Commit Graph

657 Commits (4ffebeee2e37d8dd1d9226955cadc10896da2016)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 1970951d1f Merge branch 'johannes_fix_simulated_annealing_and_other_optimization_related_issues' 2015-04-16 22:31:07 +02:00
Stéphane Adjemian (Charybdis) fff07396d2 Divided tests/optimizers/fs2000.mod into 12 mod files...
Otherwise the execution of the testsuite is not parallelized. Also, added a test for
mode_compute=1 (if fmincon from Mathworks' Optimization toolbox is
available).
2015-04-16 22:26:24 +02:00
Stéphane Adjemian (Charybdis) 31dc863077 Fixed graphic issue in tests/gsa/ls2003a.mod.
We still need to find out why eps format does not work under matlab...
2015-04-16 00:30:52 +02:00
Stéphane Adjemian (Charybdis) 79d0310c10 Added traps if some optimization algorithm are not availabe (testsuite). 2015-04-15 12:48:03 +02:00
Stéphane Adjemian (Charybdis) a7f0366980 Removed gsa/ls2003a.mod from the test suite (which causes a segmentation fault and breaks the test suite). 2015-04-15 12:31:09 +02:00
Stéphane Adjemian (Charybdis) da2c529ee7 Merge branch 'marco_gsa_fixes' 2015-04-14 15:54:59 +02:00
Stéphane Adjemian (Charybdis) 58641d0efc Added gsa/ls2003a.mod in testuite. 2015-04-14 15:51:50 +02:00
Stéphane Adjemian (Charybdis) 8022a181c8 Removed excel data file used in ls2003_bayesian_xls.mod.
The excel data file available here:

