Commit Graph

1186 Commits (9208bcf049fb968121a88cb76d108a6a19f10e90)

Author SHA1 Message Date
Sébastien Villemot cbf09080f9
Octave compatibility fix 2019-02-25 17:46:40 +01:00
Sébastien Villemot 073f5dd6f7
Fix function header 2019-02-25 15:28:23 +01:00
Sébastien Villemot 1f84bc051d
Under Octave, the "statistics" Forge package is now a requirement
The gamrnd fallback under matlab/missing/stats/ does not work under Octave
because the +gamrnd/ folder is not accessible (it has the same name as the
function, which does not work under Octave).

Instead of fixing this, rather make the statistics toolbox a requirement, since
anyways it is very easy to obtain under Octave.

Accordingly:
- do not try to run the unit tests of matlab/missing/stats/ under Octave
- merge the matlab/missing/stats-matlab/ into matlab/missing/stats/, since this
  directory is now MATLAB-only.

Also:
- move matlab/distributions/+gamrnd/ under matlab/missing/stats/ for
  consistency
- in the manual: remove obsolete link to Octave downloads on the Dynare
  website; update URL of Octave Forge

Closes #1638
2019-02-18 17:41:10 +01:00
Sébastien Villemot 548a6283ca
Testsuite: also move fataltests.m under tests/utils/ 2019-02-17 12:46:26 +01:00
Sébastien Villemot ce70e2a9ca
Testsuite: do not add top-level tests/ directory to the MATLAB/Octave path
This directory is cluttered with so many files that it creates problem (e.g.
dynare-command-options/ramst.mod was broken under Octave because of this).

Move files that have to be found through the path in a utils/ subdirectory.
2019-02-15 18:43:20 +01:00
Sébastien Villemot 9339869942
Octave compatibility fix in solow.mod test
- use optimoptions instead of optimset
- since one can't take the handle of a function in a package, use str2func to
  workaround it

It still does not work, the solver does not converge…
2019-02-15 18:43:19 +01:00
Stéphane Adjemia (Scylla) 3cb3b4aee5
Allow models with leads in bgp.write().
Also added tests to check that we are able to identify the Balanced Growth
Path, note that it does not work with tests/bgp/fs2000.mod.
2019-02-15 16:59:26 +01:00
Sébastien Villemot 9786ce3d07
Testsuite: display full stacktrace on Octave failures 2019-02-14 17:45:40 +01:00
Sébastien Villemot 0b1b365ed3
Testsuite: invert colors (green vs red) for expected failures
I.e. a test that is expected to fail and that actually fails will be displayed
in green. If it actually succeeds, it will be red.
2019-02-14 17:03:35 +01:00
Sébastien Villemot c8f3b5b96c
Various updates to .gitignore files 2019-02-13 16:12:16 +01:00
Stéphane Adjemia (Scylla) 0a084c8fe9
Cosmetic changes.
M_.endo_names and M_.exo_names are cell arrays, no need to use deblank to
remove trailing whitespaces.
2019-02-06 17:27:41 +01:00
Stéphane Adjemian 768555b523 Merge branch 'fixes_4.6' into 'master'
Fixes 4.6

See merge request Dynare/dynare!1641
2019-02-04 10:19:05 +00:00
Stéphane Adjemia (Scylla) b7c60ddf59
Added a routine for writing the problem to be solved to compute the BGP of a model.
- Only works with backward models.
 - Probably doesn't work if the model includes auxiliary variables.
 - Assumes that the trends are multiplicative.
2019-02-04 10:04:33 +01:00
Stéphane Adjemia (Scylla) f7b332efa6
Removed shocks. 2019-02-04 10:04:33 +01:00
Sébastien Villemot 1238fb2071
Remove duplicate test file
Another version is already under tests/trend_var/ directory.
2019-01-31 19:01:41 +01:00
Marco Ratto 8713e46c4e fixed bug with non-increasing time declarations of moment restrictions. Modified example to get more sensible graph of ACF.
(cherry picked from commit b0e7c47a000a679420970f1d05e4f2ed7d60764c)
2019-01-17 09:26:37 +00:00
Houtan Bastani fa7931e125
preprocessor: submodule update 2018-12-19 16:22:59 +01:00
Stéphane Adjemia (Scylla) 70011983e3
Changed test.
Epilogue should also be able to simulate backward models.

