87dfa938bb
Remove unfinished "shocks" and "labels" options to shock_decomposition
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The preprocessor implementation of "shocks" is broken, and the ref. manual
entries are empty. Nothing is implemented in MATLAB files. It's better to
remove this for now, until a working implementation is done.
Ref. #136
2013-08-13 11:37:16 +02:00
31c1bb627f
fix makefile typos
2013-08-12 15:52:32 -04:00
1e9521af0f
Add new unit tests to testsuite
2013-08-12 12:14:19 +02:00
26acc2ec1e
Merge pull request #453 from JohannesPfeifer/forward_looking_model_fix
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Bugfixes and unit tests for stochastic purely forward-looking models
2013-08-12 03:05:30 -07:00
07a05d554e
Add unit tests for stochastic simulations of purely forward looking models
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Adds one for purely forward looking models and one for purely forward looking model with additional static variable
2013-07-24 23:39:39 +02:00
592c2c8f77
Add unit test for shock_decomposition
2013-07-22 19:25:53 +02:00
b3cfc330e9
rm graph_format=fig for Octave compatibility
2013-06-28 10:57:57 +02:00
17a8db9dee
Fix clean rule wrt reporting files
2013-06-26 09:10:58 +02:00
51b43e1ff0
build system bug fix
2013-06-25 16:37:18 +02:00
fcba382b48
test: use csv instead of mat file
2013-06-25 10:26:20 +02:00
4cef0a1568
test for reporting
2013-06-24 17:01:00 +02:00
25fd2917f4
Fixed datafile (data_risky_perturb3 is not versioned).
2013-06-18 22:26:27 +02:00
8820c63f5e
Bug fixes.
2013-06-18 16:15:16 +02:00
fd9264627e
Reenable test for block with stack_solve_algo=3
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Closes #407
2013-06-13 11:02:15 +02:00
6391a60641
Testsuite: improve decoupling of check-matlab and check-octave rules
2013-06-13 10:41:08 +02:00
61485ab809
Fix copyright notices
2013-06-12 17:04:46 +02:00
f11c2f2521
Disable test with block and stack_solve_algo=3 under Octave (Ref #407 )
2013-05-23 13:10:09 +02:00
bf18eef9dd
Fix mangling of lasterror() under Octave
2013-05-23 13:09:42 +02:00
21b75fac0d
Fix incorrect reporting of failed test number
2013-05-23 13:09:00 +02:00
ab5b922e46
-) fixed bug introduced in commit 66527df;
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-) estimation options for data set must be given also when ppost=1 (fix in testsuite);
2013-04-30 11:41:13 +02:00
d219d2b800
Add 3rd order unit test to testsuite
2013-04-25 12:24:29 +02:00
3d56792124
Compatibility fixes for Octave
2013-04-25 12:22:32 +02:00
7e63b562d9
Add unit test for order=3
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The unit test uses the policy rules of Fernandez-Villaverde et al.
(2011)'s "Risk matter" derived from Mathematica to compare them to the
Dynare matrices. If the policy functions differ by more than 1e-9, an
error is produced.
2013-04-24 23:12:52 +02:00
38824dc1e5
Implement tags [static] and [dynamic] for equations
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Closes #307
2013-04-11 17:11:35 +02:00
39cc313964
removed changes linked with transforming variables to avoid log or
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power of negative numbers
2013-04-09 16:35:57 +02:00
4cab27249c
Fix test w.r.t. clean rules
2013-03-29 17:22:43 +01:00
f594c27fd5
Conditional forecast test: remove spurious changes introduced in dfa744fcb3
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As a consequence, reactivate the tests
2013-03-26 17:31:34 +01:00
3c5ce6aab9
Use syntax log_trend_var(log_growth_factor = …) for consistency
2013-03-26 17:10:37 +01:00
e504ea0682
Also ignore TeX files produced with options_.TeX = 1
2013-03-26 16:51:17 +01:00
a0b7178962
Automatic detrending engine can now handle models written in logs (ref. #309 )
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- new command `log_trend_var'
- new option `log_deflator' to `var' command
2013-03-26 16:51:17 +01:00
25269c3c6b
Temporarily disable another test which goes into an infinite loop
2013-03-25 12:58:17 +01:00
3079ad49fa
Temporarily disable conditional_forecast tests
2013-03-25 11:18:02 +01:00
d308356a2f
Revert "removing tests of conditional forecast that are blocking the test suite"
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This reverts commit 8be13512d0
2013-03-25 10:57:45 +01:00
8be13512d0
removing tests of conditional forecast that are blocking the test suite
2013-03-23 21:44:33 +01:00
a5e9c7bef4
Merge pull request #340 from FerhatMihoubi/master
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last commits
2013-03-22 12:37:36 -07:00
dfa744fcb3
- adds new files: Evaluate.cc and Evaluate.hh to bytecode
2013-03-22 16:34:50 +01:00
214ff84429
Incorporate unit test for correlation in measurement errors
2013-03-22 15:01:40 +01:00
82c6ff3b1b
Merge commit '34fb9f1c62c63e7e4ab41656a7690167449e596f'
2013-03-21 21:22:20 +01:00
0311c4add4
Add unit test for correlated measurement error
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Tests both ML and Bayesian estimation and test calibrated correlation of
those shocks
2013-03-21 20:51:21 +01:00
865f300032
Make load and save routines for dynSeries objects support tex variable names.
