2016-12-19 23:33:03 +01:00
Johannes Pfeifer
352786c2b4
load_mh_file: recompute results by default and load on request
...
Prevents general overwriting of results in oo_ and having stale results
2016-12-19 19:37:34 +01:00
Johannes Pfeifer
5515da191a
Add Raftery/Lewis (1992) convergence diagnostics
2016-12-17 17:22:05 +01:00
Johannes Pfeifer
0f04a0f921
Geweke diagnostics: fix bug in interface that prevents setting the respective options
2016-12-17 17:22:05 +01:00
Stéphane Adjemian
ab2a4f574b
Merge pull request #1342 from JohannesPfeifer/univariate_diffuse_test
...
Trigger computation of state uncertainty in unit test
2016-12-17 17:18:58 +01:00
Houtan Bastani
060ecceede
test suite: reporting: fix bug
2016-12-12 16:53:57 +01:00
Stéphane Adjemian (Charybdis)
c2e5d5c2c2
Changed calibration.
2016-12-06 23:34:11 +01:00
Stéphane Adjemian (Charybdis)
b43ef94e7b
Cosmetic change.
2016-12-06 23:26:31 +01:00
Stéphane Adjemian (Charybdis)
535fa1a721
Added integration test...
...
For nonlinear simul_backward_model. Use a Solow model with varying
growth rates of efficiency and population.
2016-12-06 22:57:12 +01:00
Michel Juillard
6fd715a3b8
adding simul_backward and simul_backward_linear
2016-12-05 16:17:14 +01:00
Stéphane Adjemian (Charybdis)
4689805e98
Added integration tests for the simulation of stochastic backward models.
2016-12-01 23:22:08 +01:00
Houtan Bastani
cacd60814b
Revert "test suite: change related to b5f0621f02
. revert when new Octave is released"
...
This reverts commit 0b6588c932
.
2016-11-29 14:47:27 +01:00
Michel Juillard
b85267e03c
fixed typo in Makefile.am
2016-11-24 10:00:34 +01:00
Michel Juillard
80eeee697d
diffuse_filter: add test for compute_Pinf_Pstar
2016-11-23 20:52:57 +01:00
Johannes Pfeifer
8ce3d2c936
Trigger computation of state uncertainty in unit test
2016-11-23 10:50:31 +01:00
MichelJuillard
31d2c7e332
Merge pull request #1324 from JohannesPfeifer/kalman
...
Three bugfixes for missing_DiffuseKalmanSmootherH1_Z.m that led to wrong results
2016-11-13 19:13:10 +01:00
Johannes Pfeifer
7831dccd2a
Transform save_tmp_file into an option and change defaults
2016-11-04 19:56:55 +01:00
Houtan Bastani
985fce4955
Revert "Reverted merge of pr#1323."
2016-11-04 12:10:10 +01:00
Stéphane Adjemian
4532d13fd3
Merge pull request #1295 from JohannesPfeifer/stochastic_singularity
...
Stochastic singularity
2016-11-04 10:56:50 +01:00
Johannes Pfeifer
3ebc982b02
Add state_uncertainty to Bayesian smoother
2016-11-04 09:23:55 +01:00
Johannes Pfeifer
98cf1bfc1d
Add smoothed state uncertainty to Kalman smoother routines
2016-11-04 09:23:55 +01:00
Stéphane Adjemian
b069241d18
Merge pull request #1217 from JohannesPfeifer/qz_estimation
...
Make sure diffuse_filter triggers qz_criterium>1
2016-11-04 06:47:17 +01:00
Stéphane Adjemian (Lupi)
a60f5a81fe
Reverted merge of pr#1323.
