Commit Graph

844 Commits (6ad876cc1868ff7bfb659854577da66c38cb3a98)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 276c34f394 Revert "Temporarily removed an integration test."
This reverts commit 7b2ccc5a52.
2015-10-08 21:53:22 +02:00
Michel Juillard 3dac7f8809 more fixes for penalty objective function 2015-10-08 20:57:00 +02:00
Michel Juillard a54dda165f More fixing of the same 2015-10-08 20:57:00 +02:00
Michel Juillard 1ad8df4635 More fixing related to objective_function_penalty_base 2015-10-08 20:57:00 +02:00
Stéphane Adjemian (Charybdis) 7b2ccc5a52 Temporarily removed an integration test.
tests/recursive/ls2003_bayesian_xls.mod causes a seg fault under Octave
3.8.2 (Debian/Jessie).
2015-10-07 12:22:50 +02:00
Stéphane Adjemian (Charybdis) 38059daccf Added integration test. 2015-10-07 12:20:40 +02:00
Stéphane Adjemian (Charybdis) 62b1c85fd4 Revert "test suite: adjust display of results appropriately depending on whether octave/matlab or both were used"
This reverts commit 1bc965625c.
2015-10-06 16:38:59 +02:00
Stéphane Adjemian (Charybdis) 4825745047 Revert "test suite: add rule for text files"
This reverts commit 7e41cc170b.
2015-10-06 16:38:59 +02:00
Michel Juillard c0bc1f949b removing old test files 2015-10-06 13:44:52 +02:00
Stéphane Adjemian (Charybdis) f215e77a3e Reduced execution time of tests/optimizers/fs2000_6. 2015-10-06 11:34:56 +02:00
Houtan Bastani 7e41cc170b test suite: add rule for text files 2015-10-05 12:30:01 +02:00
Houtan Bastani 1bc965625c test suite: adjust display of results appropriately depending on whether octave/matlab or both were used 2015-09-23 13:56:16 +02:00
Houtan Bastani d7d8af34a0 preprocessor: remove create_timing_csv.sh (moved to testsuite.git) 2015-09-21 10:59:20 +02:00
Houtan Bastani 51ab885e68 test suite: fix naming in graph when a point is highlighted 2015-09-17 15:50:34 +02:00
Houtan Bastani 06e76386eb fix bug in 9d81916b82 2015-09-17 11:35:26 +02:00
Houtan Bastani 9d81916b82 test suite: make test work for non-dynbot users on Linux and OS X 2015-09-17 11:30:10 +02:00
Houtan Bastani b28f9ef0b3 test suite: prettier printing of timing results 2015-09-17 11:05:52 +02:00
Houtan Bastani 67410d87cf fix permissions on create_timing_csv.sh 2015-09-16 10:35:19 +02:00
Houtan Bastani 42d100f8c1 test suite: add header to timing files 2015-09-15 17:38:32 +02:00
Houtan Bastani c6e75df544 test suite: save timing info for graphs. #298 2015-09-11 15:24:05 +02:00
Houtan Bastani 5c006a4370 test suite: add timing, report 10 slowest tests. #298 2015-09-11 15:21:51 +02:00
Houtan Bastani 268384572b Merge pull request #1017 from JohannesPfeifer/gsa_fix
Fix bugs in gsa with morris and posterior sampling
2015-09-09 11:44:49 +02:00
Houtan Bastani 09e5440b69 test suite: fix bugs introduced in ad66a7bb35 and fe221bbc42 that broke parallel processing of test suite 2015-09-09 10:44:52 +02:00
Houtan Bastani 55acc0e557 Merge pull request #1049 from JohannesPfeifer/ramsey_test
Add unit test for Ramsey policy that checks correctness with analytic…
2015-09-08 13:57:07 +02:00
Johannes Pfeifer 71fd7730f0 Add unit test for Ramsey policy that checks correctness with analytical results 2015-09-08 13:47:54 +02:00
Houtan Bastani 8d54aeeaf6 preprocessor: add relative_irf option to irf_calibration block. closes #720 2015-09-07 11:49:17 +02:00
Houtan Bastani 11eaf27453 Merge branch 'julia' 2015-09-01 11:35:16 +02:00
Houtan Bastani fbe50131be test: add @#includepath to test 2015-08-31 14:33:00 +02:00
Stéphane Adjemian edcddd9008 Merge pull request #1037 from JohannesPfeifer/rolling_window
Add capacities for rolling window estimation
2015-08-31 12:56:02 +02:00
Johannes Pfeifer 752bc543b4 Add unit test for correctness of discretionary policy 2015-08-30 12:03:43 +02:00
Johannes Pfeifer 9e504a1293 discretionary_policy: Add check whether equation number is consistent with declared number of instruments
Also fixes unit test that violated this.
