edce6b4779
Added integration test for Monte-Carlo EP.
2016-05-24 17:28:24 +02:00
6dcfd1c072
Added integration test.
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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
4bd8ef7a9f
Added new integration tests.
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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
7355214413
Added integration tests for lmmcp in testsuite.
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Also merged rbcii.mod and rbciia.mod.
2016-05-24 17:26:06 +02:00
8763c29f34
Renamed and changed integration test for sim1_purely_forward routine.
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Check the results against analytical solution. Also added a new
integration test (ar1.mod).
2016-05-24 17:26:06 +02:00
02c71eb270
Renamed and changed integration test for sim1_purely_backward routine.
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Compare the solution returned by sim1_purely_backward with the true solution.
2016-05-24 17:26:06 +02:00
0abb9dc6f9
Added integration test.
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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
fb57ef453d
Put all OSR unit tests into subfolder and add one for parameter bounds
2016-05-22 11:41:54 +02:00
aaa7318da4
Add unit test for independent MH
2016-05-19 14:37:05 +02:00
969aa44963
Move slice test to separate folder
2016-05-19 14:37:05 +02:00
ab8aa917e3
slice test moved to estimation folder
2016-05-19 14:34:09 +02:00
6aa65e2a6a
Added test function for slice sampler
2016-05-19 14:34:09 +02:00
e1bdd830af
testsuite: fix race condition in accessing .mat file
2016-05-10 11:34:17 +02:00
d9e73b5477
fixing test case for loglinear models
2016-05-06 09:07:43 +02:00
034bd0367b
test cases for loglinear with lead/lagged exogenous variables
2016-05-05 20:41:02 +02:00
a21aa064c9
Merge pull request #1166 from JohannesPfeifer/kalman_fixes
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Kalman fixes
2016-04-15 09:50:25 +02:00
920d212d95
shock decomposition: adding test case for groups
2016-04-15 09:06:26 +02:00
30be2ed62a
Add unit test for smoother only on nonstationary model
2016-04-14 20:11:50 +02:00
efc193e429
Fixed typo in testsuite.
2016-04-13 22:25:52 +02:00
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
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
f5900aa03b
Add unit test for selected_variables_only option in smoother
2016-04-12 11:37:57 +02:00
5b1a97f777
Add unit test for conditional_forecast with trends and loglinear
2016-04-09 09:45:21 +02:00
44b3092162
Fix merge conflict that undid commit 943db6fb24
2016-04-09 09:45:21 +02:00
ec1bb2138a
Enable erroneously disabled unit tests
2016-04-09 09:45:21 +02:00
4b83c1bf76
Integrates Tom Holden's robust linear solver
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Supersedes #984
2016-03-25 09:59:20 +01:00
b688cbe5b2
Merge branch 'master' into johannes_perfect_foresight_test
2016-03-24 23:01:11 +01:00
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
d84bf3e107
Add unit tests for perfect foresight to detect issues with histval
2016-03-23 20:15:57 +01:00
2139420336
Factorize unit tests for observation trends
2016-03-23 10:48:22 +01:00
df54e8fcab
Add unit tests for correctness of smoother results
2016-03-23 10:46:30 +01:00
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
8c8587d89b
Add factored unit tests for mh_recover
2016-03-16 19:04:03 +01:00
5ef86416bf
Merge branch 'cmr-prior'
2015-12-04 15:06:28 +01:00
a0119404c5
Added integration test for the Weibull prior.
2015-12-04 15:04:10 +01:00
943db6fb24
testsuite: move tests/reporting/example1.mod to examples/example1_reporting.mod. closes #1111
2015-12-01 13:53:08 +01:00
c373d1e1be
adding new option 'fast_kalman_filter' implementing Ed Herbst 2012 approach
2015-11-28 17:38:00 +01:00
cbe236730c
Factorized tests and removed time consuming and out of scope parts.
2015-11-04 22:19:14 +01:00
a7ed27b889
Document lik_init=5 and add unit test for lik_init
2015-10-18 18:55:33 +02:00
cf17040915
Added integration test for PR #1062 (conditional forecasts).
