Commit Graph

951 Commits (b4e2f38b6c1977c143ffa7d504cc9d2360ff2b4a)

Author SHA1 Message Date
Houtan Bastani 8edea5edb0 octave only supports .xlsx Excel extension (no longer supports .xls extension). #1293 2016-09-27 16:00:34 +02:00
Houtan Bastani daa77a7a68 test suite: add .mod file name to execution command to see which test is running in top 2016-09-27 10:55:03 +02:00
Houtan Bastani d4f5977380 test suite: when saving use .mat file extension because Octave doesn’t add it by default 2016-09-23 18:49:51 +02:00
Houtan Bastani 99d7b2b8b2 test suite: add rules for o.trs left out of 6b2c7c36d4 2016-09-21 16:16:29 +02:00
Houtan Bastani aa08138206 test suite: resolve more race conditions 2016-09-21 16:14:59 +02:00
Houtan Bastani 6b2c7c36d4 test suite: resolve race condition in tests/observation_trends_and_prefiltering/MCMC/*.mod 2016-09-21 11:42:13 +02:00
Houtan Bastani fd9c81f0ef test suite: ensure test suite keeps on running even when Octave or Matlab crash. Closes #1069 2016-09-20 17:17:25 +02:00
Marco Ratto e46a3249c0 fixes testsuite for model comparison 2016-09-08 15:45:38 +02:00
Houtan Bastani 71c2bc665a changes in 7d7eb73ba8 were excessive. Can simply add [] around last arguments 2016-08-24 11:56:32 +02:00
Houtan Bastani 7d7eb73ba8 test suite: bug fix: repmat syntax changed in R2013b 2016-08-24 11:11:58 +02:00
Johannes Pfeifer 3fc011a1b2 Adjust unit test for stack_solve_algo=7 to actually trigger different algorithms 2016-08-23 17:28:41 +02:00
Johannes Pfeifer 077917b1f4 dynare_solve: use correct termination criterion with stack_solve_algo=7 2016-08-23 17:28:41 +02:00
Johannes Pfeifer 299d7edf8b Expand stack_solve_algo=7 unit tests to other solve_algo 2016-08-23 17:28:41 +02:00
Johannes Pfeifer 425ada90bb Fix traceplot command in TeX unit test 2016-08-23 17:22:41 +02:00
Johannes Pfeifer 960aeb0d8d Add fast Kalman filter to stationary unit tests 2016-08-22 19:24:35 +02:00
Johannes Pfeifer a7e3ecea63 Add diffuse Kalman filter unit tests 2016-08-22 19:24:35 +02:00
Johannes Pfeifer 06ff0c7bb6 Factorize Kalman filter unit tests 2016-08-22 19:24:35 +02:00
Johannes Pfeifer 69c5575e19 Add smoother checks to Kalman unit tests 2016-08-22 19:24:35 +02:00
Johannes Pfeifer 915b437efc Add correctness check for Kalman filter unit tests 2016-08-22 19:24:35 +02:00
Johannes Pfeifer b201ca4e4b Add proper measurement error to Kalman filter test files 2016-08-22 19:24:35 +02:00
Johannes Pfeifer df8ad833fb Transform automatic loading of optimal_mh_scale_parameter.mat into option scale_file
Closes #503
2016-08-22 16:27:32 +02:00
MichelJuillard d27bbe667f Merge pull request #1230 from JohannesPfeifer/load_mh_file
Save chain's proposal density and make load_mh_file and mh_recover load it
2016-08-21 16:12:12 +02:00
Houtan Bastani 726ad1b84c build system: add missing dependency in test suite, add missing clean rule 2016-07-29 17:05:51 -04:00
Houtan Bastani c6f84fb98a build system: remove csv file created during check 2016-07-28 17:01:45 -04:00
Houtan Bastani 92200c20ba build system: front load slower tests to make test suite run faster 2016-07-28 16:59:57 -04:00
Michel Juillard 22f49971bc fixing bug in mcp model setup
makes perfect_foresight_problem more efficient
added test case for stack_solve_algo == 7
2016-07-03 10:56:44 +02:00
Johannes Pfeifer 7621ebb5ea Harmonize spelling and function arguments of collect_latex_files.m
All lower caps and no inputs
2016-07-01 19:09:29 +02:00
Johannes Pfeifer 8694617bd0 Add rplot to TeX-test 2016-07-01 19:09:29 +02:00
Stéphane Adjemian (Hermes) c5f8fe7f85 Added integration test for {variables,parameters} partitioning. 2016-06-27 12:10:15 +02:00
Johannes Pfeifer e214ec2976 Allow for parameter_set=mle_mode in conditional_forecast 2016-06-17 00:21:08 +02:00
Johannes Pfeifer 1c420e6056 Allow for parameter_set=mle_mode in shock_decomposition
Required after writing results into oo_.mle_mode for ML estimation
2016-06-17 00:21:08 +02:00
Johannes Pfeifer 5d6d1336ef Enable filter_covariance option in posterior sampling 2016-06-16 12:05:38 +02:00
Stéphane Adjemian (Lupi) b70fe62503 Minor change in user reference manual.
The write_latex_prior_table has not to follow the estimation command but
the estimated_params block.
2016-06-15 17:15:53 +02:00
Johannes Pfeifer e94a698a9b Implement write_latex_prior_table.m
Fixes and replaces write_table_prior.m and uses consistent name. Also includes documentation
2016-06-15 16:47:39 +02:00
Stéphane Adjemian (Lupi) 8b8db6bf38 Updated tests/Makefile clean rule.
Ensure tha we remove all tex, aux, log and eps generated files.
2016-06-15 14:39:38 +02:00
Stéphane Adjemian (Lupi) c9d3db7db2 Changed optimization algorithm in integration test.
mode_compute=9 fails to find a mode with a positive definite hessian
matrix, swithed to mode_compute=8 (Dynare's implementation of the
simplex algorithm).
2016-06-15 14:19:43 +02:00
Stéphane Adjemian (Lupi) 019223f7d6 Removed one (failing) integration test.
fs2000/fs2000_analytical_derivation.mod was almost a duplicate of
analytical_derivates/fs2000_analytical_derivation.mod.

