Sébastien Villemot
9339869942
Octave compatibility fix in solow.mod test
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- 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().
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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
Sébastien Villemot
0b1b365ed3
Testsuite: invert colors (green vs red) for expected failures
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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
Stéphane Adjemia (Scylla)
0a084c8fe9
Cosmetic changes.
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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'
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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.
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- 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
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Another version is already under tests/trend_var/ directory.
2019-01-31 19:01:41 +01:00
Marco Ratto
8713e46c4e
fixed bug with non-increasing time declarations of moment restrictions. Modified example to get more sensible graph of ACF.
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(cherry picked from commit b0e7c47a000a679420970f1d05e4f2ed7d60764c)
2019-01-17 09:26:37 +00:00
Houtan Bastani
fa7931e125
preprocessor: submodule update
2018-12-19 16:22:59 +01:00
Stéphane Adjemia (Scylla)
70011983e3
Changed test.
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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
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'
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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
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Ref Dynare/preprocessor#13
2018-11-16 18:37:20 +01:00
Sébastien Villemot
c407b63e84
Update preprocessor submodule + add test
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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)
d4bfd6c9f0
Another attempt to fix numerical accuracy issues in integration tests.
2018-10-06 21:44:58 +02:00
Stéphane Adjemian (Charybdis)
084b7ac537
Changed optimization algorithm in integration tests.
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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)
76c4df129c
Added integration tests.
2018-09-27 18:58:52 +02:00
Sébastien Villemot
39110b3087
Test for analytical_derivatives: use mode_compute=9
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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
Sébastien Villemot
9b4daab8a0
Macro-processor: add comprehensions
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- update preprocessor submodule
- add some tests
2018-09-24 18:27:55 +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.
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(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
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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
Sébastien Villemot
d03cc56587
solve_algo=7 and stack_solve_algo=2 are now allowed under Octave
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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
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)
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)
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
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
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
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
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)
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
Houtan Bastani
04ce089164
test suite: modify reporting test following dseries move to new MATLAB classes
2018-02-16 14:19:08 +01:00
Johannes Pfeifer
dde1acd18d
Make fast_realtime accept observation as input
2018-01-26 18:23:49 +01:00
Johannes Pfeifer
0d11246c35
Add fast_realtime option to integration test
2018-01-12 09:48:14 +01:00
Stéphane Adjemian (Scylla)
7be8f10e0e
Use cells of strings instead of char arrays.
2018-01-09 22:30:01 +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
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
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
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
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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
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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).
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(cherry picked from commit 949440ef9c
)
2017-07-31 16:32:15 +02:00
Stéphane Adjemian (Scylla)
209e16888d
Fixed bug in the integration test added in 45864f414f
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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.
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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
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
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Make sure that reverting to order=1 if Hessian is 0 does not crash ot…
2017-06-04 21:42:52 +02:00
Johannes Pfeifer
d75e7278c2
Make sure that reverting to order=1 if Hessian is 0 does not crash other functions
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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
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.
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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
Houtan Bastani
5282e737e7
preprocessor: add realtime_shock_decomposition statement. #1406
2017-03-21 15:20:32 +01:00