[ci skip]
2018-12-17 12:28:55 +01:00
Johannes Pfeifer 32b9853277
Add unit test for correctness of posterior moments 2018-12-15 19:23:05 +01:00
Johannes Pfeifer 0f5940ab1f
kim/kim2.mod: fix inconsistent prior specification 2018-12-15 18:49:53 +01:00
Johannes Pfeifer fec7455555
Make prior.m function account for endogenous prior restrictions 2018-12-15 18:44:53 +01:00
Houtan Bastani 6f3a4ce806
modify epilogue test 2018-12-10 16:31:42 +01:00
Stéphane Adjemia (Scylla) ecad43085c
Added integration test (epilogue block). 2018-12-10 16:16:15 +01:00
Sébastien Villemot 6995e24863
The testsuite can now be run from Windows 2018-11-21 16:21:59 +01:00
Sébastien Villemot 59d4dd185e Merge branch 'ident_test' into 'master'
kim2.mod: trigger case where estim_params_block is not detected

See merge request Dynare/dynare!1638
2018-11-16 17:55:39 +00:00
Sébastien Villemot a7a46a6b75
Add missing file in c407b63e84
Ref Dynare/preprocessor#13
2018-11-16 18:37:20 +01:00
Sébastien Villemot c407b63e84
Update preprocessor submodule + add test
Ref Dynare/preprocessor#13
2018-11-16 18:34:37 +01:00
Johannes Pfeifer 33d35d8fcc kim2.mod: trigger case where estim_params_block is not detected 2018-11-16 17:56:13 +01:00
Stéphane Adjemia (Scylla) 460dba40d7
Added integration test (estimated_params_init). 2018-10-25 10:33:31 +02:00
Stéphane Adjemia (Scylla) d4bfd6c9f0
Another attempt to fix numerical accuracy issues in integration tests. 2018-10-06 21:44:58 +02:00
Stéphane Adjemian (Charybdis) 084b7ac537
Changed optimization algorithm in integration tests.
fs2000_uncorr_ME_missing was failing on some servers due to a numerical
precision issue. It appears that the problem drops off if the smoothed
variables are computed on another point (given by another optimization
algorithm).
2018-10-04 12:02:31 +02:00
Stéphane Adjemian (Charybdis) 03bd2b73e6
Fixed integration test for the automatic tuning of mh_jscale. 2018-10-03 18:21:16 +02:00
Sébastien Villemot c6a17abc72 Testsuite: suppress MATLAB splash screen when generating .m.tls file 2018-10-01 16:40:26 +02:00
Stéphane Adjemian(Charybdis) 76c4df129c
Added integration tests. 2018-09-27 18:58:52 +02:00
Sébastien Villemot 39110b3087 Test for analytical_derivatives: use mode_compute=9
This optimizer seems more robust accross different hardware (with other
optimizers, the algorithm does not converge to a local maximum, e.g. on the
runner "lupi").
2018-09-27 15:05:14 +02:00
Sébastien Villemot 9b4daab8a0 Macro-processor: add comprehensions
- update preprocessor submodule
- add some tests
2018-09-24 18:27:55 +02:00
Sébastien Villemot a03fab76c2 Ensure that test summary is displayed even if there is a test failure 2018-09-14 15:21:39 +02:00
Stéphane Adjemian(Charybdis) 9adad552be Fixed rm argument list too long issue.
(cherry picked from commit d005def67f5d0afb2a99a40a6cd84766ca7dfd9f)
2018-09-13 17:31:24 +02:00
Sébastien Villemot a4c46a8121 tests/Makefile.am: replace PWD by CURDIR, fixes recursive make invocation 2018-09-13 16:43:30 +02:00
Sébastien Villemot 763b0a2392 make check-{matlab,octave} now return a non-zero exit code if there is a failed test 2018-09-13 16:18:41 +02:00
Sébastien Villemot 8ba9918652 Improve style of read_trs_files bash script
The script is now shellcheck-clean.