2016-11-03 23:09:31 +01:00
Johannes Pfeifer
b2954b4103
Add bvar_irf to unit test
2016-11-03 17:22:44 +01:00
Johannes Pfeifer
5fe79aeda2
Add unit test for qz_criterium
2016-10-27 20:16:43 +02:00
Houtan Bastani
2499a13e5a
test suite: add stats directory for stats tests so that those functions are called instead of the built in octave functions
2016-10-25 18:13:07 +02:00
Houtan Bastani
7370d49792
test suite: suppress dynare_config output
2016-10-25 16:31:33 +02:00
Houtan Bastani
0b6588c932
test suite: change related to b5f0621f02
. revert when new Octave is released
2016-10-25 16:31:33 +02:00
Houtan Bastani
7dafeb2bc8
test suite: fix bug introduced in f5f71ca838
2016-10-24 12:56:26 +02:00
Houtan Bastani
764d2e6ba5
test suite: use dynare_config instead of calling dynare on non_existant_mod_file.mod to set up paths
2016-10-24 11:39:54 +02:00
Houtan Bastani
f5f71ca838
test suite: load Octave packages potentially needed when running test suite
2016-10-21 17:40:27 +02:00
Houtan Bastani
4a1ad80747
test suite: add license/copyright info
2016-10-19 15:12:44 +02:00
Houtan Bastani
22a5739eb7
test suite: don't use when running octave test
2016-10-19 15:11:30 +02:00
Houtan Bastani
d045fc65a5
test suite: remove ‘exit;’ causes octave 4.2.0 rc2 to terminate with uncaught exception of type octave::exit_exception
2016-10-18 15:04:03 +02:00
Johannes Pfeifer
e953b16d4a
Add correctness check for trigonometric functions to use_dll test
2016-10-16 13:54:29 +02:00
Houtan Bastani
b5f0621f02
test suite: workaround for bug in Octave 4.2.0-rc2 https://savannah.gnu.org/bugs/?49334
2016-10-13 15:30:05 +02:00
Johannes Pfeifer
22b20eee96
Widen tolerance of trend unit tests under Octave
2016-10-06 21:01:35 +02:00
Johannes Pfeifer
1da488db52
Add test case for stochastic singularity
2016-10-02 12:56:04 +02:00
Johannes Pfeifer
f553f893c6
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
2016-10-02 10:51:47 +02:00
Houtan Bastani
8edea5edb0
octave only supports .xlsx Excel extension (no longer supports .xls extension). #1293
2016-09-27 16:00:34 +02:00
Houtan Bastani
daa77a7a68
test suite: add .mod file name to execution command to see which test is running in top
2016-09-27 10:55:03 +02:00
Houtan Bastani
d4f5977380
test suite: when saving use .mat file extension because Octave doesn’t add it by default
2016-09-23 18:49:51 +02:00
Houtan Bastani
99d7b2b8b2
test suite: add rules for o.trs left out of 6b2c7c36d4
2016-09-21 16:16:29 +02:00
Houtan Bastani
aa08138206
test suite: resolve more race conditions
2016-09-21 16:14:59 +02:00
Houtan Bastani
6b2c7c36d4
test suite: resolve race condition in tests/observation_trends_and_prefiltering/MCMC/*.mod
2016-09-21 11:42:13 +02:00
Houtan Bastani
fd9c81f0ef
test suite: ensure test suite keeps on running even when Octave or Matlab crash. Closes #1069
2016-09-20 17:17:25 +02:00
Marco Ratto
e46a3249c0
fixes testsuite for model comparison
2016-09-08 15:45:38 +02:00
Houtan Bastani
71c2bc665a
changes in 7d7eb73ba8
were excessive. Can simply add [] around last arguments
2016-08-24 11:56:32 +02:00
Houtan Bastani
7d7eb73ba8
test suite: bug fix: repmat syntax changed in R2013b
2016-08-24 11:11:58 +02:00
Johannes Pfeifer
3fc011a1b2
Adjust unit test for stack_solve_algo=7 to actually trigger different algorithms
2016-08-23 17:28:41 +02:00
Johannes Pfeifer
077917b1f4
dynare_solve: use correct termination criterion with stack_solve_algo=7
2016-08-23 17:28:41 +02:00
Johannes Pfeifer
299d7edf8b
Expand stack_solve_algo=7 unit tests to other solve_algo
2016-08-23 17:28:41 +02:00
Johannes Pfeifer
425ada90bb
Fix traceplot command in TeX unit test
2016-08-23 17:22:41 +02:00
Johannes Pfeifer
960aeb0d8d
Add fast Kalman filter to stationary unit tests
2016-08-22 19:24:35 +02:00
Johannes Pfeifer
a7e3ecea63
Add diffuse Kalman filter unit tests
2016-08-22 19:24:35 +02:00
Johannes Pfeifer
06ff0c7bb6
Factorize Kalman filter unit tests
2016-08-22 19:24:35 +02:00
Johannes Pfeifer
69c5575e19
Add smoother checks to Kalman unit tests
2016-08-22 19:24:35 +02:00
Johannes Pfeifer
915b437efc
Add correctness check for Kalman filter unit tests
2016-08-22 19:24:35 +02:00
Johannes Pfeifer
b201ca4e4b
Add proper measurement error to Kalman filter test files
2016-08-22 19:24:35 +02:00
Johannes Pfeifer
df8ad833fb
Transform automatic loading of optimal_mh_scale_parameter.mat into option scale_file
...
