Houtan Bastani
4804e729e8
makefile: fix spacing
2019-01-16 12:54:30 +01:00
Johannes Pfeifer
32b9853277
Add unit test for correctness of posterior moments
2018-12-15 19:23:05 +01:00
Stéphane Adjemia (Scylla)
ecad43085c
Added integration test (epilogue block).
2018-12-10 16:16:15 +01:00
Stéphane Adjemia (Scylla)
0d5b310207
Added integration tests (for constrained OLS).
2018-12-07 19:54:33 +01:00
Stéphane Adjemia (Scylla)
cb4384bb27
Create on the fly a routine for evaluating the (VAR/PAC) expectations.
...
The routine takes a dseries object as unique argument and return an updated
object with the expectation term.
If the mod file is named `example.mod` and if the (VAR/PAC) expectation model is
named `toto`, then after
var_expectation.print('toto');
the expectation term can be evaluated:
ts = example.var_expectations.evaluate_varexp(ts);
where ts is a dseries object containing all the time series appearign in the
auxiliary (var or trend_component).
2018-12-03 15:07:43 +01:00
Stéphane Adjemia (Scylla)
53ab321de8
Added the possibility to use linear expressions in VAR_EXPECTATION_MODEL.
...
See tests/var-expectations/9/example.mod for a self documented example.
Also updated all the integration tests using the option `expression` instead of
`variable` (which is deprecated and will be removed at some point).
2018-11-30 23:36:06 +01:00
Stéphane Adjemia (Scylla)
650c78f99d
Merge branch 'master' into ecb-master
2018-11-30 21:34:56 +01:00
Stéphane Adjemia (Scylla)
d501d6d511
Added interface to lsqnonlin (Mathworks' optimization toolbox) in pac.estimate.nls.
2018-11-29 10:29:55 +01:00
Stéphane Adjemia (Scylla)
6b113273d3
Added integration tests (Iterative OLS and NLS for PAC equations).
2018-11-21 16:26:38 +01:00
Sébastien Villemot
6995e24863
The testsuite can now be run from Windows
2018-11-21 16:21:59 +01:00
Sébastien Villemot
c407b63e84
Update preprocessor submodule + add test
...
Ref Dynare/preprocessor#13
2018-11-16 18:34:37 +01:00
Stéphane Adjemia (Scylla)
460dba40d7
Added integration test (estimated_params_init).
2018-10-25 10:33:31 +02:00
Stéphane Adjemia (Scylla)
dcea7514d9
Merge branch 'master' into ecb-master
2018-10-24 18:31:31 +02:00
Stéphane Adjemia (Scylla)
1c1a3ea0a4
Removed tests on targets.
...
A target does not need to be a random walk. Also added a new integration
test (where the target is a constant, 0).
2018-10-24 12:06:14 +02:00
Stéphane Adjemia (Scylla)
d96740c2ef
Added integration tests (var and pac expectations).
2018-10-14 17:01:02 +02:00
Stéphane Adjemia (Scylla)
9a84129707
Added integration for the bayesian estimation of a single equation.
...
Uses a Gibbs sampling algorithm.
2018-10-06 16:59:00 +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)
a680cea095
Fixed integration test for trend component model (equation ordering).
2018-09-28 17:39:14 +02:00
Stéphane Adjemian(Charybdis)
76c4df129c
Added integration tests.
2018-09-27 18:58:52 +02:00
Houtan Bastani
bd36a0c109
Merge branch 'master' into ecb-master-targets
2018-09-25 15:51:18 +02:00
Stéphane Adjemian(Charybdis)
031e2c87c6
New version of get_companion_matrix + new integration test.
...
The routine is still buggy. In PAC and VAR_EXPECTATION models we
use get_companion_matrix_legacy routine instead.
2018-09-19 17:39:48 +02:00
Stéphane Adjemian(Charybdis)
c588544b13
Fixed rm argument list too long issue.
2018-09-19 12:10:30 +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.
...
(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
Houtan Bastani
2e547edd26
add test files for preprocessor AR/EC matrices
2018-09-12 19:00:28 +02:00
Houtan Bastani
5ca31c8245
fix spacing in makefile
2018-09-12 19:00:28 +02:00
Stéphane Adjemian(Charybdis)
52b6618bae
Fixed paths.
2018-09-12 07:48:49 +02:00
Stéphane Adjemian(Charybdis)
09945cae8f
Added integration tests for PAC model.