Incidentally, fix a bug in the counting of xfailed tests when there are several
such tests in a single .mod file.
2018-09-13 16:18:41 +02:00
Sébastien Villemot d03cc56587 solve_algo=7 and stack_solve_algo=2 are now allowed under Octave
The gmres() function has been implemented (actually since Octave 3.4.1!).
2018-08-02 15:20:39 +02:00
Sébastien Villemot fda021855c Fix forecast command with deterministic exogenous and linear option
Closes #1608
2018-08-02 14:20:51 +02:00
Sébastien Villemot 0da4aefd99 Update preprocessor submodule with macroprocessor refactoring
By the way, add new tests for the macroprocessor.
2018-07-25 18:51:38 +02:00
Stéphane Adjemian(Charybdis) 3dcd8fc9f5 Added preprocessor unit tests (on the fly declarations of types). 2018-07-19 23:51:37 +02:00
Stéphane Adjemian(Charybdis) 5f8b2c5a77 Revert "modify on-the-fly example to accept variables declared in equation tag"
This reverts commit 8ff8d787e8.
2018-07-19 19:08:07 +02:00
Sébastien Villemot 9c3ce0350d Replace LMMCP test with another one that converges
Incidentally the new one takes far less time, especially on Octave.
2018-07-18 17:52:44 +02:00
Sébastien Villemot ff676f5505 Gracefully fail when Octave crashes in a *.m test 2018-07-13 17:22:27 +02:00
Houtan Bastani 8ff8d787e8 modify on-the-fly example to accept variables declared in equation tag 2018-07-11 14:45:32 +02:00
Stéphane Adjemian(Charybdis) 0d4a677526 Added comments in example. 2018-07-09 20:30:38 +02:00
Houtan Bastani 01d5a13082 preprocessor: submodule update: on-the-fly variable declaration in equation tags 2018-07-09 15:36:49 +02:00
Sébastien Villemot b2c554623f Various fixes related to the new layout of generated files 2018-06-28 18:14:40 +02:00
Sébastien Villemot a1b8bd39b2 Move the location of various generated files on the filesystem
- 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
Sébastien Villemot 1e5fab3881 Fix tests for stack_solve_algo=7
Completes commit db0cf1b8ea from PR #1616.
2018-06-08 10:29:53 +02:00
Johannes Pfeifer db0cf1b8ea Add unit tests for perfect foresight simulations with exogenous leads and lags
Closes #1616
2018-06-07 20:46:30 +02:00
Sébastien Villemot 79484607a7 Fix various issues with stack_solve_algo=7 and lags on exogenous > 1
Complete the fix started in 8913791ff0.

Change the test case to prevent regressions.
2018-06-07 16:14:02 +02:00
Sébastien Villemot fec0947c7b Testsuite: clean files generated by move to temporary terms array 2018-06-04 18:08:28 +02:00
Johannes Pfeifer 2dd940dc1a datatomfile: Consistently replace char by cell arrays
Required after 7be8f10e0e
2018-06-04 11:56:43 +02:00
Frédéric Karamé 1c9e186d57 Updated tests for nonlinear filters.
(cherry picked from commit e2cf2260dbd5cceeade11f0617ab33de2f8ee72b)
2018-06-01 12:13:54 +02:00
Stéphane Adjemian(Charybdis) f53be721c1 Added new option mh_tune_jscale.
Works only with the Random Walk Metropolis Hastings algorithm.