2015-08-30 11:43:54 +02:00
Houtan Bastani ae49cddd1d preprocessor: allow for [paths] block in dynare config file. closes #1039 2015-08-28 18:06:30 +02:00
Johannes Pfeifer f80f0f9258 Add capacities for rolling window estimation 2015-08-25 15:37:25 +02:00
Michel Juillard 511801c903 finalize svar_global_identification_check 2015-08-24 14:53:27 +02:00
Houtan Bastani bba553ff32 modify *_set_auxiliary_variables to work in julia 2015-08-17 15:36:18 +02:00
Houtan Bastani a917d5e998 only add path to LOAD_PATH if it is not already there 2015-08-17 12:29:59 +02:00
Houtan Bastani 96869fbd76 add workspace() command to the beginning of test.jl 2015-08-17 11:45:24 +02:00
Johannes Pfeifer 35bd2ed5d0 Add unit test for model_comparison 2015-08-13 17:49:14 +02:00
Stéphane Adjemian (Charybdis) 7c0cf3eff3 Added bash script for deleting generated files. 2015-08-13 11:12:39 +02:00
Stéphane Adjemian (Charybdis) ed12ea429b Added @dynare macro. 2015-08-13 11:11:50 +02:00
Stéphane Adjemian (Charybdis) b2bf59e8da Added example (rbc model). 2015-08-12 18:37:41 +02:00
Johannes Pfeifer 698a44c98a Add option for storing contemporaneous correlation 2015-08-11 11:27:55 +02:00
Johannes Pfeifer 40faefa182 Clarify unit test dependencies
fs2000 is needed by other tests while fs2000_mf.mod is redundant

Closes #1018
2015-08-06 14:27:36 +02:00
Johannes Pfeifer 1134e34caa Add unit test for posterior sampling with morris and rmse 2015-08-06 12:28:51 +02:00
Houtan Bastani 779e59cf02 test suite: add missing deletion of downloaded binaries 2015-08-03 08:52:12 +02:00
Johannes Pfeifer 5adfe426bc Correct copy and paste mistake in comparison_policy_functions_dynare_mathematica.m 2015-08-01 08:26:38 +02:00
Johannes Pfeifer 30b277e6af Fix filename in unit test 2015-07-31 22:55:21 +02:00
Johannes Pfeifer a708037feb Unit test checking correctness of decision rules against results from Dynare 4.3.2
Detects problems as the unnoticed one introduced by caa04fb251
2015-07-31 17:45:32 +02:00
Johannes Pfeifer 7fbc587ae1 Lower tolerance for unit tests/irfs/example1_unit_std.mod
Otherwise, Octave complains
2015-07-30 10:00:40 +02:00
Michel Juillard e5d431919c fixing one more test case for deterministic simulations and leads lags
on more than one period
2015-07-29 16:36:13 +02:00
Michel Juillard 0cccceff86 fixed test cases for deterministic simulations with histval and leads
and lags on more than one period: All variables different from zero
must be declared in histval. The reference simulation has one lag
because of k(-1).
