Commit Graph

441 Commits (beb7d42d748f9f0f5216ed7aca93dceb4f73df2c)

Author SHA1 Message Date
Johannes Pfeifer b159d4227c Fix wrong name of unit test in Makefile.am and make name more expressive 2015-07-20 21:17:44 +02:00
MichelJuillard 80253835a7 Merge pull request #738 from JohannesPfeifer/Kalman
Kalman
2015-07-20 15:02:40 +02:00
MichelJuillard f94910173d Merge pull request #937 from JohannesPfeifer/graph_fix
Various fixes related to graphs and eps-TeX-loaders
2015-07-20 14:36:20 +02:00
MichelJuillard 2269b38465 Merge pull request #740 from JohannesPfeifer/relative_irf
Fix and document relative_irf
2015-07-20 14:20:00 +02:00
MichelJuillard e174f5f00a Merge pull request #726 from JohannesPfeifer/steady_linear
Prevent incorrect steady state from being accepted if model is not truly linear
2015-07-20 14:06:03 +02:00
Johannes Pfeifer 1dfb6ea327 Add unit tests for Kalman filter calls from Matlab 2015-07-20 13:10:30 +02:00
MichelJuillard ce3dc068c3 Merge pull request #692 from JohannesPfeifer/imcforecast
Account for initial values when making conditional forecasts
2015-07-20 10:18:43 +02:00
Stéphane Adjemian (Charybdis) caaabe9436 Added integration test for the linear_approximation option in
perfect foresight model simulation.

Using a linearized version of the SW model we check that the
linear_approximation option does not affect the results.
2015-07-08 11:23:13 +02:00
Stéphane Adjemian 71700dff76 Merge pull request #942 from JohannesPfeifer/TaRB_integration
Integrate the TaRB-algorithm into Dynare
2015-06-19 14:30:56 +02:00
Stéphane Adjemian (Charybdis) af29c078ad Added integration test (deterministic simulation invoking solve_one_boundary routine). 2015-06-18 14:50:21 +02:00
Stéphane Adjemian 3fd010ff91 Merge pull request #957 from JohannesPfeifer/fs2000_steady_state
Update unit tests to use correct steady state files
2015-06-18 14:25:01 +02:00
Johannes Pfeifer aa4f38b60a Add unit test to filter out incorrectly accepted steady state 2015-06-08 18:10:57 +02:00
Johannes Pfeifer e1aaa1796f Add unit test for LaTeX eps-loaders 2015-06-08 17:59:56 +02:00
Johannes Pfeifer aa4b07610e Add unit test for TaRB MH-algorithm 2015-06-08 16:48:58 +02:00
Johannes Pfeifer e7bf0672f5 Add unit test for relative_irf option 2015-06-08 16:39:08 +02:00
Johannes Pfeifer fe221bbc42 Add/adapt unit test for conditional forecasts with initval and histval blocks 2015-06-08 16:12:37 +02:00
Johannes Pfeifer ad66a7bb35 Account for initial values when making conditional forecasts
- Closes #655
- Implements unit test
- Saves distribution of controlled exogenous variables
- Adds information that the full path of constrained variables must be specified
2015-06-08 15:42:14 +02:00
Johannes Pfeifer 0104f91f4b Replace initval blocks by steady_state_model blocks in fs2000 unit tests
Speeds up estimation
2015-06-07 17:11:39 +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
Compares results for standard deviations specified with varexo to results when specified as deep parameter
2015-06-05 18:23:47 +02:00
Johannes Pfeifer 2aa341f730 Add unit test for diffuse filter in identification 2015-06-05 16:42:43 +02:00
Stéphane Adjemian (Hermes) fe398e5b0d Renamed two integration tests (appended _xfail). 2015-06-03 12:24:28 +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
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) 19286d850b Changed colours. 2015-05-18 18:31:49 +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
Unit test and cosmetic changes for t-distribution
2015-05-10 23:29:17 +02:00
Johannes Pfeifer cf5a36a1a8 Fix typos Makefile.am
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
Johannes Pfeifer de427b77f2 Add unit test for differentiate_forward_vars
Closes #727
2015-05-09 22:36:19 +02:00
Johannes Pfeifer 120946dfb3 Add unit test for deterministic simulations with several leads and lags
Tests #617
2015-05-09 08:13:22 +02:00
Stéphane Adjemian f9f763878c Merge pull request #907 from JohannesPfeifer/optimizer_unit_tests
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
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
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
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
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...