2015-10-16 17:22:33 +02:00
6ea5bdde34
Merge branch 'johannes_bandpass'
2015-10-13 23:56:22 +02:00
f7175745ac
Add one-sided HP filter
2015-10-13 20:50:03 +02:00
8be2841582
fixing Makefile.am error
2015-10-12 22:39:03 +02:00
2c63ca8843
Add unit tests for HP filter, bandpass filter, and spectral density
2015-10-12 21:18:51 +02:00
3902c86407
Add unit test for variance decomposition
2015-10-12 20:42:02 +02:00
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
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
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
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
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
276c34f394
Revert "Temporarily removed an integration test."
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This reverts commit 7b2ccc5a52
2015-10-08 21:53:22 +02:00
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
38059daccf
Added integration test.
2015-10-07 12:20:40 +02:00
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
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
7e41cc170b
test suite: add rule for text files
2015-10-05 12:30:01 +02:00
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
d7d8af34a0
preprocessor: remove create_timing_csv.sh (moved to testsuite.git)
2015-09-21 10:59:20 +02:00
c6e75df544
test suite: save timing info for graphs. #298
2015-09-11 15:24:05 +02:00
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
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
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
71fd7730f0
Add unit test for Ramsey policy that checks correctness with analytical results
2015-09-08 13:47:54 +02:00
752bc543b4
Add unit test for correctness of discretionary policy
2015-08-30 12:03:43 +02:00
f80f0f9258
Add capacities for rolling window estimation
2015-08-25 15:37:25 +02:00
35bd2ed5d0
Add unit test for model_comparison
2015-08-13 17:49:14 +02:00
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
1134e34caa
Add unit test for posterior sampling with morris and rmse
2015-08-06 12:28:51 +02:00
30b277e6af
Fix filename in unit test
2015-07-31 22:55:21 +02:00
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
02bd634046
Add unit test for prior/posterior function
2015-07-28 15:37:01 +02:00
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
244462adb6
Add unit test for disallowing mixed ML/Bayesian estimation
2015-07-23 14:44:26 +02:00
9f21d2724f
Add unit tests for dealing with multiple leads and lags
2015-07-23 14:05:58 +02:00
b159d4227c
Fix wrong name of unit test in Makefile.am and make name more expressive
2015-07-20 21:17:44 +02:00
80253835a7
Merge pull request #738 from JohannesPfeifer/Kalman
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Kalman
2015-07-20 15:02:40 +02:00
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
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
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
1dfb6ea327
Add unit tests for Kalman filter calls from Matlab
2015-07-20 13:10:30 +02:00
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
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
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
af29c078ad
Added integration test (deterministic simulation invoking solve_one_boundary routine).
2015-06-18 14:50:21 +02:00
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
aa4f38b60a
Add unit test to filter out incorrectly accepted steady state
2015-06-08 18:10:57 +02:00
e1aaa1796f
Add unit test for LaTeX eps-loaders
2015-06-08 17:59:56 +02:00
aa4b07610e
Add unit test for TaRB MH-algorithm
2015-06-08 16:48:58 +02:00
e7bf0672f5
Add unit test for relative_irf option
2015-06-08 16:39:08 +02:00
fe221bbc42
Add/adapt unit test for conditional forecasts with initval and histval blocks
2015-06-08 16:12:37 +02:00
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
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
0c9937f33c
Add unit test for ML with morris
2015-06-05 20:50:29 +02:00
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
2aa341f730
Add unit test for diffuse filter in identification
2015-06-05 16:42:43 +02:00
fe398e5b0d
Renamed two integration tests (appended _xfail).
2015-06-03 12:24:28 +02:00
1614805c17
Added missing dependency (testsuite).
2015-06-01 18:21:30 +02:00
ad8586f87c
Removed integration tests estimation/{fs2000_mc4.mod, fs2000_mc4_mf.mod}.
2015-06-01 16:42:02 +02:00
5b0be85ba8
Removed integration tests estimation/{fs2000_mc6.mod, fs2000_mc6_mf.mod}.
2015-06-01 16:42:02 +02:00
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(Charybdis)
Johannes Pfeifer
Marco Ratto
Houtan Bastani
Michel Juillard
Johannes Pfeifer