Commit Graph

459 Commits (b4f8532bea4aa5312c676969f0ee01606e2e7055)

Author SHA1 Message Date
Sébastien Villemot 1e9521af0f Add new unit tests to testsuite 2013-08-12 12:14:19 +02:00
Sébastien Villemot 26acc2ec1e Merge pull request #453 from JohannesPfeifer/forward_looking_model_fix
Bugfixes and unit tests for stochastic purely forward-looking models
2013-08-12 03:05:30 -07:00
Johannes Pfeifer 07a05d554e Add unit tests for stochastic simulations of purely forward looking models
Adds one for purely forward looking models and one for purely forward looking model with additional static variable
2013-07-24 23:39:39 +02:00
Johannes Pfeifer 592c2c8f77 Add unit test for shock_decomposition 2013-07-22 19:25:53 +02:00
Houtan Bastani b3cfc330e9 rm graph_format=fig for Octave compatibility 2013-06-28 10:57:57 +02:00
Sébastien Villemot 17a8db9dee Fix clean rule wrt reporting files 2013-06-26 09:10:58 +02:00
Houtan Bastani 51b43e1ff0 build system bug fix 2013-06-25 16:37:18 +02:00
Houtan Bastani fcba382b48 test: use csv instead of mat file 2013-06-25 10:26:20 +02:00
Houtan Bastani 4cef0a1568 test for reporting 2013-06-24 17:01:00 +02:00
Stéphane Adjemian (Charybdis) 25fd2917f4 Fixed datafile (data_risky_perturb3 is not versioned). 2013-06-18 22:26:27 +02:00
Frédéric Karamé 8820c63f5e Bug fixes. 2013-06-18 16:15:16 +02:00
Sébastien Villemot fd9264627e Reenable test for block with stack_solve_algo=3
Closes #407
2013-06-13 11:02:15 +02:00
Sébastien Villemot 6391a60641 Testsuite: improve decoupling of check-matlab and check-octave rules 2013-06-13 10:41:08 +02:00
Sébastien Villemot 61485ab809 Fix copyright notices 2013-06-12 17:04:46 +02:00
Sébastien Villemot f11c2f2521 Disable test with block and stack_solve_algo=3 under Octave (Ref #407) 2013-05-23 13:10:09 +02:00
Sébastien Villemot bf18eef9dd Fix mangling of lasterror() under Octave 2013-05-23 13:09:42 +02:00
Sébastien Villemot 21b75fac0d Fix incorrect reporting of failed test number 2013-05-23 13:09:00 +02:00
Marco Ratto ab5b922e46 -) fixed bug introduced in commit 66527df;
-) estimation options for data set must be given also when ppost=1 (fix in testsuite);
2013-04-30 11:41:13 +02:00
Sébastien Villemot d219d2b800 Add 3rd order unit test to testsuite 2013-04-25 12:24:29 +02:00
Sébastien Villemot 3d56792124 Compatibility fixes for Octave 2013-04-25 12:22:32 +02:00
Johannes Pfeifer 7e63b562d9 Add unit test for order=3
The unit test uses the policy rules of Fernandez-Villaverde et al.
(2011)'s "Risk matter" derived from Mathematica to compare them to the
Dynare matrices. If the policy functions differ by more than 1e-9, an
error is produced.
2013-04-24 23:12:52 +02:00
Sébastien Villemot 38824dc1e5 Implement tags [static] and [dynamic] for equations
Closes #307
2013-04-11 17:11:35 +02:00
Michel Juillard 39cc313964 removed changes linked with transforming variables to avoid log or
power of negative numbers
2013-04-09 16:35:57 +02:00
Sébastien Villemot 4cab27249c Fix test w.r.t. clean rules 2013-03-29 17:22:43 +01:00
Sébastien Villemot f594c27fd5 Conditional forecast test: remove spurious changes introduced in dfa744fcb3
As a consequence, reactivate the tests
2013-03-26 17:31:34 +01:00
Sébastien Villemot 3c5ce6aab9 Use syntax log_trend_var(log_growth_factor = …) for consistency 2013-03-26 17:10:37 +01:00
Sébastien Villemot e504ea0682 Also ignore TeX files produced with options_.TeX = 1 2013-03-26 16:51:17 +01:00
Sébastien Villemot a0b7178962 Automatic detrending engine can now handle models written in logs (ref. #309)
- new command `log_trend_var'
 - new option `log_deflator' to `var' command
2013-03-26 16:51:17 +01:00
Sébastien Villemot 25269c3c6b Temporarily disable another test which goes into an infinite loop 2013-03-25 12:58:17 +01:00
Sébastien Villemot 3079ad49fa Temporarily disable conditional_forecast tests 2013-03-25 11:18:02 +01:00
Sébastien Villemot d308356a2f Revert "removing tests of conditional forecast that are blocking the test suite"
This reverts commit 8be13512d0.