2015-07-29 16:12:53 +02:00
Johannes Pfeifer 02bd634046 Add unit test for prior/posterior function 2015-07-28 15:37:01 +02:00
Johannes Pfeifer 0f50f33c2c Initialize M_.dname=M_.fname in global_initialization.m
Closes #979
2015-07-28 15:23:53 +02:00
Johannes Pfeifer 19b7f5ea7f Bugfixes related to collect_LaTeX_Files.m
- deals with potentially unset M_.dname
- loads missing float package
- prevents crash when longnames is not used
2015-07-26 17:49:54 +02:00
Johannes Pfeifer 126e04da20 Correct case-sensitive spelling in unit tests that stops testsuite in Linux 2015-07-24 08:34:16 +02:00
MichelJuillard d82524ad1d Merge pull request #987 from JohannesPfeifer/mixed_estimation
Prevent mixed ML/Bayesian estimation
2015-07-23 15:57:03 +02:00
MichelJuillard f21e02f6b9 Merge pull request #986 from JohannesPfeifer/foresight_auxvar_tests
Add unit tests for dealing with multiple leads and lags
2015-07-23 15:56:19 +02:00
Johannes Pfeifer 244462adb6 Add unit test for disallowing mixed ML/Bayesian estimation 2015-07-23 14:44:26 +02:00
Johannes Pfeifer 9f21d2724f Add unit tests for dealing with multiple leads and lags 2015-07-23 14:05:58 +02:00
Johannes Pfeifer 0fd76e0c6f Assigning unique function for each input argument of lyapunov_symm.m
The old way of redefining input arguments to satisfy different options was too error-prone. See 69daaa0460b0ddee97292c39d40355201e316622 of tholden
2015-07-22 15:11:39 +02:00
Johannes Pfeifer bccadf7b03 Add compilation of TeX-binder to unit test 2015-07-22 13:46:57 +02:00
Johannes Pfeifer 3c5705d8d4 Make covariance matrix in example positive definite 2015-07-21 16:18:45 +02:00
Johannes Pfeifer 386225d4e6 Delete redundant steady_state_model block (was present twice). 2015-07-21 11:49:48 +02:00
Johannes Pfeifer 1f0897005f Add mod.file lost in 6d048d8766 2015-07-21 10:02:34 +02:00
Johannes Pfeifer b159d4227c Fix wrong name of unit test in Makefile.am and make name more expressive 2015-07-20 21:17:44 +02:00
MichelJuillard 80253835a7 Merge pull request #738 from JohannesPfeifer/Kalman
Kalman
2015-07-20 15:02:40 +02:00
MichelJuillard f94910173d Merge pull request #937 from JohannesPfeifer/graph_fix
Various fixes related to graphs and eps-TeX-loaders
2015-07-20 14:36:20 +02:00
MichelJuillard 2269b38465 Merge pull request #740 from JohannesPfeifer/relative_irf
Fix and document relative_irf
2015-07-20 14:20:00 +02:00
MichelJuillard e174f5f00a Merge pull request #726 from JohannesPfeifer/steady_linear
Prevent incorrect steady state from being accepted if model is not truly linear
2015-07-20 14:06:03 +02:00
Johannes Pfeifer 1dfb6ea327 Add unit tests for Kalman filter calls from Matlab 2015-07-20 13:10:30 +02:00
MichelJuillard ce3dc068c3 Merge pull request #692 from JohannesPfeifer/imcforecast
Account for initial values when making conditional forecasts
2015-07-20 10:18:43 +02:00
Stéphane Adjemian (Charybdis) caaabe9436 Added integration test for the linear_approximation option in
perfect foresight model simulation.

Using a linearized version of the SW model we check that the
linear_approximation option does not affect the results.
