Commit Graph

376 Commits (48488e6e8756e368cf656ca7a8e5426c3cc87061)

Author SHA1 Message Date
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
Sébastien Villemot fec0947c7b Testsuite: clean files generated by move to temporary terms array 2018-06-04 18:08:28 +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 (Scylla) f284169248 Fixed integration tests related to simulation of backward models. 2017-09-30 16:44:23 +02:00
Johannes Pfeifer 79e510a99e Add integration tests for #1193 and #1510 2017-09-13 10:20:09 +02:00
Stéphane Adjemian (Scylla) 32c3beb27d Fixed bug introduced in 7d180e2fcb. 2017-08-16 22:17:20 +02:00
Johannes Pfeifer fdb24d6a1d Add unit test for sim1_linear.m 2017-08-01 11:36:07 +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
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) b81e0cd91e Added json file in the clean rule. 2017-06-28 16:03:52 +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
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
Houtan Bastani 5bae0a8cb1 build system: add clean rule for test suite 2017-04-25 12:24:03 +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
Stéphane Adjemian (Charybdis) c1434118bd Added integration test for nonlinear filters with unit roots. 2017-04-03 11:25:05 +02:00
Stéphane Adjemian (Charybdis) 9633f3ab77 Fixed bug introduced in 68b18b04f4.
Update of EXTRA_DIST was missing.
2017-03-20 22:17:54 +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) bc6c6fc486 Removed remaining calls or references to cputime. 2017-03-17 22:49:01 +01:00
Marco Ratto fcdecb5b1f test file for plot_shock_decomposition and realtime_shock_decomposition 2017-03-17 12:41:59 +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) 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 (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
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 (Lupi) 3708b5c4e5 Fixed typo (integration test for nested parenthesis). 2017-01-05 00:32:37 +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 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
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
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
Houtan Bastani 985fce4955 Revert "Reverted merge of pr#1323." 2016-11-04 12:10:10 +01:00
Johannes Pfeifer 1da488db52 Add test case for stochastic singularity 2016-10-02 12:56:04 +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 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
Johannes Pfeifer a7e3ecea63 Add diffuse Kalman filter unit tests 2016-08-22 19:24:35 +02:00