fec7455555
Make prior.m function account for endogenous prior restrictions
2018-12-15 18:44:53 +01:00
6f3a4ce806
modify epilogue test
2018-12-10 16:31:42 +01:00
ecad43085c
Added integration test (epilogue block).
2018-12-10 16:16:15 +01:00
6995e24863
The testsuite can now be run from Windows
2018-11-21 16:21:59 +01:00
59d4dd185e
Merge branch 'ident_test' into 'master'
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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
a7a46a6b75
Add missing file in c407b63e84
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Ref Dynare/preprocessor#13
2018-11-16 18:37:20 +01:00
c407b63e84
Update preprocessor submodule + add test
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Ref Dynare/preprocessor#13
2018-11-16 18:34:37 +01:00
33d35d8fcc
kim2.mod: trigger case where estim_params_block is not detected
2018-11-16 17:56:13 +01:00
460dba40d7
Added integration test (estimated_params_init).
2018-10-25 10:33:31 +02:00
d4bfd6c9f0
Another attempt to fix numerical accuracy issues in integration tests.
2018-10-06 21:44:58 +02:00
084b7ac537
Changed optimization algorithm in integration tests.
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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
03bd2b73e6
Fixed integration test for the automatic tuning of mh_jscale.
2018-10-03 18:21:16 +02:00
c6a17abc72
Testsuite: suppress MATLAB splash screen when generating .m.tls file
2018-10-01 16:40:26 +02:00
76c4df129c
Added integration tests.
2018-09-27 18:58:52 +02:00
39110b3087
Test for analytical_derivatives: use mode_compute=9
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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
9b4daab8a0
Macro-processor: add comprehensions
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- update preprocessor submodule
- add some tests
2018-09-24 18:27:55 +02:00
a03fab76c2
Ensure that test summary is displayed even if there is a test failure
2018-09-14 15:21:39 +02:00
9adad552be
Fixed rm argument list too long issue.
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(cherry picked from commit d005def67f5d0afb2a99a40a6cd84766ca7dfd9f)
2018-09-13 17:31:24 +02:00
a4c46a8121
tests/Makefile.am: replace PWD by CURDIR, fixes recursive make invocation
2018-09-13 16:43:30 +02:00
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
8ba9918652
Improve style of read_trs_files bash script
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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
d03cc56587
solve_algo=7 and stack_solve_algo=2 are now allowed under Octave
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The gmres() function has been implemented (actually since Octave 3.4.1!).
2018-08-02 15:20:39 +02:00
fda021855c
Fix forecast command with deterministic exogenous and linear option
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Closes #1608
2018-08-02 14:20:51 +02:00
0da4aefd99
Update preprocessor submodule with macroprocessor refactoring
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By the way, add new tests for the macroprocessor.
2018-07-25 18:51:38 +02:00
3dcd8fc9f5
Added preprocessor unit tests (on the fly declarations of types).
2018-07-19 23:51:37 +02:00
5f8b2c5a77
Revert "modify on-the-fly example to accept variables declared in equation tag"
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This reverts commit 8ff8d787e8
2018-07-19 19:08:07 +02:00
9c3ce0350d
Replace LMMCP test with another one that converges
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Incidentally the new one takes far less time, especially on Octave.
2018-07-18 17:52:44 +02:00
ff676f5505
Gracefully fail when Octave crashes in a *.m test
2018-07-13 17:22:27 +02:00
8ff8d787e8
modify on-the-fly example to accept variables declared in equation tag
2018-07-11 14:45:32 +02:00
0d4a677526
Added comments in example.
2018-07-09 20:30:38 +02:00
01d5a13082
preprocessor: submodule update: on-the-fly variable declaration in equation tags
2018-07-09 15:36:49 +02:00
b2c554623f
Various fixes related to the new layout of generated files
2018-06-28 18:14:40 +02:00
a1b8bd39b2
Move the location of various generated files on the filesystem
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- 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
1e5fab3881
Fix tests for stack_solve_algo=7
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Completes commit db0cf1b8ea#1616 .