2018-09-06 23:42:30 +02:00
Stéphane Adjemian(Charybdis)
5ea0c8098b
Ensure that the ordering of the trend variables is consistent...
...
... With the ordering of the EC variables.
2018-09-03 17:35:59 +02:00
Stéphane Adjemia (Scylla)
0080055469
Activate integratiion test on VAR_MODEL and TREND_COMPONENT_MODEL.
2018-08-30 12:07:58 +02:00
Stéphane Adjemian(Charybdis)
349cd25b8a
Added an integration test for VAR_EXPECTATION_MODEL.
...
+ small cosmetic changes.
2018-08-09 09:05:39 +02:00
Stéphane Adjemian(Charybdis)
f8f8ce5120
Added integration tests for VAR_EXPECTATION_MODEL.
2018-08-08 22:58:27 +02:00
Stéphane Adjemian(Charybdis)
c9a38c4de7
Merge branch 'master' into ecb-master
...
Fixed conflicts:
- tests/run_block_byte_tests_octave.m
2018-08-04 21:08:08 +02:00
Sébastien Villemot
fda021855c
Fix forecast command with deterministic exogenous and linear option
...
Closes #1608
2018-08-02 14:20:51 +02:00
Stéphane Adjemian(Charybdis)
a144aad150
Merge branch 'master' into ecb-master
2018-07-27 09:47:22 +02:00
Sébastien Villemot
0da4aefd99
Update preprocessor submodule with macroprocessor refactoring
...
By the way, add new tests for the macroprocessor.
2018-07-25 18:51:38 +02:00
Stéphane Adjemian(Charybdis)
7d7449c775
Merge branch 'master' into ecb-master
...
Fixed conflicts:
matlab/modules/dseries
2018-07-23 17:05:30 +02:00
Stéphane Adjemian(Charybdis)
3dcd8fc9f5
Added preprocessor unit tests (on the fly declarations of types).
2018-07-19 23:51:37 +02:00
Sébastien Villemot
ff676f5505
Gracefully fail when Octave crashes in a *.m test
2018-07-13 17:22:27 +02:00
Stéphane Adjemian(Charybdis)
85a585c73e
Merge branch 'master' into ecb-master+folder
...
Fixed conflicts in:
tests/block_bytecode/run_ls2003.m
2018-07-10 10:18:55 +02:00
Sébastien Villemot
a1b8bd39b2
Move the location of various generated files on the filesystem
...
- 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
Houtan Bastani
c7fe3770df
Merge branch 'master' into ecb-master
2018-06-11 15:35:24 +02:00
Sébastien Villemot
1e5fab3881
Fix tests for stack_solve_algo=7
...
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
...
Closes #1616
2018-06-07 20:46:30 +02:00
Houtan Bastani
6f6ef8fb30
Merge branch 'master' into ecb-master
2018-06-05 18:47:55 +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)
e62c2272b4
Merge remote-tracking branch 'github/master' into ecb-master
...
Fixed conflicts:
matlab/modules/dates
2018-05-16 17:32:39 +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(Charybdis)
ac09cb3ee2
Merge branch 'master' into ecb-master
...
Fixed conflicts in:
matlab/backward/backward_model_irf.m
matlab/modules/dseries
matlab/utilities/general/isint.m
preprocessor/DynareBison.yy
preprocessor/DynareFlex.ll
preprocessor/ModFile.cc
preprocessor/ParsingDriver.hh
2017-10-14 17:12:57 +02:00
Stéphane Adjemian (Scylla)
f284169248
Fixed integration tests related to simulation of backward models.
2017-09-30 16:44:23 +02:00
Houtan Bastani
97743cbb3f
Merge branch 'master' into ecb-master
2017-09-13 18:27:15 +02:00
Johannes Pfeifer
79e510a99e
Add integration tests for #1193 and #1510
2017-09-13 10:20:09 +02:00
Stéphane Adjemian (Scylla)
eb3f33df00
Merge branch 'master' into ecb-master
...
Fixed conflicts:
matlab/backward/backward_model_forecast.m
preprocessor/DynareBison.yy
preprocessor/ParsingDriver.hh
tests/practicing/datasaver.m
2017-08-30 11:51:56 +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)
75d3964a63
Fixed tests/Makefile.am (removed entry in MODFILES causing build failure).
2017-07-29 21:11:17 +02:00
Stéphane Adjemian (Scylla)
c5fb6dfe57
Merge branch 'master' into ecb-master
...