2013-03-21 16:42:10 +01:00
95f36eccb7
Added data file for unitary tests (dynSeries class).
2013-03-14 11:08:34 +01:00
dd75baa9b4
stochastic extended path: new algorithm with leaner tree, new hybrid
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option using second order perturbation correction,
solve_stochastic_perfect_foresight_model.m moves to matlab/ep directory
2013-03-11 16:09:08 +01:00
bbd95b3a60
adding Ed Herbst fast implementation of the Kalman filter and test
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cases with timing. Still needs preprocessor interface (option) and documentation.
2013-02-21 17:47:16 +01:00
241afd1ae5
Removed fs2000_particle from the test suite.
2013-02-05 10:37:11 +01:00
d63904ec65
Changed options of the estimation command in fs2000_particle.mod (added optimization of the posterior kernel).
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In the end the hessian at the mode has the wrong sign...
2013-02-05 10:37:11 +01:00
2fc7aa7b94
Reduced the number of particles in particle/dsge_base2.mod.
2012-12-21 17:21:07 +01:00
bd01669fb9
Fixed crash with particle/dsge_base2.mod in the test suite.
2012-12-21 17:21:07 +01:00
c6f3f531b6
Added missing csv file in /tests folder (used by unitary tests in dynSeries class).
2012-12-07 16:43:06 +01:00
2c545eaf8b
adding test case with lagged exogenous variable (currently fails)
2012-12-04 10:46:44 +01:00
9f1ad5568e
New nonlinear filters routines and bug fixes.
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Merge remote-tracking branch 'refs/remotes/fred/master'
2012-11-19 16:23:07 +01:00
5c893f501b
making extended path ready for parallel computing with parfor
2012-11-17 20:55:01 +01:00
020328a844
Adapt for new syntax of model_diagnostics
2012-11-17 10:29:14 +01:00
c121aa14b1
Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
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Replace them by equivalents in M_ (and an extra one: M_.dynamic).
IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.
We now have the following indentities:
M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
2012-11-16 20:05:13 +01:00
a6576debd5
details all the options for testing particle filters.
2012-11-16 12:25:44 +01:00
34bcc9a20a
Added burnside asset pricing model in tests/ep.
2012-11-09 14:32:44 +01:00
59247ddcfa
Added test mod file in tests/particle (not to be used in the testsuite).
2012-11-09 14:32:44 +01:00
c6a330ff7d
add xfail test for all_values_required
2012-11-07 18:13:42 +01:00
feced78ee6
make check: support xfail tests
2012-11-07 18:13:41 +01:00
76ccaac947
make check: remove unused output from test file
2012-11-07 18:13:41 +01:00
2c674ce529
Use resampling in tests/particle/dsge_base2.mod.
2012-11-07 15:59:37 +01:00
b82813d3f9
Removed call to mean_preserving_spread routine in tests/rbc.mod.
2012-11-07 10:13:12 +01:00
63e4bb3f87
Removed plot of a variable that does not exist anymore (LagrangeMultiplier) in tests/rbcii.mod.
2012-11-07 10:13:12 +01:00
9e0e025eba
Changed computing tasks in tests/rbcii.mod.
2012-11-07 10:13:12 +01:00
3271296592
Do not use mean_preserving_spread routine (far too expensive). Added use_dll option (necessary because calls to getPowerDeriv routine dramatically increases execution time).
2012-11-07 10:13:12 +01:00
f823bcf5fa
Deleted useless matlab routine for steady state (tests/rbcii.mod).
2012-11-07 10:13:11 +01:00
e75a54d35c
Fixed steady state in rbcii.mod (steady state levels in the unconstrained regime were wrong).
2012-11-07 10:13:11 +01:00
a219a4b9e7
Fixed bug and cosmetic changes.