2018-06-08 10:29:53 +02:00
db0cf1b8ea
Add unit tests for perfect foresight simulations with exogenous leads and lags
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Closes #1616
2018-06-07 20:46:30 +02:00
79484607a7
Fix various issues with stack_solve_algo=7 and lags on exogenous > 1
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Complete the fix started in 8913791ff0
2018-06-07 16:14:02 +02:00
fec0947c7b
Testsuite: clean files generated by move to temporary terms array
2018-06-04 18:08:28 +02:00
2dd940dc1a
datatomfile: Consistently replace char by cell arrays
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Required after 7be8f10e0e
2018-06-04 11:56:43 +02:00
1c9e186d57
Updated tests for nonlinear filters.
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(cherry picked from commit e2cf2260dbd5cceeade11f0617ab33de2f8ee72b)
2018-06-01 12:13:54 +02:00
f53be721c1
Added new option mh_tune_jscale.
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Works only with the Random Walk Metropolis Hastings algorithm.
Closes #1598
2018-05-16 16:37:22 +02:00
7f3120eb2e
preprocessor: submodule update; introduction of on-the-fly variable declaration
2018-03-20 16:43:06 +01:00
85b88e133b
Fixed integration tests related to the simulation of backward models.
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Use the histval interface for setting the initial conditions.
2018-03-12 09:47:06 +01:00
d96aca093e
Fixes for julia 0.6.x.
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Updated the preprocessor module (adds new static and dynamic routines which
only return the jacobian).
2018-03-10 16:05:14 +01:00
04ce089164
test suite: modify reporting test following dseries move to new MATLAB classes
2018-02-16 14:19:08 +01:00
dde1acd18d
Make fast_realtime accept observation as input
2018-01-26 18:23:49 +01:00
0d11246c35
Add fast_realtime option to integration test
2018-01-12 09:48:14 +01:00
7be8f10e0e
Use cells of strings instead of char arrays.
2018-01-09 22:30:01 +01:00
2be12bd50d
Provide data to integration test.
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This test, which is not run by the testsuite, fails.
2017-12-29 13:47:36 +01:00
a0ea6e3a21
Adjust tolerance of integration test
2017-10-05 11:33:17 +02:00
a1222a1d1b
Implement variance decomposition with measurement error
2017-10-05 11:33:17 +02:00
f0b9f453e9
Make empirical moments independent of simul_replic by outputting first instead of later replication
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Closes #1487
2017-10-04 15:32:28 +02:00
f284169248
Fixed integration tests related to simulation of backward models.
2017-09-30 16:44:23 +02:00
79e510a99e
Add integration tests for #1193 and #1510
2017-09-13 10:20:09 +02:00
25bf43983f
Add write_latex_steady_state_model to collect_latex_files.m
2017-09-01 17:58:25 +02:00
85d00ad267
test suite: remove practicing directory. closes #1500
2017-08-29 17:15:06 +02:00
bb3e71646a
Merge pull request #1497 from JohannesPfeifer/calib_smoother_test
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Add calib_smoother command with parameter_set option to integration
2017-08-29 11:02:34 +02:00
cfc7413e96
Add calib_smoother command with parameter_set option to integration
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Following #1477
2017-08-29 10:52:48 +02:00
6fcc26ce2b
test suite: aesthetic fix: remove British English :)
2017-08-29 10:27:49 +02:00
9a3ea53274
test suite: change test to test for existence of files in current directory only
2017-08-29 10:25:39 +02:00
32c3beb27d
Fixed bug introduced in 7d180e2fcb.
2017-08-16 22:17:20 +02:00
7d180e2fcb
Renamed integration test (removed capital letters).
2017-08-16 16:08:18 +02:00
a1c34979f5
Merge branch 'pr#1484'
2017-08-16 11:20:55 +02:00
fdb24d6a1d
Add unit test for sim1_linear.m
2017-08-01 11:36:07 +02:00
16e0fca19c
Added two examples (forecasts and IRFs in backward models).
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(cherry picked from commit 949440ef9c
2017-07-31 16:32:15 +02:00
209e16888d
Fixed bug in the integration test added in 45864f414f
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Wrong name for the data file. Also reduced the number of chains.
2017-07-24 10:55:49 +02:00
9203f9e52f
Fixed encondig in the integration test added in 45864f414f.
2017-07-24 10:53:14 +02:00
45864f414f
Added integration test.
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Trend + posterior filtered variables in a model with only one observed variable.