Fixed conflict in preprocessor/ModFile.cc
2017-07-27 22:48:29 +02:00
Houtan Bastani
7a4658323f
update makefile for change in .mod file name
2017-07-26 15:07:46 -04:00
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)
c9ea44002a
Added integration test.
2017-06-30 11:02:31 +02:00
Stéphane Adjemian (Charybdis)
cf4579fc61
Merge branch 'master' into ecb-master
2017-06-30 10:55:31 +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)
a59a2fae2d
Merge branch 'master' into ecb-master
2017-06-29 13:33:29 +02:00
Stéphane Adjemian (Charybdis)
b81e0cd91e
Added json file in the clean rule.
2017-06-28 16:03:52 +02:00
Houtan Bastani
d8ffd5e83c
Merge branch 'master' into ecb-master
2017-06-19 18:02:57 +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
Stéphane Adjemian (Charybdis)
c2556cc80e
Merge branch 'master' into ecb-master
...
Model inversion of backward looking models.
2017-05-02 23:15:42 +02:00
Houtan Bastani
5bae0a8cb1
build system: add clean rule for test suite
2017-04-25 12:24:03 +02:00
Houtan Bastani
db535236b2
Merge branch 'master' into ecb-master
2017-04-14 11:35:43 +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)
e1033c76b9
Added declaration of observed exogenous variables.
...
With integration test.
2017-03-22 09:41:09 +01:00
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
Johannes Pfeifer
06ff0c7bb6
Factorize Kalman filter unit tests
2016-08-22 19:24:35 +02:00
Houtan Bastani
726ad1b84c
build system: add missing dependency in test suite, add missing clean rule
2016-07-29 17:05:51 -04:00
Houtan Bastani
c6f84fb98a
build system: remove csv file created during check
2016-07-28 17:01:45 -04:00
Houtan Bastani
92200c20ba
build system: front load slower tests to make test suite run faster
2016-07-28 16:59:57 -04:00
Michel Juillard
22f49971bc
fixing bug in mcp model setup
...
makes perfect_foresight_problem more efficient
added test case for stack_solve_algo == 7
2016-07-03 10:56:44 +02:00
Stéphane Adjemian (Hermes)
c5f8fe7f85
Added integration test for {variables,parameters} partitioning.
2016-06-27 12:10:15 +02:00
Stéphane Adjemian (Lupi)
8b8db6bf38
Updated tests/Makefile clean rule.
...
Ensure tha we remove all tex, aux, log and eps generated files.
2016-06-15 14:39:38 +02:00
Stéphane Adjemian (Lupi)
019223f7d6
Removed one (failing) integration test.
...
fs2000/fs2000_analytical_derivation.mod was almost a duplicate of
analytical_derivates/fs2000_analytical_derivation.mod.
The removed integration test was failing because of the sign of the
hessian matrix. The only significant difference between the two mod
files, was that the removed one did not use the closed form expression
of the steady state.
2016-06-15 12:53:48 +02:00
Johannes Pfeifer
ab378138c2
Add unit test for correlated errors and TeX-Output
2016-06-14 11:52:17 +02:00
Johannes Pfeifer
e06bb9e057
Adjust ident_unit_root.mod to reflect change in unit root treatment introduced in #1191
2016-06-14 11:51:14 +02:00
Stéphane Adjemian (Charybdis)
0ea9bc4e90
Fixed typo introduced in 0abb9dc6f9
.
2016-05-24 21:18:13 +02:00
Stéphane Adjemian(Charybdis)
edce6b4779
Added integration test for Monte-Carlo EP.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian(Charybdis)
6dcfd1c072
Added integration test.
...
Test that the extended path and stoch_simul (with order equal to 1)
algorithms return the same paths for the endogenous variables if the
RE model is linear.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian (Hermes)
4bd8ef7a9f
Added new integration tests.
...
Simulation of the Smets and Wouters perfect foresight model, with a
productivity shock such that the nominal interest rate hits the
ZLB. Comparison of the solutions returned by a Newton
algorithm (stack_solve_algo==0) and the LMMCP algorithm. AT the time of
this commit, the results are different... Probably an issue with the
LMMCP algorithm.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian (Hermes)
7355214413
Added integration tests for lmmcp in testsuite.
...
Also merged rbcii.mod and rbciia.mod.
2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Charybdis)
8763c29f34
Renamed and changed integration test for sim1_purely_forward routine.
...
Check the results against analytical solution. Also added a new
integration test (ar1.mod).
