90982d5fa0
Merge pull request #1357 from rattoma/parallel
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Provisions for new node option NumberOfThreadsPerJob. Document option
2017-01-04 23:29:24 +01:00
11962c0a21
Added integration test for nested parenthesis.
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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
6c9a08d7e2
Further adjust tolerance of Octave unit tests
2016-12-28 19:30:24 +01:00
8900b99a74
Add posterior_nograph option to fs2000.mod unit test
2016-12-26 13:11:02 +01:00
c7290a5f03
Document irf_calibration and moment_calibration in the context of estimation
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Also adds unit test. Closes #1318
2016-12-23 12:11:10 +01:00
5e010f57c0
Document different treatment of mh_recover and load_mh_file under Octave
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Also adjusts unit tests accordingly. Closes #1332
2016-12-23 10:47:58 +01:00
2d17ff43a4
fs2000.mod unit test: move setting of Laplace marginal density to appropriate place
2016-12-20 08:40:34 +01:00
2b9779204a
added example for new option NumberOfThreadsPerJob
2016-12-19 23:33:03 +01:00
352786c2b4
load_mh_file: recompute results by default and load on request
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Prevents general overwriting of results in oo_ and having stale results
2016-12-19 19:37:34 +01:00
5515da191a
Add Raftery/Lewis (1992) convergence diagnostics
2016-12-17 17:22:05 +01:00
0f04a0f921
Geweke diagnostics: fix bug in interface that prevents setting the respective options
2016-12-17 17:22:05 +01:00
ab2a4f574b
Merge pull request #1342 from JohannesPfeifer/univariate_diffuse_test
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Trigger computation of state uncertainty in unit test
2016-12-17 17:18:58 +01:00
060ecceede
test suite: reporting: fix bug
2016-12-12 16:53:57 +01:00
c2e5d5c2c2
Changed calibration.
2016-12-06 23:34:11 +01:00
b43ef94e7b
Cosmetic change.
2016-12-06 23:26:31 +01:00
535fa1a721
Added integration test...
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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
6fd715a3b8
adding simul_backward and simul_backward_linear
2016-12-05 16:17:14 +01:00
4689805e98
Added integration tests for the simulation of stochastic backward models.
2016-12-01 23:22:08 +01:00
cacd60814b
Revert "test suite: change related to b5f0621f02. revert when new Octave is released"
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This reverts commit 0b6588c932
2016-11-29 14:47:27 +01:00
b85267e03c
fixed typo in Makefile.am
2016-11-24 10:00:34 +01:00
80eeee697d
diffuse_filter: add test for compute_Pinf_Pstar
2016-11-23 20:52:57 +01:00
8ce3d2c936
Trigger computation of state uncertainty in unit test
2016-11-23 10:50:31 +01:00
31d2c7e332
Merge pull request #1324 from JohannesPfeifer/kalman
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Three bugfixes for missing_DiffuseKalmanSmootherH1_Z.m that led to wrong results
2016-11-13 19:13:10 +01:00
7831dccd2a
Transform save_tmp_file into an option and change defaults
2016-11-04 19:56:55 +01:00
985fce4955
Revert "Reverted merge of pr#1323."
2016-11-04 12:10:10 +01:00
4532d13fd3
Merge pull request #1295 from JohannesPfeifer/stochastic_singularity
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Stochastic singularity
2016-11-04 10:56:50 +01:00
3ebc982b02
Add state_uncertainty to Bayesian smoother
2016-11-04 09:23:55 +01:00
98cf1bfc1d
Add smoothed state uncertainty to Kalman smoother routines
2016-11-04 09:23:55 +01:00
b069241d18
Merge pull request #1217 from JohannesPfeifer/qz_estimation
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Make sure diffuse_filter triggers qz_criterium>1
2016-11-04 06:47:17 +01:00
a60f5a81fe
Reverted merge of pr#1323.