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.
We still need to find out why eps format does not work under matlab...
2015-04-16 00:30:52 +02:00
Stéphane Adjemian (Charybdis) a7f0366980 Removed gsa/ls2003a.mod from the test suite (which causes a segmentation fault and breaks the test suite). 2015-04-15 12:31:09 +02:00
Stéphane Adjemian (Charybdis) da2c529ee7 Merge branch 'marco_gsa_fixes' 2015-04-14 15:54:59 +02:00
Stéphane Adjemian (Charybdis) 58641d0efc Added gsa/ls2003a.mod in testuite. 2015-04-14 15:51:50 +02:00
Stéphane Adjemian (Charybdis) 8022a181c8 Removed excel data file used in ls2003_bayesian_xls.mod.
The excel data file available here:

http://www.dynare.org/Datasets/data_ca1_xls.xlsx

is downloaded by Matlab/Octave when performing the test. The file is
deleted after the estimation command.
2015-04-14 15:12:25 +02:00
Johannes Pfeifer 62f81da6dd Add unit test for recursive estimation with Excel data 2015-04-14 15:12:25 +02:00
Johannes Pfeifer aea49e2fa0 Add unit test for mode_computations 2015-04-06 12:13:14 +02:00
Stéphane Adjemian (Hermes) 6d304891d1 Fixed EXTRA_DIST in Makefile.am.
I forgot to update Makefile.am after the change introduced in the
previous commit (a988418668).
2015-03-13 22:51:02 +01:00
Stéphane Adjemian (Scylla) e82487ed62 Added missing extension for o.tls rule. 2015-03-13 17:24:07 +01:00
Stéphane Adjemian (Charybdis) 7343fa8f99 Fixed typo in tests/Makefile.am 2015-03-13 15:52:33 +01:00
Stéphane Adjemian (Charybdis) 00d67110f2 Removed data files for tests/initval_file.
Generate the data instead with matlab's script
ramst_initval_file_data.m. Note that the excel files are only produced
and tested under Windows (xlswrite is not working on OS X, need to check
for Linux).
2015-03-09 08:59:48 +01:00
Stéphane Adjemian (Charybdis) de5c541ce6 Manually merged PR #807.
Fixed conflict related to the move of the perfect foresight related routines
in a subfolder.
2015-03-05 14:31:36 +01:00
Stéphane Adjemian bcfa24bd99 Merge pull request #815 from JohannesPfeifer/newrat_analytic
Add unit test for newrat with analytic derivatives and various Kalman al...
2015-03-01 16:31:29 +01:00
Johannes Pfeifer 49c32da83b Add unit tests for different OSR algorithms 2015-02-28 20:42:46 +01:00
Houtan Bastani 59c8fe4319 test system: rename ramsey.mod as ramsey_.mod to avoid removal of ramsey directory when doing make clean 2015-02-23 16:50:14 +01:00
Michel Juillard f29bb5c761 fixing bug in tests/Makefile.am introduced in previous commit 2015-01-16 09:29:55 +01:00
Michel Juillard 470fbbe0b2 Fixed bug in deterministic simulations with exogenous variables lagged
by more than one period. Added corresponding test cases.
