8d84d0b38b
Add 'tests/pac/' from commit '72dda0e3ebdb46b741e484f2e2f2155d02c59815'
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git-subtree-dir: tests/pac
git-subtree-mainline: 0f3678ec4a72dda0e3eb
2018-09-06 23:35:53 +02:00
5ea0c8098b
Ensure that the ordering of the trend variables is consistent...
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... With the ordering of the EC variables.
2018-09-03 17:35:59 +02:00
0080055469
Activate integratiion test on VAR_MODEL and TREND_COMPONENT_MODEL.
2018-08-30 12:07:58 +02:00
8276acb55f
Added integration tests for TREND_COMPONENT model.
2018-08-30 12:02:48 +02:00
7bcc5b9f42
Added integration tests for VAR_MODEL.
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Check the AR matrices.
2018-08-29 17:43:35 +02:00
7cf4dc751e
Fixed integration test.
2018-08-28 11:08:40 +02:00
83c9b0d5b6
Make rool for trend_component_model in var_expectation.
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Not yet working, a bug in the preprocessor remains to be fixed. The
preprocessor does not create the correct number of reduced form parameters
for VAR_EXPECTATION when the auxiliary model is a trend component model,
because it ignores the fact that the model has to be rewritten in levels.
2018-08-27 14:37:26 +02:00
6ec9758313
update var_expectation code and tests for change in field name
2018-08-23 10:38:39 +02:00
349cd25b8a
Added an integration test for VAR_EXPECTATION_MODEL.
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+ small cosmetic changes.
2018-08-09 09:05:39 +02:00
f8f8ce5120
Added integration tests for VAR_EXPECTATION_MODEL.
2018-08-08 22:58:27 +02:00
c28c8187e8
Fixed typo.
2018-08-08 16:23:15 +02:00
c9a38c4de7
Merge branch 'master' into ecb-master
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Fixed conflicts:
- tests/run_block_byte_tests_octave.m
2018-08-04 21:08:08 +02:00
d03cc56587
solve_algo=7 and stack_solve_algo=2 are now allowed under Octave
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The gmres() function has been implemented (actually since Octave 3.4.1!).
2018-08-02 15:20:39 +02:00
fda021855c
Fix forecast command with deterministic exogenous and linear option
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Closes #1608
2018-08-02 14:20:51 +02:00
a144aad150
Merge branch 'master' into ecb-master
2018-07-27 09:47:22 +02:00
0da4aefd99
Update preprocessor submodule with macroprocessor refactoring
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By the way, add new tests for the macroprocessor.
2018-07-25 18:51:38 +02:00
7d7449c775
Merge branch 'master' into ecb-master
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Fixed conflicts:
matlab/modules/dseries
2018-07-23 17:05:30 +02:00
3dcd8fc9f5
Added preprocessor unit tests (on the fly declarations of types).
2018-07-19 23:51:37 +02:00
5f8b2c5a77
Revert "modify on-the-fly example to accept variables declared in equation tag"
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This reverts commit 8ff8d787e8
2018-07-19 19:08:07 +02:00
9c3ce0350d
Replace LMMCP test with another one that converges
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Incidentally the new one takes far less time, especially on Octave.
2018-07-18 17:52:44 +02:00
ff676f5505
Gracefully fail when Octave crashes in a *.m test
2018-07-13 17:22:27 +02:00
8ff8d787e8
modify on-the-fly example to accept variables declared in equation tag
2018-07-11 14:45:32 +02:00
85a585c73e
Merge branch 'master' into ecb-master+folder
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Fixed conflicts in:
tests/block_bytecode/run_ls2003.m
2018-07-10 10:18:55 +02:00
0d4a677526
Added comments in example.
2018-07-09 20:30:38 +02:00
01d5a13082
preprocessor: submodule update: on-the-fly variable declaration in equation tags
2018-07-09 15:36:49 +02:00
b2c554623f
Various fixes related to the new layout of generated files
2018-06-28 18:14:40 +02:00
a1b8bd39b2
Move the location of various generated files on the filesystem
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- M and MEX files are now under +${MODELNAME}/
- bytecode, C source and JSON now under ${MODELNAME}/model/
2018-06-27 17:03:39 +02:00
c7fe3770df
Merge branch 'master' into ecb-master
2018-06-11 15:35:24 +02:00
1e5fab3881
Fix tests for stack_solve_algo=7
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Completes commit db0cf1b8ea#1616 .
2018-06-08 10:29:53 +02:00
db0cf1b8ea
Add unit tests for perfect foresight simulations with exogenous leads and lags
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Closes #1616
2018-06-07 20:46:30 +02:00
e9c631de7d
Merge branch 'master' into ecb-master
2018-06-07 18:47:36 +02:00
79484607a7
Fix various issues with stack_solve_algo=7 and lags on exogenous > 1
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Complete the fix started in 8913791ff0
2018-06-07 16:14:02 +02:00
6f6ef8fb30
Merge branch 'master' into ecb-master
2018-06-05 18:47:55 +02:00
fec0947c7b
Testsuite: clean files generated by move to temporary terms array
2018-06-04 18:08:28 +02:00
2dd940dc1a
datatomfile: Consistently replace char by cell arrays
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Required after 7be8f10e0e
2018-06-04 11:56:43 +02:00
30310bc7b4
Merge branch 'master' into ecb-master
2018-06-01 16:02:30 +02:00
1c9e186d57
Updated tests for nonlinear filters.
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(cherry picked from commit e2cf2260dbd5cceeade11f0617ab33de2f8ee72b)
2018-06-01 12:13:54 +02:00
e62c2272b4
Merge remote-tracking branch 'github/master' into ecb-master
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Fixed conflicts:
matlab/modules/dates
2018-05-16 17:32:39 +02:00
f53be721c1
Added new option mh_tune_jscale.
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Works only with the Random Walk Metropolis Hastings algorithm.
Closes #1598
2018-05-16 16:37:22 +02:00
7f3120eb2e
preprocessor: submodule update; introduction of on-the-fly variable declaration
2018-03-20 16:43:06 +01:00
85b88e133b
Fixed integration tests related to the simulation of backward models.
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Use the histval interface for setting the initial conditions.
2018-03-12 09:47:06 +01:00
d96aca093e
Fixes for julia 0.6.x.
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Updated the preprocessor module (adds new static and dynamic routines which
only return the jacobian).
2018-03-10 16:05:14 +01:00
6a6d21ef41
Fixed unit test (forecasts for backward models).
2018-02-28 15:34:19 +01:00
0617f58a14
Merge remote-tracking branch 'origin/master' into ecb-master
2018-02-26 18:17:30 +01:00
d9c5df4029
remove useless lines in tests
2018-02-22 14:36:42 +01:00
04ce089164
test suite: modify reporting test following dseries move to new MATLAB classes
2018-02-16 14:19:08 +01:00
3a052f500c
Merge branch 'master' into ecb-master
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Fixed conflict in dseries submodule.
2018-02-10 12:53:34 +01:00
dde1acd18d
Make fast_realtime accept observation as input
2018-01-26 18:23:49 +01:00
a002388fd0
add tags to equations in test file
2018-01-17 16:17:15 +01:00
82a01c251e
surgibbs: add thinning option
2018-01-12 14:43:39 +01:00
Stéphane Adjemian(Charybdis)
Stéphane Adjemia (Scylla)
Houtan Bastani
Sébastien Villemot
Johannes Pfeifer
Frédéric Karamé