2016-11-03 23:09:31 +01:00
b2954b4103
Add bvar_irf to unit test
2016-11-03 17:22:44 +01:00
5fe79aeda2
Add unit test for qz_criterium
2016-10-27 20:16:43 +02:00
2499a13e5a
test suite: add stats directory for stats tests so that those functions are called instead of the built in octave functions
2016-10-25 18:13:07 +02:00
7370d49792
test suite: suppress dynare_config output
2016-10-25 16:31:33 +02:00
0b6588c932
test suite: change related to b5f0621f02. revert when new Octave is released
2016-10-25 16:31:33 +02:00
7dafeb2bc8
test suite: fix bug introduced in f5f71ca838
2016-10-24 12:56:26 +02:00
764d2e6ba5
test suite: use dynare_config instead of calling dynare on non_existant_mod_file.mod to set up paths
2016-10-24 11:39:54 +02:00
f5f71ca838
test suite: load Octave packages potentially needed when running test suite
2016-10-21 17:40:27 +02:00
4a1ad80747
test suite: add license/copyright info
2016-10-19 15:12:44 +02:00
22a5739eb7
test suite: don't use when running octave test
2016-10-19 15:11:30 +02:00
d045fc65a5
test suite: remove ‘exit;’ causes octave 4.2.0 rc2 to terminate with uncaught exception of type octave::exit_exception
2016-10-18 15:04:03 +02:00
e953b16d4a
Add correctness check for trigonometric functions to use_dll test
2016-10-16 13:54:29 +02:00
b5f0621f02
test suite: workaround for bug in Octave 4.2.0-rc2 https://savannah.gnu.org/bugs/?49334
2016-10-13 15:30:05 +02:00
22b20eee96
Widen tolerance of trend unit tests under Octave
2016-10-06 21:01:35 +02:00
1da488db52
Add test case for stochastic singularity
2016-10-02 12:56:04 +02:00
f553f893c6
Make sure qz_criterium being reset by evaluate_smoother.m does not affect subsequent commands
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- adds diffuse_filter as option of calib_smoother
- adds test case for calib_smoother with diffuse_filter
2016-10-02 10:51:47 +02:00
8edea5edb0
octave only supports .xlsx Excel extension (no longer supports .xls extension). #1293
2016-09-27 16:00:34 +02:00
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
d4f5977380
test suite: when saving use .mat file extension because Octave doesn’t add it by default
2016-09-23 18:49:51 +02:00
99d7b2b8b2
test suite: add rules for o.trs left out of 6b2c7c36d4
2016-09-21 16:16:29 +02:00
aa08138206
test suite: resolve more race conditions
2016-09-21 16:14:59 +02:00
6b2c7c36d4
test suite: resolve race condition in tests/observation_trends_and_prefiltering/MCMC/*.mod
2016-09-21 11:42:13 +02:00
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
e46a3249c0
fixes testsuite for model comparison
2016-09-08 15:45:38 +02:00
71c2bc665a
changes in 7d7eb73ba8 were excessive. Can simply add [] around last arguments
2016-08-24 11:56:32 +02:00
7d7eb73ba8
test suite: bug fix: repmat syntax changed in R2013b
2016-08-24 11:11:58 +02:00
3fc011a1b2
Adjust unit test for stack_solve_algo=7 to actually trigger different algorithms
2016-08-23 17:28:41 +02:00
077917b1f4
dynare_solve: use correct termination criterion with stack_solve_algo=7
2016-08-23 17:28:41 +02:00
299d7edf8b
Expand stack_solve_algo=7 unit tests to other solve_algo
2016-08-23 17:28:41 +02:00
425ada90bb
Fix traceplot command in TeX unit test
2016-08-23 17:22:41 +02:00
960aeb0d8d
Add fast Kalman filter to stationary unit tests
2016-08-22 19:24:35 +02:00
a7e3ecea63
Add diffuse Kalman filter unit tests
2016-08-22 19:24:35 +02:00
06ff0c7bb6
Factorize Kalman filter unit tests
2016-08-22 19:24:35 +02:00
69c5575e19
Add smoother checks to Kalman unit tests
2016-08-22 19:24:35 +02:00
915b437efc
Add correctness check for Kalman filter unit tests
2016-08-22 19:24:35 +02:00
b201ca4e4b
Add proper measurement error to Kalman filter test files
2016-08-22 19:24:35 +02:00
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
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
726ad1b84c
build system: add missing dependency in test suite, add missing clean rule
2016-07-29 17:05:51 -04:00
c6f84fb98a
build system: remove csv file created during check
2016-07-28 17:01:45 -04:00
92200c20ba
build system: front load slower tests to make test suite run faster
2016-07-28 16:59:57 -04:00
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
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
8694617bd0
Add rplot to TeX-test
2016-07-01 19:09:29 +02:00
c5f8fe7f85
Added integration test for {variables,parameters} partitioning.
2016-06-27 12:10:15 +02:00
e214ec2976
Allow for parameter_set=mle_mode in conditional_forecast
2016-06-17 00:21:08 +02:00
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
5d6d1336ef
Enable filter_covariance option in posterior sampling
2016-06-16 12:05:38 +02:00
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
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
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
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
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
22a205d59a
Speed up fs2000_analytic_derivation.mod unit test by using previous mode-file
2016-06-15 00:30:28 +02:00
1f433f0c97
Expand fs2000_5.mod unit test to second Hessian computation method
2016-06-15 00:30:28 +02:00
2a65e7a85a
Merge branch 'master' into johannes-identification-fixes
2016-06-14 18:17:36 +02:00
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
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
5814ae32e8
Updated README file in tests/julia/rbc subfolder.
2016-06-14 13:56:59 +02:00
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
59cbee2b56
Provide output on posterior variance decomposition
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Closes #1219
2016-06-14 11:53:38 +02:00
c7472a5020
Add some TeX names to ls2003.mod
2016-06-14 11:52:49 +02:00
42f47e0f55
Correctly indent filt_mc_.m
2016-06-14 11:52:49 +02:00
9b82c72e4f
Remove global options structure from dyntable
2016-06-14 11:52:17 +02:00
06a8eeeea7
Speed up runtime of ls2003.mod by reducing number of MC samples
2016-06-14 11:52:17 +02:00
ab378138c2
Add unit test for correlated errors and TeX-Output
2016-06-14 11:52:17 +02:00
e06bb9e057
Adjust ident_unit_root.mod to reflect change in unit root treatment introduced in #1191
2016-06-14 11:51:14 +02:00
b454c28096
fix latex compilation on linux. #1207
2016-06-14 11:37:16 +02:00
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
9ca893ca1d
Added routines for steady state computation (julia).
2016-06-14 11:21:23 +02:00
Stéphane Adjemian
Johannes Pfeifer
Marco Ratto
Houtan Bastani
Michel Juillard
Michel Juillard