Commit Graph

441 Commits (beb7d42d748f9f0f5216ed7aca93dceb4f73df2c)

Author SHA1 Message Date
Houtan Bastani 85e903ef90
tabs instead of spaces in Makefile.am 2019-01-30 16:29:21 +01:00
Houtan Bastani 20256b5be9
test zero equations in SUR 2019-01-30 16:29:11 +01:00
Stéphane Adjemia (Scylla) 74520e77bf
Allow for lags on endogenous variable in growth option of pac_model. 2019-01-28 11:25:30 +01:00
Houtan Bastani 169ed2a655
reorder tests, slowest first 2019-01-22 17:13:03 +01:00
Houtan Bastani 407ac26f5b
separate test call for ols style mod files 2019-01-22 15:55:15 +01:00
Stéphane Adjemia (Scylla) 9b06086ea7
Added rules for running tests in ecb and estimation/univariate subfolders. 2019-01-16 16:05:05 +01:00
Houtan Bastani df713e907b
add tests to makefile 2019-01-16 14:52:01 +01:00
Houtan Bastani 4804e729e8
makefile: fix spacing 2019-01-16 12:54:30 +01:00
Stéphane Adjemia (Scylla) 0d5b310207
Added integration tests (for constrained OLS). 2018-12-07 19:54:33 +01:00
Stéphane Adjemia (Scylla) cb4384bb27
Create on the fly a routine for evaluating the (VAR/PAC) expectations.
The routine takes a dseries object as unique argument and return an updated
object with the expectation term.

If the mod file is named `example.mod` and if the (VAR/PAC) expectation model is
named `toto`, then after

var_expectation.print('toto');

the expectation term can be evaluated:

ts = example.var_expectations.evaluate_varexp(ts);

where ts is a dseries object containing all the time series appearign in the
auxiliary (var or trend_component).
2018-12-03 15:07:43 +01:00
Stéphane Adjemia (Scylla) 53ab321de8
Added the possibility to use linear expressions in VAR_EXPECTATION_MODEL.
See tests/var-expectations/9/example.mod for a self documented example.

Also updated all the integration tests using the option `expression` instead of
`variable` (which is deprecated and will be removed at some point).
2018-11-30 23:36:06 +01:00
Stéphane Adjemia (Scylla) 650c78f99d
Merge branch 'master' into ecb-master 2018-11-30 21:34:56 +01:00
Stéphane Adjemia (Scylla) d501d6d511
Added interface to lsqnonlin (Mathworks' optimization toolbox) in pac.estimate.nls. 2018-11-29 10:29:55 +01:00
Stéphane Adjemia (Scylla) 6b113273d3
Added integration tests (Iterative OLS and NLS for PAC equations). 2018-11-21 16:26:38 +01:00
Sébastien Villemot 6995e24863
The testsuite can now be run from Windows 2018-11-21 16:21:59 +01:00
Sébastien Villemot c407b63e84
Update preprocessor submodule + add test
Ref Dynare/preprocessor#13
2018-11-16 18:34:37 +01:00
Stéphane Adjemia (Scylla) 460dba40d7
Added integration test (estimated_params_init). 2018-10-25 10:33:31 +02:00
Stéphane Adjemia (Scylla) dcea7514d9
Merge branch 'master' into ecb-master 2018-10-24 18:31:31 +02:00
Stéphane Adjemia (Scylla) 1c1a3ea0a4
Removed tests on targets.
A target does not need to be a random walk. Also added a new integration
test (where the target is a constant, 0).
2018-10-24 12:06:14 +02:00
Stéphane Adjemia (Scylla) d96740c2ef
Added integration tests (var and pac expectations). 2018-10-14 17:01:02 +02:00
Stéphane Adjemia (Scylla) 9a84129707 Added integration for the bayesian estimation of a single equation.
Uses a Gibbs sampling algorithm.
2018-10-06 16:59:00 +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) a680cea095
Fixed integration test for trend component model (equation ordering). 2018-09-28 17:39:14 +02:00
Stéphane Adjemian(Charybdis) 76c4df129c
Added integration tests. 2018-09-27 18:58:52 +02:00
Houtan Bastani bd36a0c109 Merge branch 'master' into ecb-master-targets 2018-09-25 15:51:18 +02:00
Stéphane Adjemian(Charybdis) 031e2c87c6
New version of get_companion_matrix + new integration test.
The routine is still buggy. In PAC and VAR_EXPECTATION models we
use get_companion_matrix_legacy routine instead.
2018-09-19 17:39:48 +02:00
Stéphane Adjemian(Charybdis) c588544b13
Fixed rm argument list too long issue. 2018-09-19 12:10:30 +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
Houtan Bastani 2e547edd26 add test files for preprocessor AR/EC matrices 2018-09-12 19:00:28 +02:00
Houtan Bastani 5ca31c8245 fix spacing in makefile 2018-09-12 19:00:28 +02:00
Stéphane Adjemian(Charybdis) 52b6618bae Fixed paths. 2018-09-12 07:48:49 +02:00
Stéphane Adjemian(Charybdis) 09945cae8f Added integration tests for PAC model. 2018-09-06 23:42:30 +02:00
Stéphane Adjemian(Charybdis) 5ea0c8098b Ensure that the ordering of the trend variables is consistent...
... With the ordering of the EC variables.
2018-09-03 17:35:59 +02:00
Stéphane Adjemia (Scylla) 0080055469 Activate integratiion test on VAR_MODEL and TREND_COMPONENT_MODEL. 2018-08-30 12:07:58 +02:00
Stéphane Adjemian(Charybdis) 349cd25b8a Added an integration test for VAR_EXPECTATION_MODEL.
+ small cosmetic changes.
2018-08-09 09:05:39 +02:00
Stéphane Adjemian(Charybdis) f8f8ce5120 Added integration tests for VAR_EXPECTATION_MODEL. 2018-08-08 22:58:27 +02:00
Stéphane Adjemian(Charybdis) c9a38c4de7 Merge branch 'master' into ecb-master
Fixed conflicts:
 - tests/run_block_byte_tests_octave.m
2018-08-04 21:08:08 +02:00
Sébastien Villemot fda021855c Fix forecast command with deterministic exogenous and linear option
Closes #1608
2018-08-02 14:20:51 +02:00
Stéphane Adjemian(Charybdis) a144aad150 Merge branch 'master' into ecb-master 2018-07-27 09:47:22 +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) 7d7449c775 Merge branch 'master' into ecb-master
Fixed conflicts:
	matlab/modules/dseries
2018-07-23 17:05:30 +02:00
Stéphane Adjemian(Charybdis) 3dcd8fc9f5 Added preprocessor unit tests (on the fly declarations of types). 2018-07-19 23:51:37 +02:00
Sébastien Villemot ff676f5505 Gracefully fail when Octave crashes in a *.m test 2018-07-13 17:22:27 +02:00
Stéphane Adjemian(Charybdis) 85a585c73e Merge branch 'master' into ecb-master+folder
Fixed conflicts in:
	tests/block_bytecode/run_ls2003.m
2018-07-10 10:18:55 +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
Houtan Bastani c7fe3770df Merge branch 'master' into ecb-master 2018-06-11 15:35:24 +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