2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Charybdis)
02c71eb270
Renamed and changed integration test for sim1_purely_backward routine.
...
Compare the solution returned by sim1_purely_backward with the true solution.
2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Charybdis)
0abb9dc6f9
Added integration test.
...
Comparison of the solutions for the endogenous variables in perfect
foresight models with stack_solve_algo equal to 0 and 6 (LBJ, legacy
algorithm).
2016-05-24 17:26:06 +02:00
Johannes Pfeifer
fb57ef453d
Put all OSR unit tests into subfolder and add one for parameter bounds
2016-05-22 11:41:54 +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
Marco Ratto
ab8aa917e3
slice test moved to estimation folder
2016-05-19 14:34:09 +02:00
Marco Ratto
6aa65e2a6a
Added test function for slice sampler
2016-05-19 14:34:09 +02:00
Houtan Bastani
e1bdd830af
testsuite: fix race condition in accessing .mat file
2016-05-10 11:34:17 +02:00
Michel Juillard
d9e73b5477
fixing test case for loglinear models
2016-05-06 09:07:43 +02:00
Michel Juillard
034bd0367b
test cases for loglinear with lead/lagged exogenous variables
2016-05-05 20:41:02 +02:00
MichelJuillard
a21aa064c9
Merge pull request #1166 from JohannesPfeifer/kalman_fixes
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Kalman fixes
2016-04-15 09:50:25 +02:00
Michel Juillard
920d212d95
shock decomposition: adding test case for groups
2016-04-15 09:06:26 +02:00
Johannes Pfeifer
30be2ed62a
Add unit test for smoother only on nonstationary model
2016-04-14 20:11:50 +02:00
Stéphane Adjemian (Scylla)
efc193e429
Fixed typo in testsuite.
2016-04-13 22:25:52 +02:00
MichelJuillard
a8cc21eb97
Merge pull request #1163 from JohannesPfeifer/Smoother_fixes
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Various fixes and documentation improvements related to smoother, trends and selected_variables_only option
2016-04-12 14:22:19 +02:00
MichelJuillard
aa1a0b5e25
Merge pull request #1052 from JohannesPfeifer/lin_solve_robust
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Integrate robust linear solver for stack_solve_algo=0
2016-04-12 12:06:22 +02:00
Johannes Pfeifer
f5900aa03b
Add unit test for selected_variables_only option in smoother
2016-04-12 11:37:57 +02:00
Johannes Pfeifer
5b1a97f777
Add unit test for conditional_forecast with trends and loglinear
2016-04-09 09:45:21 +02:00
Johannes Pfeifer
44b3092162
Fix merge conflict that undid commit 943db6fb24
2016-04-09 09:45:21 +02:00
Johannes Pfeifer
ec1bb2138a
Enable erroneously disabled unit tests
2016-04-09 09:45:21 +02:00
Johannes Pfeifer
4b83c1bf76
Integrates Tom Holden's robust linear solver
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Supersedes #984
2016-03-25 09:59:20 +01:00
Stéphane Adjemian(Charybdis)
b688cbe5b2
Merge branch 'master' into johannes_perfect_foresight_test
2016-03-24 23:01:11 +01:00
Stéphane Adjemian (Lupi)
fd850ca5bd
Merge branch 'master' into lik_init_5_fixes
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Conflicts:
doc/dynare.texi
tests/Makefile.am
2016-03-24 17:40:27 +01:00
Johannes Pfeifer
d84bf3e107
Add unit tests for perfect foresight to detect issues with histval
2016-03-23 20:15:57 +01:00
Johannes Pfeifer
2139420336
Factorize unit tests for observation trends
2016-03-23 10:48:22 +01:00
Johannes Pfeifer
df54e8fcab
Add unit tests for correctness of smoother results
2016-03-23 10:46:30 +01:00
Johannes Pfeifer
018fed21cd
Add unit test for calibrated smoother
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Tests loglinear, prefilter, and first_obs options
2016-03-23 10:35:40 +01:00
Johannes Pfeifer
8c8587d89b
Add factored unit tests for mh_recover
2016-03-16 19:04:03 +01:00
Stéphane Adjemian (Charybdis)
5ef86416bf
Merge branch 'cmr-prior'
2015-12-04 15:06:28 +01:00
Stéphane Adjemian (Charybdis)
a0119404c5
Added integration test for the Weibull prior.
