Commit Graph

245 Commits (8fb08096b2229bfc565a46bbc8f155f5a7b282d5)

Author SHA1 Message Date
Johannes Pfeifer a708037feb Unit test checking correctness of decision rules against results from Dynare 4.3.2
Detects problems as the unnoticed one introduced by caa04fb251
2015-07-31 17:45:32 +02:00
MichelJuillard d82524ad1d Merge pull request #987 from JohannesPfeifer/mixed_estimation
Prevent mixed ML/Bayesian estimation
2015-07-23 15:57:03 +02:00
Johannes Pfeifer 244462adb6 Add unit test for disallowing mixed ML/Bayesian estimation 2015-07-23 14:44:26 +02:00
Johannes Pfeifer 9f21d2724f Add unit tests for dealing with multiple leads and lags 2015-07-23 14:05:58 +02:00
Johannes Pfeifer b159d4227c Fix wrong name of unit test in Makefile.am and make name more expressive 2015-07-20 21:17:44 +02:00
MichelJuillard 80253835a7 Merge pull request #738 from JohannesPfeifer/Kalman
Kalman
2015-07-20 15:02:40 +02:00
MichelJuillard f94910173d Merge pull request #937 from JohannesPfeifer/graph_fix
Various fixes related to graphs and eps-TeX-loaders
2015-07-20 14:36:20 +02:00
MichelJuillard 2269b38465 Merge pull request #740 from JohannesPfeifer/relative_irf
Fix and document relative_irf
2015-07-20 14:20:00 +02:00
MichelJuillard e174f5f00a Merge pull request #726 from JohannesPfeifer/steady_linear
Prevent incorrect steady state from being accepted if model is not truly linear
2015-07-20 14:06:03 +02:00
Johannes Pfeifer 1dfb6ea327 Add unit tests for Kalman filter calls from Matlab 2015-07-20 13:10:30 +02:00
MichelJuillard ce3dc068c3 Merge pull request #692 from JohannesPfeifer/imcforecast
Account for initial values when making conditional forecasts
2015-07-20 10:18:43 +02:00
Stéphane Adjemian (Charybdis) caaabe9436 Added integration test for the linear_approximation option in
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
Stéphane Adjemian 71700dff76 Merge pull request #942 from JohannesPfeifer/TaRB_integration
Integrate the TaRB-algorithm into Dynare
2015-06-19 14:30:56 +02:00
Stéphane Adjemian (Charybdis) af29c078ad Added integration test (deterministic simulation invoking solve_one_boundary routine). 2015-06-18 14:50:21 +02:00
Stéphane Adjemian 3fd010ff91 Merge pull request #957 from JohannesPfeifer/fs2000_steady_state
Update unit tests to use correct steady state files
2015-06-18 14:25:01 +02:00
Johannes Pfeifer aa4f38b60a Add unit test to filter out incorrectly accepted steady state 2015-06-08 18:10:57 +02:00
Johannes Pfeifer e1aaa1796f Add unit test for LaTeX eps-loaders 2015-06-08 17:59:56 +02:00
Johannes Pfeifer aa4b07610e Add unit test for TaRB MH-algorithm 2015-06-08 16:48:58 +02:00
Johannes Pfeifer e7bf0672f5 Add unit test for relative_irf option 2015-06-08 16:39:08 +02:00
Johannes Pfeifer fe221bbc42 Add/adapt unit test for conditional forecasts with initval and histval blocks 2015-06-08 16:12:37 +02:00
Johannes Pfeifer ad66a7bb35 Account for initial values when making conditional forecasts
- 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
Johannes Pfeifer 0104f91f4b Replace initval blocks by steady_state_model blocks in fs2000 unit tests
Speeds up estimation
2015-06-07 17:11:39 +02:00
Johannes Pfeifer 0c9937f33c Add unit test for ML with morris 2015-06-05 20:50:29 +02:00
Johannes Pfeifer fbaf27493c Add unit tests for correctness of identification results when only standard deviations are estimated
Compares results for standard deviations specified with varexo to results when specified as deep parameter
2015-06-05 18:23:47 +02:00
Johannes Pfeifer 2aa341f730 Add unit test for diffuse filter in identification 2015-06-05 16:42:43 +02:00
Stéphane Adjemian (Hermes) fe398e5b0d Renamed two integration tests (appended _xfail). 2015-06-03 12:24:28 +02:00
Stéphane Adjemian (Hermes) 1614805c17 Added missing dependency (testsuite). 2015-06-01 18:21:30 +02:00
Stéphane Adjemian (Hermes) ad8586f87c Removed integration tests estimation/{fs2000_mc4.mod, fs2000_mc4_mf.mod}. 2015-06-01 16:42:02 +02:00
Stéphane Adjemian (Hermes) 5b0be85ba8 Removed integration tests estimation/{fs2000_mc6.mod, fs2000_mc6_mf.mod}. 2015-06-01 16:42:02 +02:00
Michel Juillard c22d31330c Adding 'ramsey_constraints' block to declare contraints for Ramsey
problems. Note that LMMCP (solve_algo=10) still doesn't work in all cases.
2015-05-31 12:18:20 +02:00
Stéphane Adjemian (Hermes) 19286d850b Changed colours. 2015-05-18 18:31:49 +02:00
Johannes Pfeifer 770ac5a4c8 Delete whitespace in Makefile.am that crashes autoreconf 2015-05-12 14:31:59 +02:00
Stéphane Adjemian 9d8823dd73 Merge pull request #932 from JohannesPfeifer/t_dist
Unit test and cosmetic changes for t-distribution
2015-05-10 23:29:17 +02:00
Johannes Pfeifer cf5a36a1a8 Fix typos Makefile.am
Prevents test suite from running
2015-05-10 21:44:36 +02:00
Johannes Pfeifer 787f6d37c2 Add unit test for t-distribution as proposal density 2015-05-10 10:06:22 +02:00
Johannes Pfeifer de427b77f2 Add unit test for differentiate_forward_vars
Closes #727
2015-05-09 22:36:19 +02:00
Johannes Pfeifer 120946dfb3 Add unit test for deterministic simulations with several leads and lags
Tests #617
2015-05-09 08:13:22 +02:00
Stéphane Adjemian f9f763878c Merge pull request #907 from JohannesPfeifer/optimizer_unit_tests
Deletes redundant mode_compute tests and moves others to optimizers dire...
2015-05-07 15:14:31 +02:00
Stéphane Adjemian ddc7464b9b Merge pull request #911 from JohannesPfeifer/MH_cosmetics
Cosmetic Fixes to Metropolis-Hastings routines
2015-05-07 14:29:27 +02:00
Stéphane Adjemian (Charybdis) 85422a2f7d Added two rules in tests/makefile.am
A mod file distributed in the tests folder can be executed with