2013-03-25 10:57:45 +01:00
Michel Juillard 8be13512d0 removing tests of conditional forecast that are blocking the test suite 2013-03-23 21:44:33 +01:00
Stéphane Adjemian a5e9c7bef4 Merge pull request #340 from FerhatMihoubi/master
last commits
2013-03-22 12:37:36 -07:00
Ferhat Mihoubi dfa744fcb3 - adds new files: Evaluate.cc and Evaluate.hh to bytecode 2013-03-22 16:34:50 +01:00
Sébastien Villemot 214ff84429 Incorporate unit test for correlation in measurement errors 2013-03-22 15:01:40 +01:00
Johannes Pfeifer 82c6ff3b1b Merge commit '34fb9f1c62c63e7e4ab41656a7690167449e596f' 2013-03-21 21:22:20 +01:00
Johannes Pfeifer 0311c4add4 Add unit test for correlated measurement error
Tests both ML and Bayesian estimation and test calibrated correlation of
those shocks
2013-03-21 20:51:21 +01:00
Stéphane Adjemian (Charybdis) 865f300032 Make load and save routines for dynSeries objects support tex variable names. 2013-03-21 16:42:10 +01:00
Stéphane Adjemian (Ulysses) 95f36eccb7 Added data file for unitary tests (dynSeries class). 2013-03-14 11:08:34 +01:00
Michel Juillard dd75baa9b4 stochastic extended path: new algorithm with leaner tree, new hybrid
option using second order perturbation correction,
solve_stochastic_perfect_foresight_model.m moves to matlab/ep directory
2013-03-11 16:09:08 +01:00
Michel Juillard bbd95b3a60 adding Ed Herbst fast implementation of the Kalman filter and test
cases with timing. Still needs preprocessor interface (option) and documentation.
2013-02-21 17:47:16 +01:00
Stéphane Adjemian (Charybdis) 241afd1ae5 Removed fs2000_particle from the test suite. 2013-02-05 10:37:11 +01:00
Stéphane Adjemian (Charybdis) d63904ec65 Changed options of the estimation command in fs2000_particle.mod (added optimization of the posterior kernel).
In the end the hessian at the mode has the wrong sign...
2013-02-05 10:37:11 +01:00
Stéphane Adjemian (Charybdis) 2fc7aa7b94 Reduced the number of particles in particle/dsge_base2.mod. 2012-12-21 17:21:07 +01:00
Stéphane Adjemian (Charybdis) bd01669fb9 Fixed crash with particle/dsge_base2.mod in the test suite. 2012-12-21 17:21:07 +01:00
Stéphane Adjemian (Charybdis) c6f3f531b6 Added missing csv file in /tests folder (used by unitary tests in dynSeries class). 2012-12-07 16:43:06 +01:00
Michel Juillard 2c545eaf8b adding test case with lagged exogenous variable (currently fails) 2012-12-04 10:46:44 +01:00
Stéphane Adjemian (Charybdis) 9f1ad5568e New nonlinear filters routines and bug fixes.
Merge remote-tracking branch 'refs/remotes/fred/master'
2012-11-19 16:23:07 +01:00
Michel Juillard 5c893f501b making extended path ready for parallel computing with parfor 2012-11-17 20:55:01 +01:00
Sébastien Villemot 020328a844 Adapt for new syntax of model_diagnostics 2012-11-17 10:29:14 +01:00