Closes #503
2016-08-22 16:27:32 +02:00
MichelJuillard
d27bbe667f
Merge pull request #1230 from JohannesPfeifer/load_mh_file
...
Save chain's proposal density and make load_mh_file and mh_recover load it
2016-08-21 16:12:12 +02:00
Houtan Bastani
726ad1b84c
build system: add missing dependency in test suite, add missing clean rule
2016-07-29 17:05:51 -04:00
Houtan Bastani
c6f84fb98a
build system: remove csv file created during check
2016-07-28 17:01:45 -04:00
Houtan Bastani
92200c20ba
build system: front load slower tests to make test suite run faster
2016-07-28 16:59:57 -04:00
Michel Juillard
22f49971bc
fixing bug in mcp model setup
...
makes perfect_foresight_problem more efficient
added test case for stack_solve_algo == 7
2016-07-03 10:56:44 +02:00
Johannes Pfeifer
7621ebb5ea
Harmonize spelling and function arguments of collect_latex_files.m
...
All lower caps and no inputs
2016-07-01 19:09:29 +02:00
Johannes Pfeifer
8694617bd0
Add rplot to TeX-test
2016-07-01 19:09:29 +02:00
Stéphane Adjemian (Hermes)
c5f8fe7f85
Added integration test for {variables,parameters} partitioning.
2016-06-27 12:10:15 +02:00
Johannes Pfeifer
e214ec2976
Allow for parameter_set=mle_mode in conditional_forecast
2016-06-17 00:21:08 +02:00
Johannes Pfeifer
1c420e6056
Allow for parameter_set=mle_mode in shock_decomposition
...
Required after writing results into oo_.mle_mode for ML estimation
2016-06-17 00:21:08 +02:00
Johannes Pfeifer
5d6d1336ef
Enable filter_covariance option in posterior sampling
2016-06-16 12:05:38 +02:00
Stéphane Adjemian (Lupi)
b70fe62503
Minor change in user reference manual.
...
The write_latex_prior_table has not to follow the estimation command but
the estimated_params block.
2016-06-15 17:15:53 +02:00
Johannes Pfeifer
e94a698a9b
Implement write_latex_prior_table.m
...
Fixes and replaces write_table_prior.m and uses consistent name. Also includes documentation
2016-06-15 16:47:39 +02:00
Stéphane Adjemian (Lupi)
8b8db6bf38
Updated tests/Makefile clean rule.
...
Ensure tha we remove all tex, aux, log and eps generated files.
2016-06-15 14:39:38 +02:00
Stéphane Adjemian (Lupi)
c9d3db7db2
Changed optimization algorithm in integration test.
...
mode_compute=9 fails to find a mode with a positive definite hessian
matrix, swithed to mode_compute=8 (Dynare's implementation of the
simplex algorithm).