2015-12-04 15:04:10 +01:00
Houtan Bastani
943db6fb24
testsuite: move tests/reporting/example1.mod to examples/example1_reporting.mod. closes #1111
2015-12-01 13:53:08 +01:00
Michel Juillard
c373d1e1be
adding new option 'fast_kalman_filter' implementing Ed Herbst 2012 approach
2015-11-28 17:38:00 +01:00
Stéphane Adjemian (Charybdis)
cbe236730c
Factorized tests and removed time consuming and out of scope parts.
2015-11-04 22:19:14 +01:00
Johannes Pfeifer
a7ed27b889
Document lik_init=5 and add unit test for lik_init
2015-10-18 18:55:33 +02:00
Stéphane Adjemian (Charybdis)
cf17040915
Added integration test for PR #1062 (conditional forecasts).
2015-10-16 17:22:33 +02:00
Stéphane Adjemian (Charybdis)
6ea5bdde34
Merge branch 'johannes_bandpass'
2015-10-13 23:56:22 +02:00
Johannes Pfeifer
f7175745ac
Add one-sided HP filter
2015-10-13 20:50:03 +02:00
Michel Juillard
8be2841582
fixing Makefile.am error
2015-10-12 22:39:03 +02:00
Johannes Pfeifer
2c63ca8843
Add unit tests for HP filter, bandpass filter, and spectral density
2015-10-12 21:18:51 +02:00
Johannes Pfeifer
3902c86407
Add unit test for variance decomposition
2015-10-12 20:42:02 +02:00
MichelJuillard
866ab33575
Merge pull request #1042 from JohannesPfeifer/discretionary
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Various fixes for discretionary_policy
2015-10-10 22:25:46 +02:00
MichelJuillard
b51b037ef2
Merge pull request #871 from JohannesPfeifer/prior_posterior_function
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Add functionality Prior posterior function
2015-10-10 22:17:53 +02:00
Stéphane Adjemian
3490e400bc
Merge pull request #1015 from JohannesPfeifer/model_comparison
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Bugfixes and improvements for model_comparison
2015-10-09 17:11:15 +02:00
Stéphane Adjemian (Charybdis)
bf51be7efd
Revert "Revert "test suite: add rule for text files""
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This reverts commit 4825745047
.
2015-10-08 23:20:35 +02:00
Stéphane Adjemian (Charybdis)
6396794b5b
Revert "Revert "test suite: adjust display of results appropriately depending on whether octave/matlab or both were used""
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This reverts commit 62b1c85fd4
.
2015-10-08 23:20:08 +02:00
Stéphane Adjemian (Charybdis)
276c34f394
Revert "Temporarily removed an integration test."
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This reverts commit 7b2ccc5a52
.
2015-10-08 21:53:22 +02:00
Stéphane Adjemian (Charybdis)
7b2ccc5a52
Temporarily removed an integration test.
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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"
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This reverts commit 1bc965625c
.
2015-10-06 16:38:59 +02:00
Stéphane Adjemian (Charybdis)
4825745047
Revert "test suite: add rule for text files"
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This reverts commit 7e41cc170b
.
2015-10-06 16:38:59 +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
c6e75df544
test suite: save timing info for graphs. #298
2015-09-11 15:24:05 +02:00
Houtan Bastani
268384572b
Merge pull request #1017 from JohannesPfeifer/gsa_fix
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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
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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
Johannes Pfeifer
752bc543b4
Add unit test for correctness of discretionary policy
2015-08-30 12:03:43 +02:00
Johannes Pfeifer
f80f0f9258
Add capacities for rolling window estimation
2015-08-25 15:37:25 +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
1134e34caa
Add unit test for posterior sampling with morris and rmse
2015-08-06 12:28:51 +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
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Detects problems as the unnoticed one introduced by caa04fb251
2015-07-31 17:45:32 +02:00
Johannes Pfeifer
02bd634046
Add unit test for prior/posterior function
2015-07-28 15:37:01 +02:00
MichelJuillard
d82524ad1d
Merge pull request #987 from JohannesPfeifer/mixed_estimation
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Prevent mixed ML/Bayesian estimation
2015-07-23 15:57:03 +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
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
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Kalman
2015-07-20 15:02:40 +02:00
MichelJuillard
f94910173d
Merge pull request #937 from JohannesPfeifer/graph_fix
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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
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Fix and document relative_irf
2015-07-20 14:20:00 +02:00
MichelJuillard
e174f5f00a
Merge pull request #726 from JohannesPfeifer/steady_linear
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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
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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
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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
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
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
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Update unit tests to use correct steady state files
2015-06-18 14:25:01 +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
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
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
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- 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
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
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
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Compares results for standard deviations specified with varexo to results when specified as deep parameter
2015-06-05 18:23:47 +02:00
Johannes Pfeifer
2aa341f730
Add unit test for diffuse filter in identification
2015-06-05 16:42:43 +02:00
Stéphane Adjemian (Hermes)
fe398e5b0d
Renamed two integration tests (appended _xfail).