The removed integration test was failing because of the sign of the
hessian matrix. The only significant difference between the two mod
files, was that the removed one did not use the closed form expression
of the steady state.
2016-06-15 12:53:48 +02:00
Johannes Pfeifer 22a205d59a Speed up fs2000_analytic_derivation.mod unit test by using previous mode-file 2016-06-15 00:30:28 +02:00
Johannes Pfeifer 1f433f0c97 Expand fs2000_5.mod unit test to second Hessian computation method 2016-06-15 00:30:28 +02:00
Stéphane Adjemian (Hermes) 2a65e7a85a Merge branch 'master' into johannes-identification-fixes 2016-06-14 18:17:36 +02:00
Stéphane Adjemian (Hermes) be08d2f65d Prevent testsuite to freeze if latex compilation fails.
Added -interaction=batchmode option.
2016-06-14 17:09:00 +02:00
Johannes Pfeifer b3877b3a9e Save chain's proposal density and make load_mh_file and mh_recover load it
Closes #504
2016-06-14 15:09:05 +02:00
Stéphane Adjemian (Hermes) 5814ae32e8 Updated README file in tests/julia/rbc subfolder. 2016-06-14 13:56:59 +02:00
Johannes Pfeifer faab010753 Change file ending from TeX to tex to prevent problems on Linux
Related to b454c28096
2016-06-14 12:13:48 +02:00
Johannes Pfeifer 59cbee2b56 Provide output on posterior variance decomposition
Closes #1219
2016-06-14 11:53:38 +02:00
Johannes Pfeifer c7472a5020 Add some TeX names to ls2003.mod 2016-06-14 11:52:49 +02:00
Johannes Pfeifer 42f47e0f55 Correctly indent filt_mc_.m 2016-06-14 11:52:49 +02:00
Johannes Pfeifer 9b82c72e4f Remove global options structure from dyntable 2016-06-14 11:52:17 +02:00
Johannes Pfeifer 06a8eeeea7 Speed up runtime of ls2003.mod by reducing number of MC samples 2016-06-14 11:52:17 +02:00
Johannes Pfeifer ab378138c2 Add unit test for correlated errors and TeX-Output 2016-06-14 11:52:17 +02:00