2016-06-15 14:19:43 +02:00
Stéphane Adjemian (Lupi)
019223f7d6
Removed one (failing) integration test.
...
fs2000/fs2000_analytical_derivation.mod was almost a duplicate of
analytical_derivates/fs2000_analytical_derivation.mod.
The removed integration test was failing because of the sign of the
hessian matrix. The only significant difference between the two mod
files, was that the removed one did not use the closed form expression
of the steady state.
2016-06-15 12:53:48 +02:00
Johannes Pfeifer
22a205d59a
Speed up fs2000_analytic_derivation.mod unit test by using previous mode-file
2016-06-15 00:30:28 +02:00
Johannes Pfeifer
1f433f0c97
Expand fs2000_5.mod unit test to second Hessian computation method
2016-06-15 00:30:28 +02:00
Stéphane Adjemian (Hermes)
2a65e7a85a
Merge branch 'master' into johannes-identification-fixes
2016-06-14 18:17:36 +02:00
Stéphane Adjemian (Hermes)
be08d2f65d
Prevent testsuite to freeze if latex compilation fails.
...
Added -interaction=batchmode option.
2016-06-14 17:09:00 +02:00
Johannes Pfeifer
b3877b3a9e
Save chain's proposal density and make load_mh_file and mh_recover load it
...
Closes #504
2016-06-14 15:09:05 +02:00
Stéphane Adjemian (Hermes)
5814ae32e8
Updated README file in tests/julia/rbc subfolder.
2016-06-14 13:56:59 +02:00
Johannes Pfeifer
faab010753
Change file ending from TeX to tex to prevent problems on Linux
...
Related to b454c28096
2016-06-14 12:13:48 +02:00
Johannes Pfeifer
59cbee2b56
Provide output on posterior variance decomposition
...
Closes #1219
2016-06-14 11:53:38 +02:00
Johannes Pfeifer
c7472a5020
Add some TeX names to ls2003.mod
2016-06-14 11:52:49 +02:00
Johannes Pfeifer
42f47e0f55
Correctly indent filt_mc_.m
2016-06-14 11:52:49 +02:00
Johannes Pfeifer
9b82c72e4f
Remove global options structure from dyntable
2016-06-14 11:52:17 +02:00
Johannes Pfeifer
06a8eeeea7
Speed up runtime of ls2003.mod by reducing number of MC samples
2016-06-14 11:52:17 +02:00
Johannes Pfeifer
ab378138c2
Add unit test for correlated errors and TeX-Output
2016-06-14 11:52:17 +02:00
Johannes Pfeifer
e06bb9e057
Adjust ident_unit_root.mod to reflect change in unit root treatment introduced in #1191
2016-06-14 11:51:14 +02:00
Houtan Bastani
b454c28096
fix latex compilation on linux. #1207
2016-06-14 11:37:16 +02:00
Stéphane Adjemian (Hermes)
e789cc7d91
Added example of perfect forsesight model (julia).
...
Note that PyPlot package must be installed.
2016-06-14 11:21:23 +02:00
Stéphane Adjemian (Hermes)
9ca893ca1d
Added routines for steady state computation (julia).
2016-06-14 11:21:23 +02:00
Frédéric Karamé
7df352a60b
correct the name of simulated dataset files.
...
(cherry picked from commit e35beb605bafbd462ec7dc79f0d67f7455a93dbd)
2016-06-01 16:40:26 +02:00
Michel Juillard
c159dff19c
adding hook for PATH solver
2016-05-31 12:10:12 +02:00
Johannes Pfeifer
eca30eff75
Modify lmmcp unit test to have second (name) tag
2016-05-28 19:31:53 +02:00
Stéphane Adjemian (Charybdis)
03da338b05
Added more informative error messages.
2016-05-25 12:54:47 +02:00
Stéphane Adjemian (Charybdis)
6007d51ef4
Code factorization.
2016-05-25 12:42:56 +02:00
Stéphane Adjemian (Charybdis)
0ea9bc4e90
Fixed typo introduced in 0abb9dc6f9
.