2015-01-15 11:27:00 +01:00
Johannes Pfeifer 14938fd607 Add unit test for running smoother only 2014-12-08 11:30:30 +01:00
Johannes Pfeifer e60157e9b8 Add unit test for newrat with analytic derivatives and various Kalman algos 2014-12-05 15:27:52 +01:00
Johannes Pfeifer bb92f9bc2a Expand unit test on initval file
Also moves it to separate directory
2014-11-27 10:49:18 +01:00
Johannes Pfeifer e12b494921 Shorten length of unit test file to prevent crash 2014-11-23 09:32:29 +01:00
MichelJuillard afb60b2528 Merge pull request #767 from JohannesPfeifer/osr_scaling
Fix computation of objective function in OSR when covariances are specified
2014-11-21 22:03:00 +01:00
MichelJuillard 22d4a86c6d Merge pull request #772 from JohannesPfeifer/varexo_det_forecasting
Fix forecasting with exogenous deterministic variables
2014-11-21 21:48:19 +01:00
Johannes Pfeifer 8204be67d0 Add unit test for correctness of forecasting with exogenous variables 2014-11-21 10:38:30 +01:00
Houtan Bastani c3fdb7517c Merge pull request #782 from JohannesPfeifer/perfect_foresight_message
Cosmetic change to perfect foresight + unit tests
2014-11-17 11:32:07 +01:00
Johannes Pfeifer c5a0f932c2 Change wrong Windows-style file separators to Linux ones 2014-11-16 21:11:06 +01:00
Johannes Pfeifer 747f90d89b Add unit tests for correct dimension of filtered, smoothed, forecasted, and updated variables and shocks 2014-11-16 21:08:18 +01:00
Johannes Pfeifer ac085f943a Add two unit test for perfect foresight simulation with only forward-looking variables 2014-11-16 15:09:16 +01:00
Johannes Pfeifer 201bbccae9 Add unit test for deterministic simulations without exogenous variables 2014-11-10 18:25:01 +01:00
Johannes Pfeifer e94056a765 Add unit test for correct computation of loss function in the presence of non-stationary variables 2014-11-03 18:08:30 +01:00
Johannes Pfeifer 4aaebfbe46 Add unit test to check whether objective function matches and whether covariances actually work 2014-11-02 13:15:55 +01:00
Johannes Pfeifer 38a0941d69 Add unit test file Ramsey with auxiliary variables
TBD: add check for correctness. As variables are dummy variables, the solution should be identical to the one without these auxiliary variables
2014-10-30 13:31:58 +01:00
Stéphane Adjemian (Karaba) 7ab86d31ec Dataset factorization. Removed tests/kalman/lyapunov/fsdat_simul.m and use tests/fs2000/fsdat_simul.m instead. 2014-10-21 16:42:52 +02:00
Stéphane Adjemian (Charybdis) 8244862bd1 Removed "spurious" characters. 2014-10-13 23:01:40 +02:00
Stéphane Adjemian (Charybdis) 9b3337c94d Oups. I forgot to remove a dependency to a binary in tests/Makefile.am. 2014-10-13 22:21:23 +02:00
Johannes Pfeifer 7605820dff Add unit test for Lyapunov solver
- tests whether they run within a mod-file
- tests whether they yield the same result for a simple state-space model
2014-10-13 17:42:52 +02:00
Michel Juillard b43b83b280 fixing bug in Makefile in commit 5e8489ac45 2014-09-10 09:47:17 +02:00
MichelJuillard 5e8489ac45 Merge pull request #696 from JohannesPfeifer/Ramsey_steady_state
Bugfix Ramsey steady state with steady state files
2014-09-08 21:56:13 +02:00
Johannes Pfeifer 59da9953bb Fix formating for Makefile.am
Replaced spaces by tabs
2014-07-30 13:07:52 +02:00
Johannes Pfeifer 6fb7877113 Add bunch of unit test checking the correctness of Ramsey computation with initval and steady state files 2014-07-18 13:31:01 +02:00
Stéphane Adjemian (Scylla) 7ccaf3e3fa Added two mod files in testsuite (new data interface). 2014-07-17 22:05:08 +02:00
Stéphane Adjemian (Scylla) 940d2ffeff Added mod file in test suite. 2014-06-19 18:12:02 +02:00
Houtan Bastani 27cc7b71b3 reporting: add new test 2014-06-11 12:32:00 +02:00
Sébastien Villemot f31d060a4f Add all-in-one-file example for smoother2histval. 2014-05-07 11:16:47 +02:00
Sébastien Villemot 85f7af9133 Perfect foresight solver now uses a homotopy technique by default.
This commit introduces a "no_homotopy" option to restore the old behavior.

Ref #220
2014-04-10 16:39:06 +02:00
Sébastien Villemot 37af4b073f Add datafile forgotten in commit 9eebfc87.
