Houtan Bastani
41155369ac
Merge pull request #955 from JohannesPfeifer/identification_fixes
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Various fixes to GSA and Identification
2015-06-08 10:17:24 +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
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Compares results for standard deviations specified with varexo to results when specified as deep parameter
2015-06-05 18:23:47 +02:00
Stéphane Adjemian (Lupi)
398718d48f
Revert "Load xls file instead of xlsx file in tests/recursive/ls2003_bayesian_xls.mod (Octave testsuite)."
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This reverts commit 0fb612fad1
.
2015-06-05 17:14:20 +02:00
Stéphane Adjemian (Lupi)
0fb612fad1
Load xls file instead of xlsx file in tests/recursive/ls2003_bayesian_xls.mod (Octave testsuite).
2015-06-05 16:49:09 +02:00
Johannes Pfeifer
2aa341f730
Add unit test for diffuse filter in identification
2015-06-05 16:42:43 +02:00
Stéphane Adjemian (Karaba)
1658e5b997
Exclude recursive/ls2003_bayesian_xls.mod from testsuite if Octave version is less than 3.8 (problem for reading xls files).
2015-06-05 16:33:53 +02:00
Stéphane Adjemian (Hermes)
7a93e93f94
Fixed bug in testsuite (Octave).
2015-06-05 14:22:36 +02:00
Houtan Bastani
b1dce40284
fix typo
2015-06-05 10:49:01 +02:00
Michel Juillard
c782ca3686
adding occbin original files from 20140630
2015-06-04 14:18:46 +02:00
Stéphane Adjemian (Hermes)
eb28122cfa
Removed graphical output from integration test simul/simul_ZLB_purely_forward_no_solution.mod.
2015-06-04 12:28:58 +02:00
Stéphane Adjemian (Hermes)
fe398e5b0d
Renamed two integration tests (appended _xfail).
2015-06-03 12:24:28 +02:00
Stéphane Adjemian (Hermes)
3a5b221dde
Reduced the number of periods in integration tests for Extended Path.
2015-06-03 08:26:23 +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
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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)
b7f8fb5710
Removed e_f from shocks (declared but unused in the model block).
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=> Removed the first test (calibrated covariance of structural
shocks). We probably want to put it back, but need to change
the model for that (by adding e_f in the model).
2015-05-29 12:19:54 +02:00
Stéphane Adjemian (Hermes)
d3ce3aaca5
Removed e_f from shocks and estimated_params block (declared but not used in the model).
2015-05-29 12:13:49 +02:00
Stéphane Adjemian (Hermes)
60c18a0cef
Fixed typo.
2015-05-29 12:06:08 +02:00
Stéphane Adjemian (Hermes)
5fea7a4049
Fixed typos.
2015-05-29 11:52:04 +02:00
Frédéric Karamé
88ebafc363
Fixes typos.
2015-05-28 14:37:48 +02:00
Frédéric Karamé
a97cc09962
Simplification of the mod file.
2015-05-28 11:54:55 +02:00
Stéphane Adjemian (Hermes)
e4f3ff664c
Use macros and data command in tests/particle/dsge_base2.mod.
2015-05-27 18:09:03 +02:00
Stéphane Adjemian (Hermes)
ccd4e40b49
Merge branch 'master' into rewrite-nonlinear-filters
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Conflicts:
.gitmodules
tests/particle/dsge_base2.mod
2015-05-27 12:18:33 +02:00
Frédéric Karamé
2a5728dd85
last modfile
2015-05-27 12:06:50 +02:00
Frédéric Karamé
b7d40cc714
add three datafiles corresponding to the usual calibration exercise in the literature.
2015-05-27 12:06:50 +02:00
Frédéric Karamé
503356c2e3
clean the dsge_base mod file.
2015-05-27 12:06:50 +02:00
Houtan Bastani
89828e56cc
preprocessor: add proprosal_distribution and student_degrees_of_freedom options to estimation. closes #925
2015-05-19 12:31:22 +02:00
Stéphane Adjemian (Hermes)
19286d850b
Changed colours.
2015-05-18 18:31:49 +02:00
Johannes Pfeifer
0120fc16c1
Cut number of draws in fs2000_student.mod unit test to speed it up
2015-05-12 16:50:35 +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
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Unit test and cosmetic changes for t-distribution
2015-05-10 23:29:17 +02:00
Johannes Pfeifer
cf5a36a1a8
Fix typos Makefile.am
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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
Stéphane Adjemian (Charybdis)
e91d92ba6d
Changed encoding to utf-8.
2015-05-09 22:36:19 +02:00
Johannes Pfeifer
de427b77f2
Add unit test for differentiate_forward_vars
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Closes #727
2015-05-09 22:36:19 +02:00
Johannes Pfeifer
120946dfb3
Add unit test for deterministic simulations with several leads and lags
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Tests #617
2015-05-09 08:13:22 +02:00
Stéphane Adjemian
f9f763878c
Merge pull request #907 from JohannesPfeifer/optimizer_unit_tests
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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
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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
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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
Houtan Bastani
1c25b7ddaa
reporting: update test for fan charts, #867
2015-04-27 18:28:20 +02:00
Houtan Bastani
18e9521450
preprocessor: add dirname option to estimation. closes #910
2015-04-27 11:59:21 +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
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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...
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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.
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We still need to find out why eps format does not work under matlab...
2015-04-16 00:30:52 +02:00