Closes #1598
2018-05-16 16:37:22 +02:00
Houtan Bastani 7f3120eb2e preprocessor: submodule update; introduction of on-the-fly variable declaration 2018-03-20 16:43:06 +01:00
Stéphane Adjemian(Charybdis) 85b88e133b Fixed integration tests related to the simulation of backward models.
Use the histval interface for setting the initial conditions.
2018-03-12 09:47:06 +01:00
Stéphane Adjemian(Charybdis) d96aca093e Fixes for julia 0.6.x.
Updated the preprocessor module (adds new static and dynamic routines which
only return the jacobian).
2018-03-10 16:05:14 +01:00
Houtan Bastani 04ce089164 test suite: modify reporting test following dseries move to new MATLAB classes 2018-02-16 14:19:08 +01:00
Johannes Pfeifer dde1acd18d Make fast_realtime accept observation as input 2018-01-26 18:23:49 +01:00
Johannes Pfeifer 0d11246c35 Add fast_realtime option to integration test 2018-01-12 09:48:14 +01:00
Stéphane Adjemian (Scylla) 7be8f10e0e Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
Stéphane Adjemian (Charybdis) 2be12bd50d Provide data to integration test.
This test, which is not run by the testsuite, fails.
2017-12-29 13:47:36 +01:00
Johannes Pfeifer a0ea6e3a21 Adjust tolerance of integration test 2017-10-05 11:33:17 +02:00
Johannes Pfeifer a1222a1d1b Implement variance decomposition with measurement error 2017-10-05 11:33:17 +02:00
Johannes Pfeifer f0b9f453e9 Make empirical moments independent of simul_replic by outputting first instead of later replication
Closes #1487
2017-10-04 15:32:28 +02:00
Stéphane Adjemian (Scylla) f284169248 Fixed integration tests related to simulation of backward models. 2017-09-30 16:44:23 +02:00
Johannes Pfeifer 79e510a99e Add integration tests for #1193 and #1510 2017-09-13 10:20:09 +02:00
Johannes Pfeifer 25bf43983f Add write_latex_steady_state_model to collect_latex_files.m 2017-09-01 17:58:25 +02:00
Houtan Bastani 85d00ad267 test suite: remove practicing directory. closes #1500 2017-08-29 17:15:06 +02:00
Houtan Bastani bb3e71646a Merge pull request #1497 from JohannesPfeifer/calib_smoother_test
Add calib_smoother command with parameter_set option to integration
2017-08-29 11:02:34 +02:00
Johannes Pfeifer cfc7413e96 Add calib_smoother command with parameter_set option to integration
Following #1477
2017-08-29 10:52:48 +02:00
Houtan Bastani 6fcc26ce2b test suite: aesthetic fix: remove British English :) 2017-08-29 10:27:49 +02:00
Houtan Bastani 9a3ea53274 test suite: change test to test for existence of files in current directory only 2017-08-29 10:25:39 +02:00
Stéphane Adjemian (Scylla) 32c3beb27d Fixed bug introduced in 7d180e2fcb. 2017-08-16 22:17:20 +02:00
Stéphane Adjemian (Scylla) 7d180e2fcb Renamed integration test (removed capital letters). 2017-08-16 16:08:18 +02:00
Stéphane Adjemian (Scylla) a1c34979f5 Merge branch 'pr#1484' 2017-08-16 11:20:55 +02:00
Johannes Pfeifer fdb24d6a1d Add unit test for sim1_linear.m 2017-08-01 11:36:07 +02:00
Stéphane Adjemian (Scylla) 16e0fca19c Added two examples (forecasts and IRFs in backward models).
(cherry picked from commit 949440ef9c)
2017-07-31 16:32:15 +02:00
Stéphane Adjemian (Scylla) 209e16888d Fixed bug in the integration test added in 45864f414f
Wrong name for the data file. Also reduced the number of chains.
2017-07-24 10:55:49 +02:00
Stéphane Adjemian (Scylla) 9203f9e52f Fixed encondig in the integration test added in 45864f414f. 2017-07-24 10:53:14 +02:00
Stéphane Adjemian (Scylla) 45864f414f Added integration test.
Trend + posterior filtered variables in a model with only one observed variable.
2017-07-23 23:34:49 +02:00
Stéphane Adjemian (Charybdis) 63d6dfccf4 Added the possibility to dynare the dynare command options in the mod file. 2017-06-30 10:16:26 +02:00
Stéphane Adjemian (Charybdis) b81e0cd91e Added json file in the clean rule. 2017-06-28 16:03:52 +02:00
Stéphane Adjemian (Charybdis) 119b5a62f2 Merge branch 'master' into json 2017-06-16 20:03:36 +02:00
Sébastien Villemot 7eaea0c772 Include tests/load_octave_packages.m in the distributed tarball. 2017-06-13 15:50:34 +02:00
Sébastien Villemot 21fa1ec86a Testsuite for octave: remove obsolete workaround. 2017-06-07 17:59:09 +02:00
Stéphane Adjemian 8015144817 Merge pull request #1460 from JohannesPfeifer/hessian_zero
Make sure that reverting to order=1 if Hessian is 0 does not crash ot…
2017-06-04 21:42:52 +02:00
Johannes Pfeifer d75e7278c2 Make sure that reverting to order=1 if Hessian is 0 does not crash other functions
Closes #1453
2017-05-27 19:26:12 +02:00
Stéphane Adjemian (Charybdis) 3c3fc0ace4 Fixed integration test. 2017-05-20 10:15:31 +02:00
Stéphane Adjemian (Charybdis) a53636e24e Fixed copyright notices. 2017-05-16 14:11:15 +02:00
Houtan Bastani 5bae0a8cb1 build system: add clean rule for test suite 2017-04-25 12:24:03 +02:00
Stéphane Adjemian (Charybdis) 19b206338d Fixed tests/dates/fs2000.mod and added in testsuite.
Provides an example showing how to directly pass a dseries object to the data
command for estimation.
2017-04-05 11:44:27 +02:00
Stéphane Adjemian (Charybdis) d43af0e4d7 Fixed wrong spaces/tab in tests/Makefile.am. 2017-04-05 11:44:27 +02:00
Johannes Pfeifer 00299a92c1 Make sure options_.first_obs is properly set 2017-04-05 11:44:27 +02:00