Ref #594
2014-04-04 14:51:49 +02:00
Sébastien Villemot 9eebfc87b0 Improvements to smoother2histval (ref #594)
- fix handling of auxiliary variables related to lagged endogenous
- add preprocessor interface
- add histval_file
- add tests (for smoother2histval with outfile, and for histval_file)
2014-04-03 15:05:20 +02:00
Michel Juillard fabcbb7042 finishing ramsey_model implementation 2014-03-09 12:15:32 +01:00
Sébastien Villemot 9e332ef305 Forbid MOD file names that are too long.
And rename filenames in the testsuite that are too long.

Closes #626
2014-02-28 18:25:02 +01:00
Houtan Bastani b0f7b8f732 add test file to build system 2014-02-24 12:41:02 +01:00
Sébastien Villemot a5be9dd845 Add trust-region nonlinear solver.
Closes #260
2014-02-04 17:56:27 +01:00
Stéphane Adjemian (Scylla) 260a733442 Added new mod file in the testsuite (test that the changes introduced in 201ee7d627b71bf0fade1ab28799206e001191a7 are correct). 2014-02-03 12:25:29 +01:00
Johannes Pfeifer 9885a31587 Add unit test for loglinear option 2014-01-29 20:43:23 +01:00
Stéphane Adjemian (Charybdis) 1ea7631930 Added new option for perfect foresight simulations (sim1 routine, available only with stack_solve_algo==0).
Try to reduce the size of the nonlinear system of equations by skipping the (last) periods for wich the residuals are
already (almost) zero. The number of periods is not constant during the Newton, the effective number of periods for
each iteration of the Newton is available in oo_.deterministic_simulation.vperiods.
2013-12-27 18:35:53 +01:00
Sébastien Villemot fd7e9afd9d Fix test/Makefile.am following 8f8bfe6c. 2013-12-16 12:52:22 +01:00
Stéphane Adjemian (Scylla) 8b1e76a1bf Renamed tests/run_unitary_tests.m script to avoid conflict with matlab/utilities/tests/run_unitary_tests.m function. 2013-12-13 16:21:10 +01:00
Sébastien Villemot 857a2b0e35 Add missing antislashes 2013-12-12 11:26:03 +01:00
Michel Juillard 86a083697e osr: added optimal value of parameters to oo_.osr.optim_params; moved
osr_example to ./tests/optimal_policy
2013-12-11 19:24:29 +01:00
Stéphane Adjemian (Scylla) 1fe12d9c3e Added mod files (and associated steadystate files) for k_filter_ahead in the testsuite. 2013-12-11 16:45:01 +01:00
Sébastien Villemot f525de04b1 Add missing file to tarball 2013-12-09 22:25:41 +01:00
Sébastien Villemot 5f3d56c31a Add unitary tests to testsuite 2013-12-09 19:05:36 +01:00
Sébastien Villemot f7cdc39ff2 Refuse that estimated parameters appear in the expressions defining the variance/covariance matrix of shocks
Closes #469
2013-11-29 14:51:17 +01:00
Stéphane Adjemian (Charybdis) a0ba469863 Added mod files in the testsuite. Test new local options for the numerical gradient algorithm. 2013-11-17 14:13:03 +01:00
Stéphane Adjemian (Charybdis) b7ff4d9f75 Added new mod file in the testsuite for Dynare's implementation of the simplex algorithm. 2013-11-16 20:24:40 +01:00
Sébastien Villemot df85db65ed Add missing test to testsuite
Ref. #511
2013-11-07 14:47:32 +01:00
Houtan Bastani 4626a1cf0f test suite: add test file 2013-11-06 17:07:33 +01:00
Sébastien Villemot 73944a10c4 Finish implementation of mcmc_jumping_covariance option
Closes #112, #514
2013-11-05 17:16:32 +01:00
Michel Juillard f40af9bebe adding tests for shocks decomposition of estimated model. Closes #313 2013-09-18 12:05:00 +02:00
Houtan Bastani 31c1bb627f fix makefile typos 2013-08-12 15:52:32 -04:00
Sébastien Villemot 1e9521af0f Add new unit tests to testsuite 2013-08-12 12:14:19 +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 4cef0a1568 test for reporting 2013-06-24 17:01:00 +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 d219d2b800 Add 3rd order unit test to testsuite 2013-04-25 12:24:29 +02:00
Sébastien Villemot 38824dc1e5 Implement tags [static] and [dynamic] for equations