2017-07-23 23:34:49 +02:00
63d6dfccf4
Added the possibility to dynare the dynare command options in the mod file.
2017-06-30 10:16:26 +02:00
b81e0cd91e
Added json file in the clean rule.
2017-06-28 16:03:52 +02:00
119b5a62f2
Merge branch 'master' into json
2017-06-16 20:03:36 +02:00
7eaea0c772
Include tests/load_octave_packages.m in the distributed tarball.
2017-06-13 15:50:34 +02:00
21fa1ec86a
Testsuite for octave: remove obsolete workaround.
2017-06-07 17:59:09 +02:00
8015144817
Merge pull request #1460 from JohannesPfeifer/hessian_zero
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Make sure that reverting to order=1 if Hessian is 0 does not crash ot…
2017-06-04 21:42:52 +02:00
d75e7278c2
Make sure that reverting to order=1 if Hessian is 0 does not crash other functions
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Closes #1453
2017-05-27 19:26:12 +02:00
3c3fc0ace4
Fixed integration test.
2017-05-20 10:15:31 +02:00
a53636e24e
Fixed copyright notices.
2017-05-16 14:11:15 +02:00
5bae0a8cb1
build system: add clean rule for test suite
2017-04-25 12:24:03 +02:00
19b206338d
Fixed tests/dates/fs2000.mod and added in testsuite.
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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
d43af0e4d7
Fixed wrong spaces/tab in tests/Makefile.am.
2017-04-05 11:44:27 +02:00
00299a92c1
Make sure options_.first_obs is properly set
2017-04-05 11:44:27 +02:00
753d8a17f0
preprocessor: move equation tags out of dmath mode, include all equation tags in one set of brackets, allow equation tags to be interpreted as latex, modify manual and test accordingly. #477
2017-04-05 11:01:25 +02:00
59bafbf294
Add write_equation_tags option to integration test
2017-04-04 23:52:39 +02:00
c1434118bd
Added integration test for nonlinear filters with unit roots.
2017-04-03 11:25:05 +02:00
b3ecc8c003
preprocessor: add plot_shock_decomposition command. closes #1406
2017-03-24 12:11:36 +01:00
5282e737e7
preprocessor: add realtime_shock_decomposition statement. #1406
2017-03-21 15:20:32 +01:00
9633f3ab77
Fixed bug introduced in 68b18b04f4.
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Update of EXTRA_DIST was missing.
2017-03-20 22:17:54 +01:00
6d6f850a49
Test the value of oo_.deterministic_simulation.status in tests/deterministic_simulations/*
2017-03-20 16:27:13 +01:00
828df26d71
Makefile.am: Add loglinear as test group
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(cherry picked from commit a4c28306097f75b5dae2ded92628b26530f5dd20)
2017-03-20 09:43:23 +01:00
c7926e250a
Fixed spaces in 750f1d9ff4728216db0df8da69ef59f4d7dc254b.
2017-03-20 09:42:15 +01:00
9adc2e9ca9
makefile: Replace 8 spaces by correct tab
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(cherry picked from commit 750f1d9ff4728216db0df8da69ef59f4d7dc254b)
2017-03-20 09:40:57 +01:00
68b18b04f4
Expand loglinear integration tests
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(cherry picked from commit 7c17e97546df6ab269be939e6f7e8b32f45b5cc0)
2017-03-20 09:35:24 +01:00
8dc27292c9
Adapted integration test consistently with 0752d6a8e6.
2017-03-18 20:54:32 +01:00
727a9582c8
speed-up execution of test
2017-03-18 10:27:36 +01:00
bc6c6fc486
Removed remaining calls or references to cputime.
2017-03-17 22:49:01 +01:00
117458e663
Complete c921212fe5.
2017-03-17 18:33:17 +01:00
052655e353
Changed some integration tests for lowering the execution time of the testsuite.
2017-03-17 18:24:56 +01:00
2125d82cae
Adapted integration tests to ea49f971e58a4b40b422d06d808d863124092ef4.
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FilteredVariablesKStepAheadVariances is computed and saved iff
filter_covariance option is used in estimation command.