2012-11-07 10:13:11 +01:00
f9d8ee682c
Reduced the number of simulations.
2012-11-07 10:13:11 +01:00
59a62d87af
Fixed bugs.
2012-11-07 10:13:11 +01:00
0ab230b474
Fix copyright notices
2012-10-31 17:03:49 +01:00
ca8610e768
aesthetic fix
2012-10-16 11:12:12 +02:00
07d4d0bc8d
make check: add more dependencies
2012-10-16 11:10:13 +02:00
269c221a0e
make check: add dependencies
2012-10-15 17:42:20 +02:00
7dbfaebf59
test suite parallelization
2012-10-12 18:13:17 +02:00
fd633cba2c
Load system-wide initialization file when running octave tests
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This is necessary to ensure that Octave Forge packages are loaded.
2012-10-09 09:57:21 +02:00
b8b7d90e10
Add explicit extension to datafile, since test.m is an internal Octave function
2012-10-08 15:01:50 +02:00
2f9e34c5e5
Various fixes related to data-loading
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- fix support for filenames with extension (.m, .mat, .xls), since the manual
and the bison grammar both support it
- fix support for XLS files under Octave
- add support for XLSX files
- run test for loading XLS files
2012-10-08 13:00:55 +02:00
b7b50fa901
adding data file for test case
2012-10-06 20:45:09 +02:00
c722f53955
fixed bug with options mode_compute=0,mode_file=....
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added tests for mode_compute=4 and mode_compute=6. They increase computing time of the
test suite by about 30 minutes.
2012-10-06 16:51:42 +02:00
78693d971b
Fix following removal of run_test.m
2012-10-06 10:23:31 +02:00
25d591485c
remove unused file
2012-10-05 17:06:23 +02:00
22d590eecd
clean test files in ms-sbvar
2012-10-04 11:40:38 +02:00
43d13fda96
remove file generated by kalman_filter_smoother/gen_data.mod in clean
2012-10-03 19:34:51 +02:00
c584245637
added lag on 2 periods to test with auxiliary variables
2012-09-19 22:51:44 +02:00
dc0955b665
Test exogenous deterministic variables at order 2
2012-09-19 10:42:51 +02:00
428b193c11
Need to pass the entire global workspace, if subroutines called by the _core loops need them. Updated parallel test.
2012-09-11 15:45:08 +02:00
2244af9c62
adding pruning option for 3rd order
2012-07-31 21:50:59 +02:00
edf826f315
added code to optionally run cycle_reduction algorithm on GPU. Added
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options_.gpu (no interface yet, use options_.gpu=1). Added test
./tests/first_order/fs2000_cr.mod
2012-07-20 17:06:12 +02:00
0d5dff2bd9
Added walsh.mod in the testsuite to compare the solutions obtained with the cyclic reduction algorithm and the generalized schur algorithm.
2012-07-11 18:26:22 +02:00
57b7c0e94f
Add unit test for kalman filter with missing observations
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Contributed by Johannes Pfeifer
2012-07-06 10:32:34 +02:00
5f9d2e6492
fix test for analytic derivatives
2012-07-05 10:23:34 +02:00
e1404965ea
add tests for ifndef
2012-06-26 16:28:39 +02:00
3bfa231535
add test for conditional macro statements
2012-06-26 16:27:13 +02:00
2c077928b2
Added test for shock decomposition.
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(cherry picked from commit 70d17ceb08d02ab58a9d030b45a5822a095b0d03)
2012-06-18 14:55:36 +02:00
186d973ccb
use of nodisplay in all sensitivity calls
2012-06-15 12:36:47 +02:00
974390ee49
use of nodisplay for estimation call
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(cherry picked from commit 32a14593985b5e0e2356df2830bb1c60b66188ae)
2012-06-14 18:55:09 +02:00
cef35cd393
Fix function names
2012-06-13 11:09:27 +02:00
240e6d688e
Update testsuite script for gsa.
2012-06-11 01:36:03 +02:00
02efbd31a8
Convert files to Unix EOL
2012-06-08 19:10:19 +02:00
1fc2d78ddf
dminished number of nodes and order of computation in
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./tests/ep/rbcii.mod to make it faster. Commented out production of
graphs
2012-06-08 18:38:36 +02:00
Sébastien Villemot
Houtan Bastani
Sébastien Villemot
Johannes Pfeifer
Stéphane Adjemian (Charybdis)
Frédéric Karamé
Marco Ratto
Johannes Pfeifer
Michel Juillard
Ferhat Mihoubi
Michel Juillard
Houtan Bastani
Sébastien Villemot