Stéphane Adjemia (Scylla)
460dba40d7
Added integration test (estimated_params_init).
2018-10-25 10:33:31 +02:00
Stéphane Adjemian (Charybdis)
03bd2b73e6
Fixed integration test for the automatic tuning of mh_jscale.
2018-10-03 18:21:16 +02:00
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
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
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
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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
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Implement posterior_nograph option
2017-01-05 06:52:08 +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
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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
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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
Johannes Pfeifer
352786c2b4
load_mh_file: recompute results by default and load on request
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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
Johannes Pfeifer
7831dccd2a
Transform save_tmp_file into an option and change defaults
2016-11-04 19:56:55 +01:00
Johannes Pfeifer
1da488db52
Add test case for stochastic singularity
2016-10-02 12:56:04 +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
Marco Ratto
e46a3249c0
fixes testsuite for model comparison
2016-09-08 15:45:38 +02:00
MichelJuillard
d27bbe667f
Merge pull request #1230 from JohannesPfeifer/load_mh_file
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Save chain's proposal density and make load_mh_file and mh_recover load it
2016-08-21 16:12:12 +02:00
Johannes Pfeifer
b3877b3a9e
Save chain's proposal density and make load_mh_file and mh_recover load it
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Closes #504
2016-06-14 15:09:05 +02:00
Johannes Pfeifer
9b82c72e4f
Remove global options structure from dyntable
2016-06-14 11:52:17 +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
Johannes Pfeifer
8c8587d89b
Add factored unit tests for mh_recover
2016-03-16 19:04:03 +01:00
Johannes Pfeifer
2e359cac02
Widen tolerance criterion in unit test
2015-12-17 17:06:53 +01:00
Stéphane Adjemian (Charybdis)
a0119404c5
Added integration test for the Weibull prior.
2015-12-04 15:04:10 +01:00
Michel Juillard
717967f31f
adding forgotten test file
2015-11-28 21:02:10 +01:00
Johannes Pfeifer
b7cbb563d6
Allow suppressing density of smoother and forecast objects
2015-10-12 15:34:52 +02:00
Johannes Pfeifer
35bd2ed5d0
Add unit test for model_comparison
2015-08-13 17:49:14 +02:00
Johannes Pfeifer
40faefa182
Clarify unit test dependencies
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fs2000 is needed by other tests while fs2000_mf.mod is redundant
Closes #1018
2015-08-06 14:27:36 +02:00
Johannes Pfeifer
244462adb6
Add unit test for disallowing mixed ML/Bayesian estimation
2015-07-23 14:44:26 +02:00
Johannes Pfeifer
3c5705d8d4
Make covariance matrix in example positive definite
2015-07-21 16:18:45 +02:00
Johannes Pfeifer
d76b3a722e
Make use of preprocessor to set options_.silent_optimizer
2015-07-06 08:22:13 +02:00
Stéphane Adjemian
71700dff76
Merge pull request #942 from JohannesPfeifer/TaRB_integration
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Integrate the TaRB-algorithm into Dynare
2015-06-19 14:30:56 +02:00
Johannes Pfeifer
aa4b07610e
Add unit test for TaRB MH-algorithm
2015-06-08 16:48:58 +02:00
Johannes Pfeifer
0104f91f4b
Replace initval blocks by steady_state_model blocks in fs2000 unit tests
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Speeds up estimation
2015-06-07 17:11:39 +02:00
Stéphane Adjemian (Hermes)
ad8586f87c
Removed integration tests estimation/{fs2000_mc4.mod, fs2000_mc4_mf.mod}.
2015-06-01 16:42:02 +02:00
Stéphane Adjemian (Hermes)
5b0be85ba8
Removed integration tests estimation/{fs2000_mc6.mod, fs2000_mc6_mf.mod}.
2015-06-01 16:42:02 +02:00
Stéphane Adjemian (Hermes)
b7f8fb5710
Removed e_f from shocks (declared but unused in the model block).
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=> Removed the first test (calibrated covariance of structural
shocks). We probably want to put it back, but need to change
the model for that (by adding e_f in the model).
2015-05-29 12:19:54 +02:00
Stéphane Adjemian (Hermes)
d3ce3aaca5
Removed e_f from shocks and estimated_params block (declared but not used in the model).
2015-05-29 12:13:49 +02:00
Stéphane Adjemian (Hermes)
60c18a0cef
Fixed typo.
2015-05-29 12:06:08 +02:00
Stéphane Adjemian (Hermes)
5fea7a4049
Fixed typos.
2015-05-29 11:52:04 +02:00
Houtan Bastani
89828e56cc
preprocessor: add proprosal_distribution and student_degrees_of_freedom options to estimation. closes #925
2015-05-19 12:31:22 +02:00
Johannes Pfeifer
0120fc16c1
Cut number of draws in fs2000_student.mod unit test to speed it up
2015-05-12 16:50:35 +02:00
Johannes Pfeifer
787f6d37c2
Add unit test for t-distribution as proposal density
2015-05-10 10:06:22 +02:00