2015-07-08 11:23:13 +02:00
Michel Juillard dd1f761549 adding tests using lmmcp
(cherry picked from commit 2ddfcf2f73)
2015-07-07 16:45:20 +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
Integrate the TaRB-algorithm into Dynare
2015-06-19 14:30:56 +02:00
Stéphane Adjemian (Charybdis) 462639103f Added command to download binary data file from www.dynare.org/Datasets. 2015-06-18 14:55:21 +02:00
Stéphane Adjemian (Charybdis) af29c078ad Added integration test (deterministic simulation invoking solve_one_boundary routine). 2015-06-18 14:50:21 +02:00
Stéphane Adjemian 3fd010ff91 Merge pull request #957 from JohannesPfeifer/fs2000_steady_state
Update unit tests to use correct steady state files
2015-06-18 14:25:01 +02:00
Houtan Bastani aeb1542b48 preprocessor: add VerbatimStatement class. Closes #953 2015-06-16 12:48:32 +02:00
Johannes Pfeifer aa4f38b60a Add unit test to filter out incorrectly accepted steady state 2015-06-08 18:10:57 +02:00
Johannes Pfeifer 52f9d164ac Add routine for creating parameter table 2015-06-08 17:59:57 +02:00
Johannes Pfeifer e1aaa1796f Add unit test for LaTeX eps-loaders 2015-06-08 17:59:56 +02:00
Johannes Pfeifer aa4b07610e Add unit test for TaRB MH-algorithm 2015-06-08 16:48:58 +02:00
Johannes Pfeifer 0769fd1cce Add verbosity and SaveFile options to some optimizers
Also moves additional optimizer-related files to corresponding subfolder
Closes #894
2015-06-08 16:44:44 +02:00
Johannes Pfeifer e7bf0672f5 Add unit test for relative_irf option 2015-06-08 16:39:08 +02:00
Johannes Pfeifer fe221bbc42 Add/adapt unit test for conditional forecasts with initval and histval blocks 2015-06-08 16:12:37 +02:00
Johannes Pfeifer ad66a7bb35 Account for initial values when making conditional forecasts
- Closes #655
- Implements unit test
- Saves distribution of controlled exogenous variables
- Adds information that the full path of constrained variables must be specified
2015-06-08 15:42:14 +02:00
Houtan Bastani 41155369ac Merge pull request #955 from JohannesPfeifer/identification_fixes
Various fixes to GSA and Identification
2015-06-08 10:17:24 +02:00
Johannes Pfeifer 2479a4fa66 Delete redundant initval-block from fs2000.common.inc 2015-06-07 18:11:28 +02:00
Johannes Pfeifer ba7087ca65 Add moments_varendo to fs2000 unit test
Was not triggered elsewhere
2015-06-07 17:27:30 +02:00
Johannes Pfeifer 0104f91f4b Replace initval blocks by steady_state_model blocks in fs2000 unit tests
Speeds up estimation
2015-06-07 17:11:39 +02:00
Johannes Pfeifer 0c9937f33c Add unit test for ML with morris 2015-06-05 20:50:29 +02:00
Johannes Pfeifer fbaf27493c Add unit tests for correctness of identification results when only standard deviations are estimated
Compares results for standard deviations specified with varexo to results when specified as deep parameter
2015-06-05 18:23:47 +02:00
Stéphane Adjemian (Lupi) 398718d48f Revert "Load xls file instead of xlsx file in tests/recursive/ls2003_bayesian_xls.mod (Octave testsuite)."
This reverts commit 0fb612fad1.
2015-06-05 17:14:20 +02:00
Stéphane Adjemian (Lupi) 0fb612fad1 Load xls file instead of xlsx file in tests/recursive/ls2003_bayesian_xls.mod (Octave testsuite). 2015-06-05 16:49:09 +02:00
Johannes Pfeifer 2aa341f730 Add unit test for diffuse filter in identification 2015-06-05 16:42:43 +02:00
Stéphane Adjemian (Karaba) 1658e5b997 Exclude recursive/ls2003_bayesian_xls.mod from testsuite if Octave version is less than 3.8 (problem for reading xls files). 2015-06-05 16:33:53 +02:00
Stéphane Adjemian (Hermes) 7a93e93f94 Fixed bug in testsuite (Octave). 2015-06-05 14:22:36 +02:00
Houtan Bastani b1dce40284 fix typo 2015-06-05 10:49:01 +02:00
Michel Juillard c782ca3686 adding occbin original files from 20140630 2015-06-04 14:18:46 +02:00