Closes #307
2013-04-11 17:11:35 +02:00
Sébastien Villemot 4cab27249c Fix test w.r.t. clean rules 2013-03-29 17:22:43 +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 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
Sébastien Villemot 214ff84429 Incorporate unit test for correlation in measurement errors 2013-03-22 15:01:40 +01:00
Stéphane Adjemian (Charybdis) 241afd1ae5 Removed fs2000_particle from the test suite. 2013-02-05 10:37:11 +01:00
Houtan Bastani c6a330ff7d add xfail test for all_values_required 2012-11-07 18:13:42 +01:00
Houtan Bastani feced78ee6 make check: support xfail tests 2012-11-07 18:13:41 +01:00
Houtan Bastani ca8610e768 aesthetic fix 2012-10-16 11:12:12 +02:00
Houtan Bastani 07d4d0bc8d make check: add more dependencies 2012-10-16 11:10:13 +02:00
Houtan Bastani 269c221a0e make check: add dependencies 2012-10-15 17:42:20 +02:00
Houtan Bastani 7dbfaebf59 test suite parallelization 2012-10-12 18:13:17 +02:00
Sébastien Villemot fd633cba2c Load system-wide initialization file when running octave tests
This is necessary to ensure that Octave Forge packages are loaded.
2012-10-09 09:57:21 +02:00
Sébastien Villemot 2f9e34c5e5 Various fixes related to data-loading
- fix support for filenames with extension (.m, .mat, .xls), since the manual
  and the bison grammar both support it
- fix support for XLS files under Octave
- add support for XLSX files
- run test for loading XLS files
2012-10-08 13:00:55 +02:00
Michel Juillard c722f53955 fixed bug with options mode_compute=0,mode_file=....
added tests for mode_compute=4 and mode_compute=6. They increase computing time of the
test suite by about 30 minutes.
2012-10-06 16:51:42 +02:00
Sébastien Villemot 78693d971b Fix following removal of run_test.m 2012-10-06 10:23:31 +02:00
Houtan Bastani 22d590eecd clean test files in ms-sbvar 2012-10-04 11:40:38 +02:00
Houtan Bastani 43d13fda96 remove file generated by kalman_filter_smoother/gen_data.mod in clean 2012-10-03 19:34:51 +02:00
Michel Juillard 2244af9c62 adding pruning option for 3rd order 2012-07-31 21:50:59 +02:00
Stéphane Adjemian (Charybdis) 0d5dff2bd9 Added walsh.mod in the testsuite to compare the solutions obtained with the cyclic reduction algorithm and the generalized schur algorithm. 2012-07-11 18:26:22 +02:00
Sébastien Villemot 57b7c0e94f Add unit test for kalman filter with missing observations
Contributed by Johannes Pfeifer
2012-07-06 10:32:34 +02:00
Houtan Bastani 3bfa231535 add test for conditional macro statements 2012-06-26 16:27:13 +02:00
Stéphane Adjemian (Charybdis) 2c077928b2 Added test for shock decomposition.
(cherry picked from commit 70d17ceb08d02ab58a9d030b45a5822a095b0d03)
2012-06-18 14:55:36 +02:00
Sébastien Villemot a87cac34ca Preprocessor iface to extended_path 2012-06-08 17:36:32 +02:00
Sébastien Villemot 9bea42f411 order=2 in estimation command now triggers particle filter 2012-06-06 17:08:53 +02:00
Sébastien Villemot 2156f67298 New option analytic_derivation for estimation 2012-06-06 11:34:32 +02:00
Sébastien Villemot 5dd9c844b3 Implement determistic simulation of purely backward models 2012-06-04 16:14:01 +02:00
Sébastien Villemot 25b6638522 Remove duplicate test file 2012-06-04 12:03:32 +02:00
Michel Juillard 944c19ab51 fixing extended_path test case 2012-06-02 11:36:00 +02:00
Michel Juillard ec05f302b7 Removing debugging code for extended path. Updating test cases. 2012-06-01 15:01:25 +02:00
Sébastien Villemot 84c37137c1 Minor fixes 2012-05-31 08:22:31 +02:00
Sébastien Villemot 7044c8da2b Add new command "calib_smoother"
Closes: #233
2012-05-30 16:28:29 +02:00
Michel Juillard eab165d3ee added in manual a section on how to use steady_state_model block with
initval and endval for deterministic models. Added test cases for
deterministic models.