2016-05-24 21:18:13 +02:00
Stéphane Adjemian(Charybdis)
edce6b4779
Added integration test for Monte-Carlo EP.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian(Charybdis)
6dcfd1c072
Added integration test.
...
Test that the extended path and stoch_simul (with order equal to 1)
algorithms return the same paths for the endogenous variables if the
RE model is linear.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian (Hermes)
13ca15a278
Allow (S)EP with arbitrary sequence of innovations.
...
The third input argument of extended_path Matlab/Octave's routine is the
sequence of shocks (T*n array, where n is the number of exogenous
variables and T is the size of the sample). If the third argument is
empty, the (stochastic) extended path is run with gaussian
innovations (this corresponds to the previous behaviour).
TODO:
- Fix the compatibility with ep.replic_nbr
- Check the 'calibrated' mode.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian (Hermes)
b60bd7b36b
Removed globals from extended_path routine.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian (Hermes)
4bd8ef7a9f
Added new integration tests.
...
Simulation of the Smets and Wouters perfect foresight model, with a
productivity shock such that the nominal interest rate hits the
ZLB. Comparison of the solutions returned by a Newton
algorithm (stack_solve_algo==0) and the LMMCP algorithm. AT the time of
this commit, the results are different... Probably an issue with the
LMMCP algorithm.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian (Hermes)
7eed391eb7
Do not display max. abs. error.
2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Hermes)
4e8fcf6d47
Use lmmcp option in integration tests.
2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Hermes)
7355214413
Added integration tests for lmmcp in testsuite.
...
Also merged rbcii.mod and rbciia.mod.
2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Charybdis)
8763c29f34
Renamed and changed integration test for sim1_purely_forward routine.
...
Check the results against analytical solution. Also added a new
integration test (ar1.mod).
2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Charybdis)
02c71eb270
Renamed and changed integration test for sim1_purely_backward routine.
...
Compare the solution returned by sim1_purely_backward with the true solution.
2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Charybdis)
0abb9dc6f9
Added integration test.
...
Comparison of the solutions for the endogenous variables in perfect
foresight models with stack_solve_algo equal to 0 and 6 (LBJ, legacy
algorithm).
2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Hermes)
f0229f3b1c
Removed workspace() in examples.
2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes)
2e8f528bef
Cosmetic changes.
...
+ Renamed model as model_
+ Renamed options as options_
+ Renamed output as oo_
+ Also export oo_ and options_
+ Fixed typos in comments.
2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes)
c3b5aee714
Specialize @dynare macro if one model is processed.
...
In this case importall is used instead of import.
2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes)
4bf436ec33
Fixed typo in comments.
2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes)
5998558c32
Fixed deprecated require issue + Changed interface
...
+ Fixed deprecated require().
+ Changed @dynare macro and added new macro @compile.
The new macro @compile just runs the preprocessor, while the macro
@dynare calls compile and put the generated objects in the
workspace. Note that this macro can take an arbitrary number of mod
files as argument.
*Example*
@dynare "rbc.mod" "nk.mod"
Will run the preprocessor on both models, and the generated
data (model descriptions, options, ...) are available in the
workspace. For instance, to obtain the number of equations:
julia> rbc.model.eq_nbr
6
julia> nk.model.eq_nbr
10
@compile "rbc.mod" "nk.mod"
Will run the preprocessor on both models, but will not load the
generated data in the workspace. This can be done as follows:
julia> using rbc
+ Changed examples (rbc1 has a steady state block but not rbc2), using
new interface.
2016-05-23 13:48:19 +02:00
Johannes Pfeifer
fb57ef453d
Put all OSR unit tests into subfolder and add one for parameter bounds
2016-05-22 11:41:54 +02:00
Stéphane Adjemian
0521aa4e09
Merge pull request #1188 from JohannesPfeifer/slice_marco
...