http://www.dynare.org/Datasets/data_ca1_xls.xlsx

is downloaded by Matlab/Octave when performing the test. The file is
deleted after the estimation command.
2015-04-14 15:12:25 +02:00
Johannes Pfeifer 62f81da6dd Add unit test for recursive estimation with Excel data 2015-04-14 15:12:25 +02:00
Marco Ratto 8908cfe0f4 Updated testing routine 2015-04-14 12:38:18 +02:00
Johannes Pfeifer aea49e2fa0 Add unit test for mode_computations 2015-04-06 12:13:14 +02:00
Marco Ratto 214dc74723 - Fixed bugs around analytic derivation.
- Fixed test routine, eliminating diffuse filter.
- Trapped incompatibility of diffuse filter with analytic derivation.
2015-04-01 09:00:51 +02:00
Johannes Pfeifer bbbbeb839f Change call to test.m to fataltest.m
Necessary after a988418668 to prevent crashes
2015-03-18 13:32:04 +01:00
Johannes Pfeifer 91d8ce38bc Disable OSR unit tests for optimizers not supported by Octave 2015-03-17 11:43:30 +01:00
Stéphane Adjemian (Hermes) 6d304891d1 Fixed EXTRA_DIST in Makefile.am.
I forgot to update Makefile.am after the change introduced in the
previous commit (a988418668).
2015-03-13 22:51:02 +01:00
Stéphane Adjemian (Charybdis) a988418668 Renamed tests/test.m as tests/fataltest.m.
Previous routine name was causing octave testsuite to throw a warning.
2015-03-13 17:57:46 +01:00
Stéphane Adjemian (Scylla) 3a3469b887 Cosmetic change. 2015-03-13 17:27:26 +01:00
Stéphane Adjemian (Scylla) e2a149430e Use perfect_foresight_setup and perfect_foresight_solver routines. 2015-03-13 17:26:27 +01:00
Stéphane Adjemian (Scylla) f1d7060520 Added explicit extension for generated mat files (needed by octave). 2015-03-13 17:25:06 +01:00
Stéphane Adjemian (Scylla) e82487ed62 Added missing extension for o.tls rule. 2015-03-13 17:24:07 +01:00
Stéphane Adjemian (Scylla) 6d7b72cb0d Merged with master 2015-03-13 15:53:18 +01:00
Stéphane Adjemian (Charybdis) 7343fa8f99 Fixed typo in tests/Makefile.am 2015-03-13 15:52:33 +01:00
Stéphane Adjemian (Charybdis) cd7ffc0f5a Added missing matlab/octave scripts. 2015-03-13 15:39:43 +01:00
Stéphane Adjemian (Charybdis) cf5ec64012 Removed display of debug info. 2015-03-13 15:27:16 +01:00
Stéphane Adjemian (Charybdis) 00d67110f2 Removed data files for tests/initval_file.
Generate the data instead with matlab's script
ramst_initval_file_data.m. Note that the excel files are only produced
and tested under Windows (xlswrite is not working on OS X, need to check
for Linux).
2015-03-09 08:59:48 +01:00
Stéphane Adjemian (Charybdis) de5c541ce6 Manually merged PR #807.
Fixed conflict related to the move of the perfect foresight related routines
in a subfolder.
2015-03-05 14:31:36 +01:00
Houtan Bastani 30428aeb17 preprocessor: add joint prior syntax, #824 2015-03-03 15:08:33 +01:00
Stéphane Adjemian bcfa24bd99 Merge pull request #815 from JohannesPfeifer/newrat_analytic
Add unit test for newrat with analytic derivatives and various Kalman al...
2015-03-01 16:31:29 +01:00
Johannes Pfeifer 49c32da83b Add unit tests for different OSR algorithms 2015-02-28 20:42:46 +01:00
Houtan Bastani 59c8fe4319 test system: rename ramsey.mod as ramsey_.mod to avoid removal of ramsey directory when doing make clean 2015-02-23 16:50:14 +01:00
Houtan Bastani dcabcb6b01 preprocessor: new command write_latex_original_model. closes #657 2015-02-16 08:31:30 +01:00
Houtan Bastani 7f067311df use filter_algorithm option in particle tests 2015-02-09 03:21:25 +01:00
Michel Juillard f29bb5c761 fixing bug in tests/Makefile.am introduced in previous commit 2015-01-16 09:29:55 +01:00
Michel Juillard 470fbbe0b2 Fixed bug in deterministic simulations with exogenous variables lagged
by more than one period. Added corresponding test cases.
2015-01-15 11:27:00 +01:00
Houtan Bastani beb3fd1534 reporting: add legendAt option. closes #810 2014-12-29 22:18:08 +01:00
Houtan Bastani 544e10fc29 reporting: fix legend entry for bar graphs 2014-12-29 20:37:44 +01:00
Houtan Bastani 0fbf99232d reporting: add support for bar graphs, closes #809 2014-12-23 17:52:40 +01:00
Johannes Pfeifer 14938fd607 Add unit test for running smoother only 2014-12-08 11:30:30 +01:00
Johannes Pfeifer e60157e9b8 Add unit test for newrat with analytic derivatives and various Kalman algos 2014-12-05 15:27:52 +01:00
Stéphane Adjemian (Charybdis) fc3e1b2108 Merge remote-tracking branch 'fred@github/master'
Conflicts:
	matlab/initial_estimation_checks.m
	matlab/utilities/tests
2014-11-28 16:53:44 +01:00
Johannes Pfeifer bb92f9bc2a Expand unit test on initval file
Also moves it to separate directory
2014-11-27 10:49:18 +01:00
Johannes Pfeifer d27e5bc5c2 Modify unit test for mode_compute=8 to set optimizer options 2014-11-25 09:56:55 +01:00
Johannes Pfeifer 1ac96c6808 Add initial values to prevent unit test from crashing due to numerical inaccuracy. 2014-11-24 17:40:29 +01:00
Houtan Bastani 2254f846c5 bug fix: remove consecutive plus signs 2014-11-24 12:26:10 +01:00
Johannes Pfeifer e12b494921 Shorten length of unit test file to prevent crash 2014-11-23 09:32:29 +01:00
MichelJuillard afb60b2528 Merge pull request #767 from JohannesPfeifer/osr_scaling
Fix computation of objective function in OSR when covariances are specified
2014-11-21 22:03:00 +01:00
MichelJuillard 22d4a86c6d Merge pull request #772 from JohannesPfeifer/varexo_det_forecasting
Fix forecasting with exogenous deterministic variables
2014-11-21 21:48:19 +01:00
Johannes Pfeifer 8204be67d0 Add unit test for correctness of forecasting with exogenous variables 2014-11-21 10:38:30 +01:00
Houtan Bastani c3fdb7517c Merge pull request #782 from JohannesPfeifer/perfect_foresight_message
Cosmetic change to perfect foresight + unit tests
2014-11-17 11:32:07 +01:00
Johannes Pfeifer c5a0f932c2 Change wrong Windows-style file separators to Linux ones 2014-11-16 21:11:06 +01:00