2015-06-03 12:24:28 +02:00
Stéphane Adjemian (Hermes)
1614805c17
Added missing dependency (testsuite).
2015-06-01 18:21:30 +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
Michel Juillard
c22d31330c
Adding 'ramsey_constraints' block to declare contraints for Ramsey
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problems. Note that LMMCP (solve_algo=10) still doesn't work in all cases.
2015-05-31 12:18:20 +02:00
Stéphane Adjemian (Hermes)
19286d850b
Changed colours.
2015-05-18 18:31:49 +02:00
Johannes Pfeifer
770ac5a4c8
Delete whitespace in Makefile.am that crashes autoreconf
2015-05-12 14:31:59 +02:00
Stéphane Adjemian
9d8823dd73
Merge pull request #932 from JohannesPfeifer/t_dist
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Unit test and cosmetic changes for t-distribution
2015-05-10 23:29:17 +02:00
Johannes Pfeifer
cf5a36a1a8
Fix typos Makefile.am
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Prevents test suite from running
2015-05-10 21:44:36 +02:00
Johannes Pfeifer
787f6d37c2
Add unit test for t-distribution as proposal density
2015-05-10 10:06:22 +02:00
Johannes Pfeifer
de427b77f2
Add unit test for differentiate_forward_vars
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Closes #727
2015-05-09 22:36:19 +02:00
Johannes Pfeifer
120946dfb3
Add unit test for deterministic simulations with several leads and lags
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Tests #617
2015-05-09 08:13:22 +02:00
Stéphane Adjemian
f9f763878c
Merge pull request #907 from JohannesPfeifer/optimizer_unit_tests
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Deletes redundant mode_compute tests and moves others to optimizers dire...
2015-05-07 15:14:31 +02:00
Stéphane Adjemian
ddc7464b9b
Merge pull request #911 from JohannesPfeifer/MH_cosmetics
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Cosmetic Fixes to Metropolis-Hastings routines
2015-05-07 14:29:27 +02:00
Stéphane Adjemian (Charybdis)
85422a2f7d
Added two rules in tests/makefile.am
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A mod file distributed in the tests folder can be executed with
~$ make ramst.o.drs
for Octave, or
~$ make ramst.m.drs
for Matlab. The new rules call %.m.trs or %.o.trs and display the
generated log file.
2015-04-30 16:23:15 +02:00
Stéphane Adjemian (Charybdis)
21870b39e8
Cosmetic. Changed colored output.
2015-04-30 13:59:38 +02:00
Stéphane Adjemian (Charybdis)
a2d0550764
Cosmetic changes. Nicer output for the testsuite (with colors depending on the results).
2015-04-28 13:02:39 +02:00
Johannes Pfeifer
d7293b110a
Add unit test for mh_recover option
2015-04-25 19:28:58 +02:00
Johannes Pfeifer
f6c29d9eb4
Deletes redundant mode_compute tests and moves others to optimizers directory
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Closes #888
2015-04-24 09:42:23 +02:00
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...
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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.
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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)
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.
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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
Johannes Pfeifer
aea49e2fa0
Add unit test for mode_computations
2015-04-06 12:13:14 +02:00
Stéphane Adjemian (Hermes)
6d304891d1
Fixed EXTRA_DIST in Makefile.am.
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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 (Scylla)
e82487ed62
Added missing extension for o.tls rule.
2015-03-13 17:24:07 +01:00
Stéphane Adjemian (Charybdis)
7343fa8f99
Fixed typo in tests/Makefile.am
2015-03-13 15:52:33 +01:00
Stéphane Adjemian (Charybdis)
00d67110f2
Removed data files for tests/initval_file.
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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 .
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Fixed conflict related to the move of the perfect foresight related routines
in a subfolder.
2015-03-05 14:31:36 +01:00
Stéphane Adjemian
bcfa24bd99
Merge pull request #815 from JohannesPfeifer/newrat_analytic
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Add unit test for newrat with analytic derivatives and various Kalman al...
2015-03-01 16:31:29 +01:00