Add slice and factorization of posterior samplers
2016-05-22 01:45:14 +02:00
Houtan Bastani
5fcd502f3c
preprocessor: allow comments in parallel config file. closes #1194
2016-05-20 17:22:26 +02:00
Johannes Pfeifer
aaa7318da4
Add unit test for independent MH
2016-05-19 14:37:05 +02:00
Johannes Pfeifer
969aa44963
Move slice test to separate folder
2016-05-19 14:37:05 +02:00
Johannes Pfeifer
fad10d63b6
Adjust unit tests to reflect factorization of posterior sampler interface
2016-05-19 14:37:05 +02:00
Johannes Pfeifer
a9fc65fbce
Use steady_state_model block in fs2000_slice.mod
2016-05-19 14:37:05 +02:00
Marco Ratto
7b3c42c6e1
provisions for reworked posterior sampling options:
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- handle sub lists of individual samplers
- split checks in dynare_estimation_init.m and before running posterior_sampler.m [invhess checks]
- posterior sampler options checks moved from initial_estimation_checks.m to check_posterior_sampler_options.m
- added use_mh_covariance_matrix to imh and rwmh
- slice re-sets mode_compute=0 cova_compute=0
- updated test function
2016-05-19 14:37:05 +02:00
Houtan Bastani
cf6e3cb14c
preprocessor: rework posterior sampler options, #1177
2016-05-19 14:37:05 +02:00
Marco Ratto
ab8aa917e3
slice test moved to estimation folder
2016-05-19 14:34:09 +02:00
Marco Ratto
0497943f02
two steps slice sampling with rotation
2016-05-19 14:34:09 +02:00
Marco Ratto
6aa65e2a6a
Added test function for slice sampler
2016-05-19 14:34:09 +02:00
Houtan Bastani
e1bdd830af
testsuite: fix race condition in accessing .mat file
2016-05-10 11:34:17 +02:00
Houtan Bastani
ccb197e74f
fix copyright dates
2016-05-09 12:42:58 +02:00
Michel Juillard
d9e73b5477
fixing test case for loglinear models
2016-05-06 09:07:43 +02:00
Michel Juillard
034bd0367b
test cases for loglinear with lead/lagged exogenous variables
2016-05-05 20:41:02 +02:00
Michel Juillard
5d321c86ce
add test case for purely backward model
2016-04-16 17:21:42 +02:00
Johannes Pfeifer
bfe3dded99
Add diffuse filter statement to nonstationary mod-file to prevent unit test from crashing
2016-04-15 15:00:50 +02:00
MichelJuillard
3d6c184566
Merge pull request #1168 from JohannesPfeifer/filter_tests
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Improve speed of filtering unit tests and clean up setting of options
2016-04-15 09:50:49 +02:00
MichelJuillard
a21aa064c9
Merge pull request #1166 from JohannesPfeifer/kalman_fixes
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Kalman fixes
2016-04-15 09:50:25 +02:00
Johannes Pfeifer
aff80b4ee3
Improve speed of filtering unit tests and clean up setting of options
2016-04-15 09:23:07 +02:00
Michel Juillard
920d212d95
shock decomposition: adding test case for groups
2016-04-15 09:06:26 +02:00
Johannes Pfeifer
30be2ed62a
Add unit test for smoother only on nonstationary model
2016-04-14 20:11:50 +02:00
Johannes Pfeifer
9d6126c5f6
Make fs2000_smoother_only.mod call all Kalman options
2016-04-14 20:11:50 +02:00
Stéphane Adjemian (Scylla)
efc193e429
Fixed typo in testsuite.