~$ make ramst.o.drs

for Octave, or

~$ make ramst.m.drs

for Matlab. The new rules call %.m.trs or %.o.trs and display the
generated log file.
2015-04-30 16:23:15 +02:00
Stéphane Adjemian (Charybdis) 21870b39e8 Cosmetic. Changed colored output. 2015-04-30 13:59:38 +02:00
Stéphane Adjemian (Charybdis) a2d0550764 Cosmetic changes. Nicer output for the testsuite (with colors depending on the results). 2015-04-28 13:02:39 +02:00
Johannes Pfeifer d7293b110a Add unit test for mh_recover option 2015-04-25 19:28:58 +02:00
Johannes Pfeifer f6c29d9eb4 Deletes redundant mode_compute tests and moves others to optimizers directory
Closes #888
2015-04-24 09:42:23 +02:00
Stéphane Adjemian (Charybdis) 1970951d1f Merge branch 'johannes_fix_simulated_annealing_and_other_optimization_related_issues' 2015-04-16 22:31:07 +02:00
Stéphane Adjemian (Charybdis) fff07396d2 Divided tests/optimizers/fs2000.mod into 12 mod files...
Otherwise the execution of the testsuite is not parallelized. Also, added a test for
mode_compute=1 (if fmincon from Mathworks' Optimization toolbox is
available).
2015-04-16 22:26:24 +02:00
Stéphane Adjemian (Charybdis) 31dc863077 Fixed graphic issue in tests/gsa/ls2003a.mod.
We still need to find out why eps format does not work under matlab...
2015-04-16 00:30:52 +02:00
Stéphane Adjemian (Charybdis) a7f0366980 Removed gsa/ls2003a.mod from the test suite (which causes a segmentation fault and breaks the test suite). 2015-04-15 12:31:09 +02:00
Stéphane Adjemian (Charybdis) da2c529ee7 Merge branch 'marco_gsa_fixes' 2015-04-14 15:54:59 +02:00
Stéphane Adjemian (Charybdis) 58641d0efc Added gsa/ls2003a.mod in testuite. 2015-04-14 15:51:50 +02:00