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976 Commits (80eeee697d13936d2cc6b4a550cf64b20b6e08d8)

Author SHA1 Message Date
Michel Juillard 80eeee697d diffuse_filter: add test for compute_Pinf_Pstar 2016-11-23 20:52:57 +01:00
MichelJuillard 31d2c7e332 Merge pull request #1324 from JohannesPfeifer/kalman 
Three bugfixes for missing_DiffuseKalmanSmootherH1_Z.m that led to wrong results
 2016-11-13 19:13:10 +01:00
Johannes Pfeifer 7831dccd2a Transform save_tmp_file into an option and change defaults 2016-11-04 19:56:55 +01:00
Houtan Bastani 985fce4955 Revert "Reverted merge of pr#1323." 2016-11-04 12:10:10 +01:00
Stéphane Adjemian 4532d13fd3 Merge pull request #1295 from JohannesPfeifer/stochastic_singularity 
Stochastic singularity
 2016-11-04 10:56:50 +01:00
Johannes Pfeifer 3ebc982b02 Add state_uncertainty to Bayesian smoother 2016-11-04 09:23:55 +01:00
Johannes Pfeifer 98cf1bfc1d Add smoothed state uncertainty to Kalman smoother routines 2016-11-04 09:23:55 +01:00
Stéphane Adjemian b069241d18 Merge pull request #1217 from JohannesPfeifer/qz_estimation 
Make sure diffuse_filter triggers qz_criterium>1
 2016-11-04 06:47:17 +01:00
Stéphane Adjemian (Lupi) a60f5a81fe Reverted merge of pr#1323. 2016-11-03 23:09:31 +01:00
Johannes Pfeifer b2954b4103 Add bvar_irf to unit test 2016-11-03 17:22:44 +01:00
Johannes Pfeifer 5fe79aeda2 Add unit test for qz_criterium 2016-10-27 20:16:43 +02:00
Houtan Bastani 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
Houtan Bastani 7370d49792 test suite: suppress dynare_config output 2016-10-25 16:31:33 +02:00
Houtan Bastani 0b6588c932 test suite: change related to b5f0621f02. revert when new Octave is released 2016-10-25 16:31:33 +02:00
Houtan Bastani 7dafeb2bc8 test suite: fix bug introduced in f5f71ca838 2016-10-24 12:56:26 +02:00
Houtan Bastani 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
Houtan Bastani f5f71ca838 test suite: load Octave packages potentially needed when running test suite 2016-10-21 17:40:27 +02:00
Houtan Bastani 4a1ad80747 test suite: add license/copyright info 2016-10-19 15:12:44 +02:00
Houtan Bastani 22a5739eb7 test suite: don't use when running octave test 2016-10-19 15:11:30 +02:00
Houtan Bastani 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
Johannes Pfeifer e953b16d4a Add correctness check for trigonometric functions to use_dll test 2016-10-16 13:54:29 +02:00
Houtan Bastani 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
Johannes Pfeifer 22b20eee96 Widen tolerance of trend unit tests under Octave 2016-10-06 21:01:35 +02:00
Johannes Pfeifer 1da488db52 Add test case for stochastic singularity 2016-10-02 12:56:04 +02:00
Johannes Pfeifer f553f893c6 Make sure qz_criterium being reset by evaluate_smoother.m does not affect subsequent commands 
- 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
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 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
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
Marco Ratto e46a3249c0 fixes testsuite for model comparison 2016-09-08 15:45:38 +02:00
Houtan Bastani 71c2bc665a changes in 7d7eb73ba8 were excessive. Can simply add [] around last arguments 2016-08-24 11:56:32 +02:00
Houtan Bastani 7d7eb73ba8 test suite: bug fix: repmat syntax changed in R2013b 2016-08-24 11:11:58 +02:00
Johannes Pfeifer 3fc011a1b2 Adjust unit test for stack_solve_algo=7 to actually trigger different algorithms 2016-08-23 17:28:41 +02:00
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 
Closes #503
 2016-08-22 16:27:32 +02:00
MichelJuillard d27bbe667f Merge pull request #1230 from JohannesPfeifer/load_mh_file 
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