ec69174173
Improvements to particle tests
2021-01-22 21:19:07 +01:00
c9a6637ca5
Testsuite: compatibility fix for MATLAB R2014a
...
Double quotes strings are not supported under older MATLAB versions.
2021-01-19 16:14:25 +01:00
783598bdeb
Testsuite / methods of moments: compatbility fix for MATLAB R2014a
...
MATLAB R2014a does not like some of the variable names that are passed to
table(). Disable that call, as under Octave.
2021-01-19 16:10:40 +01:00
68af1c80fe
Testsuite: cosmetic changes to TeX and debug options
...
– Whenever possible, pass the “tex” option to Dynare commands instead of
fiddling with options_.TeX;
— For the remaining explicit options_.TeX and also for options_.debug,
use a boolean value instead of an integer.
2021-01-19 15:50:14 +01:00
654da6ecb8
Merge branch 'octave_fixes' into 'master'
...
Don't do bgp/solow-1 in Octave
See merge request Dynare/dynare!1780
2021-01-18 11:28:36 +00:00
Stéphane Adjemian (Charybdis)
78a4bca383
Use nonlinear filter.
2021-01-16 17:43:30 +01:00
Stéphane Adjemian (Charybdis)
0f3dd003b7
Run mod files in tests/particle.
2021-01-16 17:42:17 +01:00
ad17b8ec33
Particle filtering: provide more informative error messages in typical problematic cases
...
Also adds test cases
2021-01-15 22:11:20 +01:00
91b0ba64c6
Testsuite: rename all test files that have the name “example.mod”
...
That filename conflicts with Octave’s builtin example() function.
2021-01-15 17:19:41 +01:00
23cb1879e9
Testsuite: fix PAC test filename
2021-01-15 17:19:41 +01:00
0a880825a1
MoM: Testsuite fixes for Octave
2021-01-14 10:04:10 +01:00
a697002a4e
MoM: Gradient-based optimizers can use analytical Jacobian for GMM
...
New option analytic_jacobian for mode_compute 1, 3, and 13
2021-01-14 10:03:39 +01:00
Stéphane Adjemian (Odysseus)
b87690a9f1
Revert "Add tests for matrix notation"
...
This reverts commit 8d4a80956c
2021-01-12 16:47:56 +01:00
Stéphane Adjemian (Odysseus)
0e1c9312e2
Merge remote-tracking branch 'Dynare/master' into enterprise
2021-01-11 11:06:55 +01:00
dabe0ada33
MoM: Add test for optimizers
...
Note that mode_compute=11 and 12 need some fixing
2021-01-07 14:14:13 +01:00
2b554e0511
MoM: cosmetical changes to description of options in testsuite
2021-01-07 13:39:45 +01:00
ba8d5d364d
MoM: Update copyright years
2021-01-07 10:32:35 +01:00
562a9c737f
MoM: Improve testsuite
...
- add Andreasen, Fernandez-Villaverde, Rubio-Ramirez (2017) test models
- move models to dedicated folders
- add `make m/method_of_moments` and `make o/method_of_moments` commands to run testsuite only for method of moments
2021-01-06 14:19:17 +01:00
9c52aec23d
Adjust output of loglinear option to make clear when a logged variable is used
...
- use of function for getting labels will allow to accommodate https://git.dynare.org/Dynare/dynare/-/issues/349
- incidentally fixes a bug in the display of the simulated variance decomposition for observables with measurement error
2020-12-23 13:53:44 +01:00
5deaca993b
Merge branch 'discretion' of git.dynare.org:JohannesPfeifer/dynare
2020-12-22 12:29:38 +01:00
3d912401d5
Testsuite: Octave compatibility fixes in histval_initval_file_unit_tests.m
2020-12-22 12:27:19 +01:00
4b793da2c3
discretionary_policy: allow for non-linear model to be used
2020-12-18 18:22:39 +01:00
eae5e2f029
MoM: Add analytical standard errors for GMM
...
Reset analytic_derivation_mode for steadystate file parameter changes
MoM: Fix GMM analytical standard errors wrong dimensions in autocovs
2020-12-18 16:16:10 +01:00
4cf9f7d1a7
stoch_simul.m: reports second moments based on pruned state space at order=2 when pruning is specified
...
Related to https://git.dynare.org/Dynare/dynare/-/merge_requests/1744
2020-12-17 09:45:28 +01:00
Stéphane Adjemian (Charybdis)
e066556d7a
Added integration test for d8ddd9ef6.
2020-12-07 22:25:54 +01:00
1c0d1409ea
Fix the use of [static]/[dynamic] equations with the “block” option
2020-12-07 16:24:13 +01:00
fdf5bfbb58
Testsuite: cosmetic fix
2020-12-07 15:10:06 +01:00
4cc946842b
Add further Octave 6 test for intersect(…, 'stable')
...
