Johannes Pfeifer
077917b1f4
dynare_solve: use correct termination criterion with stack_solve_algo=7
2016-08-23 17:28:41 +02:00
Johannes Pfeifer
299d7edf8b
Expand stack_solve_algo=7 unit tests to other solve_algo
2016-08-23 17:28:41 +02:00
Johannes Pfeifer
425ada90bb
Fix traceplot command in TeX unit test
2016-08-23 17:22:41 +02:00
Johannes Pfeifer
960aeb0d8d
Add fast Kalman filter to stationary unit tests
2016-08-22 19:24:35 +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
Johannes Pfeifer
69c5575e19
Add smoother checks to Kalman unit tests
2016-08-22 19:24:35 +02:00
Johannes Pfeifer
915b437efc
Add correctness check for Kalman filter unit tests
2016-08-22 19:24:35 +02:00
Johannes Pfeifer
b201ca4e4b
Add proper measurement error to Kalman filter test files
2016-08-22 19:24:35 +02:00
Johannes Pfeifer
df8ad833fb
Transform automatic loading of optimal_mh_scale_parameter.mat into option scale_file
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Closes #503
2016-08-22 16:27:32 +02:00
MichelJuillard
d27bbe667f
Merge pull request #1230 from JohannesPfeifer/load_mh_file
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Save chain's proposal density and make load_mh_file and mh_recover load it
2016-08-21 16:12:12 +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
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makes perfect_foresight_problem more efficient
added test case for stack_solve_algo == 7
2016-07-03 10:56:44 +02:00
Johannes Pfeifer
7621ebb5ea
Harmonize spelling and function arguments of collect_latex_files.m
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All lower caps and no inputs
2016-07-01 19:09:29 +02:00
Johannes Pfeifer
8694617bd0
Add rplot to TeX-test
2016-07-01 19:09:29 +02:00
Stéphane Adjemian (Hermes)
c5f8fe7f85
Added integration test for {variables,parameters} partitioning.
2016-06-27 12:10:15 +02:00
Johannes Pfeifer
e214ec2976
Allow for parameter_set=mle_mode in conditional_forecast
2016-06-17 00:21:08 +02:00
Johannes Pfeifer
1c420e6056
Allow for parameter_set=mle_mode in shock_decomposition
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Required after writing results into oo_.mle_mode for ML estimation
2016-06-17 00:21:08 +02:00
Johannes Pfeifer
5d6d1336ef
Enable filter_covariance option in posterior sampling
2016-06-16 12:05:38 +02:00
Stéphane Adjemian (Lupi)
b70fe62503
Minor change in user reference manual.
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The write_latex_prior_table has not to follow the estimation command but
the estimated_params block.
2016-06-15 17:15:53 +02:00
Johannes Pfeifer
e94a698a9b
Implement write_latex_prior_table.m
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Fixes and replaces write_table_prior.m and uses consistent name. Also includes documentation
2016-06-15 16:47:39 +02:00
Stéphane Adjemian (Lupi)
8b8db6bf38
Updated tests/Makefile clean rule.
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Ensure tha we remove all tex, aux, log and eps generated files.
2016-06-15 14:39:38 +02:00
Stéphane Adjemian (Lupi)
c9d3db7db2
Changed optimization algorithm in integration test.
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mode_compute=9 fails to find a mode with a positive definite hessian
matrix, swithed to mode_compute=8 (Dynare's implementation of the
simplex algorithm).
2016-06-15 14:19:43 +02:00
Stéphane Adjemian (Lupi)
019223f7d6
Removed one (failing) integration test.
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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
22a205d59a
Speed up fs2000_analytic_derivation.mod unit test by using previous mode-file
2016-06-15 00:30:28 +02:00
Johannes Pfeifer
1f433f0c97
Expand fs2000_5.mod unit test to second Hessian computation method
2016-06-15 00:30:28 +02:00
Stéphane Adjemian (Hermes)
2a65e7a85a
Merge branch 'master' into johannes-identification-fixes
2016-06-14 18:17:36 +02:00
Stéphane Adjemian (Hermes)
be08d2f65d
Prevent testsuite to freeze if latex compilation fails.
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Added -interaction=batchmode option.
2016-06-14 17:09:00 +02:00
Johannes Pfeifer
b3877b3a9e
Save chain's proposal density and make load_mh_file and mh_recover load it
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Closes #504
2016-06-14 15:09:05 +02:00
Stéphane Adjemian (Hermes)
5814ae32e8
Updated README file in tests/julia/rbc subfolder.
2016-06-14 13:56:59 +02:00
Johannes Pfeifer
faab010753
Change file ending from TeX to tex to prevent problems on Linux
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Related to b454c28096
2016-06-14 12:13:48 +02:00
Johannes Pfeifer
59cbee2b56
Provide output on posterior variance decomposition
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Closes #1219
2016-06-14 11:53:38 +02:00
Johannes Pfeifer
c7472a5020
Add some TeX names to ls2003.mod
2016-06-14 11:52:49 +02:00
Johannes Pfeifer
42f47e0f55
Correctly indent filt_mc_.m
2016-06-14 11:52:49 +02:00
Johannes Pfeifer
9b82c72e4f
Remove global options structure from dyntable
2016-06-14 11:52:17 +02:00
Johannes Pfeifer
06a8eeeea7
Speed up runtime of ls2003.mod by reducing number of MC samples
2016-06-14 11:52:17 +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
Houtan Bastani
b454c28096
fix latex compilation on linux. #1207
2016-06-14 11:37:16 +02:00
Stéphane Adjemian (Hermes)
e789cc7d91
Added example of perfect forsesight model (julia).
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Note that PyPlot package must be installed.
2016-06-14 11:21:23 +02:00
Stéphane Adjemian (Hermes)
9ca893ca1d
Added routines for steady state computation (julia).
2016-06-14 11:21:23 +02:00
Frédéric Karamé
7df352a60b
correct the name of simulated dataset files.
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(cherry picked from commit e35beb605bafbd462ec7dc79f0d67f7455a93dbd)
2016-06-01 16:40:26 +02:00
Michel Juillard
c159dff19c
adding hook for PATH solver
2016-05-31 12:10:12 +02:00
Johannes Pfeifer
eca30eff75
Modify lmmcp unit test to have second (name) tag
2016-05-28 19:31:53 +02:00
Stéphane Adjemian (Charybdis)
03da338b05
Added more informative error messages.
2016-05-25 12:54:47 +02:00
Stéphane Adjemian (Charybdis)
6007d51ef4
Code factorization.
2016-05-25 12:42:56 +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