2017-03-17 18:10:00 +01:00
d35ee4b58e
adapted testing routine
2017-03-17 12:41:59 +01:00
f66191f59f
added tex wrapper + small fixes to the test
2017-03-17 12:41:59 +01:00
fcdecb5b1f
test file for plot_shock_decomposition and realtime_shock_decomposition
2017-03-17 12:41:59 +01:00
c921212fe5
Renamed trs field consistently with 1022e675c1.
2017-03-16 23:41:27 +01:00
1022e675c1
Do not use cputime as advised by Mathworks.
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cputime time is not a good measure of performance on multithreaded applications.
TODO
- Change trs field,
- Adapt testsuite code.
2017-03-16 18:27:01 +01:00
ae3752a0d3
Lowered threshold value for a test.
2017-03-16 15:51:11 +01:00
9f7b084970
Merge branch 'master' into json
2017-03-10 17:20:15 +01:00
38f36091a9
test suite: increase timeout option for downloading files to 30 seconds
2017-03-08 12:30:58 +01:00
5063020c5d
Merge branch 'master' into json
2017-03-03 14:42:25 +01:00
1007ea1301
preprocessor: JSON output for statements, #1387
2017-02-20 11:23:10 +01:00
593d62a7c1
Removed optimizers/fs2000_12.mod from testsuite...
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Because the Global Optimization Toolbox is not installed on dynbot@sedna.
2017-02-08 14:29:34 +01:00
b14cf33c8f
Changed priors in tests/optimizers/fs2000_* integration tests.
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To avoid asymptote at zero on the autoregressive parameter rho.
2017-02-08 13:07:25 +00:00
5b73d7d59c
Added new optimization routine (particleswarm).
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Only available under Matlab if the Global Optimization Toolbox is installed.
2017-02-08 13:07:25 +00:00
f1d607af99
preprocessor: remove extra exogenous variables. closes #841
2017-01-27 22:48:17 +01:00
cfae273038
keep track of all times an undeclared variable is encountered
2017-01-27 20:36:26 +01:00
1cabe76b06
Do not compute posterior kernel densities in some integration tests.
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These data are not used in the tests, and take a lot of space in RAM and on
the disk (when the results, e.g. oo_, are saved in <MOD_FILE_NAME>_results.mat).
2017-01-27 15:15:55 +01:00
b152f3920d
Added the possiblity to run the testsuite on a subset of tests.
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*Example*
To run all the tests related to the numerical gradient, just type:
~$ make m/gradient
in the tests subfolder. These tests will be done with Matlab. If you want to
test these routines against Octave instead:
~$ make o/gradient
If you want to test against Matlab and Octave:
~$ make gradient.
*Remark*
[1] Integration tests in subfolders can be accessed using the same approach. For
instance:
~/m/observation_trends_and_prefiltering/MCMC
will run all the mod files with matlab in tests/observation_trends_and_prefiltering/MCMC.
[2] Autocompletion works.
[3] Some folders/subfolders are still missing...
(cherry picked from commit 0271f2e8c13d5fe94871fa7aed027047a2cfd36f)
2017-01-24 16:00:50 +00:00
d5a6f132b5
unit tests: remove more unused exogenous variables
2017-01-10 19:58:44 +01:00
c5c465d675
Remove unused exogenous variables from unit tests
2017-01-08 19:00:04 +01:00
420fb3896b
Merge pull request #1361 from JohannesPfeifer/endogenous_prior_restrictions
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Document irf_calibration and moment_calibration in the context of est…
2017-01-05 09:08:52 +01:00
b464226eaa
Merge pull request #1358 from JohannesPfeifer/nograph
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Implement posterior_nograph option
2017-01-05 06:52:08 +01:00
3708b5c4e5
Fixed typo (integration test for nested parenthesis).
2017-01-05 00:32:37 +01:00
90982d5fa0
Merge pull request #1357 from rattoma/parallel
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Provisions for new node option NumberOfThreadsPerJob. Document option
2017-01-04 23:29:24 +01:00
11962c0a21
Added integration test for nested parenthesis.
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example1long.mod is the benchmark (less than 32 nested parenthesis). The two
other mod files have more than 32 nested parenthesis (rewrite the sum of
discounted ys using the Horner factorization). Both files compare the approaches
discussed in issue #1201 with the benchmark.