Forgotten in c160d2407
2020-12-04 18:41:53 +01:00
8ba1a15262
Remove outdated Occbin files
2020-12-03 10:50:58 +01:00
c160d24074
Octave 6 implements intersect(…, 'stable')
...
[skip ci]
2020-11-30 18:26:50 +01:00
fcef3ca09f
✅ Don't do bgp/solow in Octave
...
[skip ci]
The levenberg-marquardt algorithm is not available in octave's implementation of fsolve, so we check the verbatim block only in matlab
2020-11-26 17:12:57 +01:00
f27852d1ec
Add test for mshocks block
2020-11-26 15:48:57 +01:00
3c1087a369
Fix for sylvester3a for purely forward-looking models
...
In purely forward-looking models ghx is empty and sylvester3a gives a "Operands to the || and && operators must be convertible to logical scalar values" error, as e becomes a "1×0 empty double row vector" and not a logical.
2020-11-21 09:46:10 +01:00
904296738d
bgp-tests: Octave compatibility fixes
2020-11-19 13:42:35 +01:00
fcb52478e4
Preprocessor: replace exogenous with lead/lags by auxiliary variables in deterministic models
...
Several tests need to be adapted, because they were implicitly making the
assumption that there is no auxiliary variable.
Incidentally, this closes #1731 . This commit therefore also removes the
workaround introduced in 0391dbbeb1
2020-11-09 16:34:12 +01:00
d38a4428cc
Move macro_processor/example1_macro.mod to subfolder
2020-11-02 16:00:03 +01:00
b4f3eb4a1c
Add unit test for ifndef
...
See https://git.dynare.org/Dynare/dynare/-/issues/1747
2020-11-02 16:00:03 +01:00
cf68570813
Testsuite: workaround for glibc bug #19329
...
This bug is causing random crashes in the testsuite on our runners.
See https://sourceware.org/bugzilla/show_bug.cgi?id=19329
(cherry picked from commit f46dfba961
2020-10-23 15:32:07 +02:00
299769c51b
Testsuite/MATLAB: output stderr to log file
...
(cherry picked from commit 2a472a0a6b
2020-10-23 15:32:06 +02:00
f46dfba961
Testsuite: workaround for glibc bug #19329
...
This bug is causing random crashes in the testsuite on our runners.
See https://sourceware.org/bugzilla/show_bug.cgi?id=19329
2020-10-23 12:35:35 +02:00
2a472a0a6b
Testsuite/MATLAB: output stderr to log file
2020-10-22 18:25:42 +02:00
6f415dff61
Testsuite: add missing line continuation symbol in the list of .mod files
...
This was causing some tests to be skipped.
The bug had been introduced e7162a2a69
2020-10-21 16:36:18 +02:00
e21cb1ad6b
LMMCP: fix the purely backward and purely forward cases
...
Closes : #1720
2020-10-21 16:30:40 +02:00
33d8bc55f3
Redisable tests/pac/trend-component-31/example.mod, it is not yet ready (some fixes are needed in the M code)
2020-10-16 18:11:01 +02:00
8e3127d69e
Preprocessor rebase
...
– PAC model: fixes to M_.pac.MODEL.ar (information about autoregressive part)
+ Fix order of items in this structure. Previously, items were ordered
according to the declaration order of parameters. Now, items are order
according to lag order (first lag appears first)
+ Gracefully handle the case where there is no autoregressive part
(Ref. Dynare/preprocessor#52 )
– Block decomposition:
+ bugfix for solve one boundary blocks with mfs>0
+ fix evaluation of recursive variables in solved blocks
(Ref. Dynare/dynare#1726 )
— Fix various potential bugs with model local variable
— Ensure that negative constants are never marked as temporary terms
By the way, activate tests/pac/trend-component-31/example.mod, since it should
now work.
2020-10-16 16:53:26 +02:00
7270f722e4
Activate test for two PAC equations in the same file
2020-10-16 16:30:38 +02:00
71e3e0d49e
Fix extended_path with bytecode
...
By the way, document and enforce the fact that stochastic extended_path (i.e.
order > 0) is not compatible with either bytecode or block.
Closes : #1742
2020-10-14 17:25:58 +02:00
43311a230f
Testsuite: histval_initval_file_unit_tests.m is not a TLS file
2020-10-14 17:16:35 +02:00
8acdb9f7cc
Testsuite: MATLAB R2014a compatibility fixes
2020-10-08 17:26:17 +02:00
e7162a2a69
Block decomposition: new tests for mfs>0
...
Ref. #1726
2020-10-07 19:01:09 +02:00
Johannes Pfeifer
Sébastien Villemot
Willi Mutschler