2016-04-13 22:25:52 +02:00
Johannes Pfeifer
994b9e5f16
Reduce runtime of unit tests by decreasing iteration number
2016-04-12 14:58:11 +02:00
MichelJuillard
a8cc21eb97
Merge pull request #1163 from JohannesPfeifer/Smoother_fixes
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Various fixes and documentation improvements related to smoother, trends and selected_variables_only option
2016-04-12 14:22:19 +02:00
MichelJuillard
aa1a0b5e25
Merge pull request #1052 from JohannesPfeifer/lin_solve_robust
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Integrate robust linear solver for stack_solve_algo=0
2016-04-12 12:06:22 +02:00
Johannes Pfeifer
5c40bcef8d
Fix trend unit tests to account for classical smoother returning results in declaration rule order after fixing #1161
2016-04-12 11:41:15 +02:00
Johannes Pfeifer
f5900aa03b
Add unit test for selected_variables_only option in smoother
2016-04-12 11:37:57 +02:00
Johannes Pfeifer
5b1a97f777
Add unit test for conditional_forecast with trends and loglinear
2016-04-09 09:45:21 +02:00
Johannes Pfeifer
450dd465fd
Reduce time intensity of unit tests by reducing number of iterations
2016-04-09 09:45:21 +02:00
Johannes Pfeifer
44b3092162
Fix merge conflict that undid commit 943db6fb24
2016-04-09 09:45:21 +02:00
Johannes Pfeifer
31c422e3d1
Add datafile to observation trends and prefiltering tests
2016-04-09 09:45:21 +02:00
Johannes Pfeifer
ec1bb2138a
Enable erroneously disabled unit tests
2016-04-09 09:45:21 +02:00
Johannes Pfeifer
4b83c1bf76
Integrates Tom Holden's robust linear solver
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Supersedes #984
2016-03-25 09:59:20 +01:00
Stéphane Adjemian(Charybdis)
b688cbe5b2
Merge branch 'master' into johannes_perfect_foresight_test
2016-03-24 23:01:11 +01:00
Stéphane Adjemian (Lupi)
fd850ca5bd
Merge branch 'master' into lik_init_5_fixes
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Conflicts:
doc/dynare.texi
tests/Makefile.am
2016-03-24 17:40:27 +01:00
Johannes Pfeifer
d84bf3e107
Add unit tests for perfect foresight to detect issues with histval
2016-03-23 20:15:57 +01:00
Johannes Pfeifer
da5f7243e9
Add missing data file and options for kalman_filter_smoother/compare_results_simulation unit tests
2016-03-23 10:48:23 +01:00
Johannes Pfeifer
2139420336
Factorize unit tests for observation trends
2016-03-23 10:48:22 +01:00
Johannes Pfeifer
acd08bba0e
Add means and trends to Bayesian smoother results
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Also adjusts unit test
2016-03-23 10:47:25 +01:00
Johannes Pfeifer
df54e8fcab
Add unit tests for correctness of smoother results
2016-03-23 10:46:30 +01:00
Johannes Pfeifer
018fed21cd
Add unit test for calibrated smoother
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Tests loglinear, prefilter, and first_obs options
2016-03-23 10:35:40 +01:00
Johannes Pfeifer
8c8587d89b
Add factored unit tests for mh_recover
2016-03-16 19:04:03 +01:00
Michel Juillard
066c79f46a
test case for previous commit
2016-03-07 21:51:45 +01:00
Johannes Pfeifer
2e359cac02
Widen tolerance criterion in unit test
2015-12-17 17:06:53 +01:00
Johannes Pfeifer
af627b8ecf
Adapt estimated parameters to not hit prior bounds
2015-12-17 17:06:33 +01:00
Johannes Pfeifer
e5894c4157
Add eps-loaders to GSA output
2015-12-14 14:09:37 +01:00
Johannes Pfeifer
4f9b141c76
Add eps-loaders to identification codes
2015-12-14 11:26:33 +01:00
Johannes Pfeifer
1c630a8172
Add trace_plot to LaTeX unit test
2015-12-13 17:45:10 +01:00
Stéphane Adjemian (Charybdis)
5ef86416bf
Merge branch 'cmr-prior'
2015-12-04 15:06:28 +01:00
Stéphane Adjemian (Charybdis)
a0119404c5
Added integration test for the Weibull prior.