2017-01-04 23:23:41 +01:00
6c9a08d7e2
Further adjust tolerance of Octave unit tests
2016-12-28 19:30:24 +01:00
8900b99a74
Add posterior_nograph option to fs2000.mod unit test
2016-12-26 13:11:02 +01:00
c7290a5f03
Document irf_calibration and moment_calibration in the context of estimation
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Also adds unit test. Closes #1318
2016-12-23 12:11:10 +01:00
5e010f57c0
Document different treatment of mh_recover and load_mh_file under Octave
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Also adjusts unit tests accordingly. Closes #1332
2016-12-23 10:47:58 +01:00
2d17ff43a4
fs2000.mod unit test: move setting of Laplace marginal density to appropriate place
2016-12-20 08:40:34 +01:00
2b9779204a
added example for new option NumberOfThreadsPerJob
2016-12-19 23:33:03 +01:00
352786c2b4
load_mh_file: recompute results by default and load on request
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Prevents general overwriting of results in oo_ and having stale results
2016-12-19 19:37:34 +01:00
5515da191a
Add Raftery/Lewis (1992) convergence diagnostics
2016-12-17 17:22:05 +01:00
0f04a0f921
Geweke diagnostics: fix bug in interface that prevents setting the respective options
2016-12-17 17:22:05 +01:00
ab2a4f574b
Merge pull request #1342 from JohannesPfeifer/univariate_diffuse_test
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Trigger computation of state uncertainty in unit test
2016-12-17 17:18:58 +01:00
060ecceede
test suite: reporting: fix bug
2016-12-12 16:53:57 +01:00
c2e5d5c2c2
Changed calibration.
2016-12-06 23:34:11 +01:00
b43ef94e7b
Cosmetic change.
2016-12-06 23:26:31 +01:00
535fa1a721
Added integration test...
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For nonlinear simul_backward_model. Use a Solow model with varying
growth rates of efficiency and population.
2016-12-06 22:57:12 +01:00
6fd715a3b8
adding simul_backward and simul_backward_linear
2016-12-05 16:17:14 +01:00
4689805e98
Added integration tests for the simulation of stochastic backward models.
2016-12-01 23:22:08 +01:00
cacd60814b
Revert "test suite: change related to b5f0621f02. revert when new Octave is released"
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This reverts commit 0b6588c932
2016-11-29 14:47:27 +01:00
b85267e03c
fixed typo in Makefile.am
2016-11-24 10:00:34 +01:00
80eeee697d
diffuse_filter: add test for compute_Pinf_Pstar
2016-11-23 20:52:57 +01:00
8ce3d2c936
Trigger computation of state uncertainty in unit test
2016-11-23 10:50:31 +01:00
31d2c7e332
Merge pull request #1324 from JohannesPfeifer/kalman
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Three bugfixes for missing_DiffuseKalmanSmootherH1_Z.m that led to wrong results
2016-11-13 19:13:10 +01:00
7831dccd2a
Transform save_tmp_file into an option and change defaults
2016-11-04 19:56:55 +01:00
985fce4955
Revert "Reverted merge of pr#1323."
2016-11-04 12:10:10 +01:00
4532d13fd3
Merge pull request #1295 from JohannesPfeifer/stochastic_singularity
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Stochastic singularity
2016-11-04 10:56:50 +01:00
3ebc982b02
Add state_uncertainty to Bayesian smoother
2016-11-04 09:23:55 +01:00
98cf1bfc1d
Add smoothed state uncertainty to Kalman smoother routines
2016-11-04 09:23:55 +01:00
b069241d18
Merge pull request #1217 from JohannesPfeifer/qz_estimation
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Make sure diffuse_filter triggers qz_criterium>1
2016-11-04 06:47:17 +01:00
a60f5a81fe
Reverted merge of pr#1323.
2016-11-03 23:09:31 +01:00
b2954b4103
Add bvar_irf to unit test
2016-11-03 17:22:44 +01:00
Johannes Pfeifer
Houtan Bastani
Stéphane Adjemia (Scylla)
Sébastien Villemot
Stéphane Adjemian (Charybdis)
Stéphane Adjemian(Charybdis)
Frédéric Karamé
Sébastien Villemot
Marco Ratto
Michel Juillard
Michel Juillard