2015-12-04 15:04:10 +01:00
Houtan Bastani
943db6fb24
testsuite: move tests/reporting/example1.mod to examples/example1_reporting.mod. closes #1111
2015-12-01 13:53:08 +01:00
Michel Juillard
717967f31f
adding forgotten test file
2015-11-28 21:02:10 +01:00
Michel Juillard
c373d1e1be
adding new option 'fast_kalman_filter' implementing Ed Herbst 2012 approach
2015-11-28 17:38:00 +01:00
Stéphane Adjemian (Charybdis)
cbe236730c
Factorized tests and removed time consuming and out of scope parts.
2015-11-04 22:19:14 +01:00
Johannes Pfeifer
a7ed27b889
Document lik_init=5 and add unit test for lik_init
2015-10-18 18:55:33 +02:00
Stéphane Adjemian (Charybdis)
cf17040915
Added integration test for PR #1062 (conditional forecasts).
2015-10-16 17:22:33 +02:00
Houtan Bastani
f583add550
prior_posterior_function: save results to different structures, depending on which command was called
2015-10-14 11:19:12 +02:00
Houtan Bastani
fd5ce1366e
preprocessor: change prior_posterior_function into two arguments. closes #1076
2015-10-14 11:02:35 +02:00
Stéphane Adjemian (Charybdis)
6ea5bdde34
Merge branch 'johannes_bandpass'
2015-10-13 23:56:22 +02:00
Stéphane Adjemian (Charybdis)
a13c852feb
Removed calls to autocorr routine in integration test.
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This routine is part of the matlab's statistical toolbox which is not
required by Dynare (and not available on karaba). Use
sample_autocovariance routine instead.
2015-10-13 23:50:38 +02:00
Johannes Pfeifer
f7175745ac
Add one-sided HP filter
2015-10-13 20:50:03 +02:00
Houtan Bastani
8c44936846
prior_posterior_function: modify test to accord with preprocessor changes #1076
2015-10-13 17:41:45 +02:00
Houtan Bastani
c45a054c6f
modify calling structure of execute_prior_posterior_function and update doc
2015-10-13 15:13:35 +02:00
Stéphane Adjemian
d3eca9338b
Merge pull request #1038 from JohannesPfeifer/kernel_density
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Allow computing posterior kernel density
2015-10-12 23:23:07 +02:00
Michel Juillard
8be2841582
fixing Makefile.am error
2015-10-12 22:39:03 +02:00
Johannes Pfeifer
2c63ca8843
Add unit tests for HP filter, bandpass filter, and spectral density
2015-10-12 21:18:51 +02:00
Johannes Pfeifer
40877685f2
Add LaTeX-output option to table from stoch_simul.m
2015-10-12 20:42:04 +02:00
Johannes Pfeifer
3902c86407
Add unit test for variance decomposition
2015-10-12 20:42:02 +02:00
Johannes Pfeifer
b7cbb563d6
Allow suppressing density of smoother and forecast objects
2015-10-12 15:34:52 +02:00
MichelJuillard
866ab33575
Merge pull request #1042 from JohannesPfeifer/discretionary
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Various fixes for discretionary_policy
2015-10-10 22:25:46 +02:00
MichelJuillard
b51b037ef2
Merge pull request #871 from JohannesPfeifer/prior_posterior_function
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Add functionality Prior posterior function
2015-10-10 22:17:53 +02:00
Stéphane Adjemian (Charybdis)
dcf7cfbc4b
Cosmetic change (testsuite).
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Do not print warnings with Matlab>=R2015b because of the exit command at the end of the run_test_matlab script.
Do not print
2015-10-10 02:26:40 +02:00
Stéphane Adjemian
3490e400bc
Merge pull request #1015 from JohannesPfeifer/model_comparison
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Bugfixes and improvements for model_comparison
2015-10-09 17:11:15 +02:00
Michel Juillard
035adeb89e
Revert "More fixing related to objective_function_penalty_base"
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This reverts commit 1ad8df4635
.
2015-10-09 14:23:31 +02:00
Michel Juillard
9be5c31761
Revert "More fixing of the same"
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This reverts commit a54dda165f
.
2015-10-09 14:23:31 +02:00