2012-05-29 21:31:57 +02:00
Sébastien Villemot 91e041d704 Add unit test for purely forward models 2012-05-15 18:38:00 +02:00
Michel Juillard e0de97878f added validation test computing Ramsey policy with expecation
operator; updated build system
2012-04-20 14:06:33 +02:00
Stéphane Adjemian (Charybdis) 91d47148c5 Removed particle filters related mod files from the test suite. 2012-03-05 23:13:32 +01:00
Sébastien Villemot 9610cb0b20 Testsuite: add missing files to dist rule 2012-03-05 19:46:01 +01:00
Sébastien Villemot a708d92d45 Added particle filter tests to the testsuite 2012-03-05 19:45:03 +01:00
Sébastien Villemot 31d6d39811 Added test for CMAES 2012-03-05 19:32:18 +01:00
Michel Juillard 1f055cd539 adding two tests to the list of daily tests
(./optimal_policy/nk_ramsey.mod ./ep/linear.mod)
2012-01-22 16:13:14 +01:00
Sébastien Villemot 87052bc243 Testsuite: add extended path test 2011-12-12 10:43:38 +01:00
Michel Juillard 0f8cb1889f adding new tests 2011-12-01 22:07:29 +01:00
Sébastien Villemot fa77b90acc Testsuite: add missing file to EXTRA_DIST 2011-11-30 15:25:51 +01:00
Sébastien Villemot abdd700da9 Testsuite: delete some more generated files 2011-11-30 14:25:58 +01:00
Sébastien Villemot 1ecb2c6be9 Testsuite: fix "make clean" target 2011-11-30 14:25:58 +01:00
Sébastien Villemot 351133500e Fix typo 2011-11-06 11:26:52 +01:00
Sébastien Villemot 9cc3625520 Remove extra space (was causing spurious fail in testsuite) 2011-11-04 18:05:39 +01:00
Michel Juillard 7175e7ce32 fixing tests 2011-11-04 09:11:25 +01:00
Michel Juillard cfb57feff5 correcting tests 2011-11-03 11:14:37 +01:00
Michel Juillard 7a129e14bc fixing tests 2011-11-02 21:16:49 +01:00
Michel Juillard 31349d0b57 adding new test 2011-11-02 20:54:58 +01:00
Houtan Bastani 4cbe2d4634 modify test to include nested expectations 2011-10-26 14:30:47 +02:00
Sébastien Villemot 44499a5fe3 Added missing file to EXTRA_DIST 2011-10-25 18:31:17 +02:00
Sébastien Villemot e8c6108238 testsuite: add recent steadystate files to EXTRA_DIST 2011-10-25 18:19:51 +02:00
Michel Juillard 9f2a4fddc0 adding tests for recursive estimation 2011-10-21 22:13:56 +02:00
Houtan Bastani 6a6ad0ecff fix makefile typo 2011-10-19 14:19:35 +02:00
Michel Juillard 9425b36358 fixing problems related to auxiliary variables 2011-10-19 12:47:15 +02:00
Michel Juillard 1bb567abdf updating list of tests 2011-10-13 22:06:07 +02:00
Michel Juillard ee7078e56c factoring out steady-state computations; steady_state_model now
generates <fname>_steadystate2.m returning parameters as well in case
they have been modified by the user. Added several test cases.
2011-10-12 21:51:14 +02:00
Sébastien Villemot 37b304033c Fix typo 2011-10-09 10:15:58 +02:00
Houtan Bastani 03a4680fbb add missing file to extra_dist 2011-10-07 11:57:53 +02:00
Houtan Bastani 973d0f33c9 MS-SBVAR: add test for repeated calls to ms_* routines 2011-10-07 11:57:53 +02:00
Stéphane Adjemian (Scylla) 1dabbd8806 Fixed Marco's optimization routines (mode_compute==5).
Added fs2000d.mod in the testsuite (test of Marco's optimization routines).
2011-10-03 12:19:41 +02:00
Sébastien Villemot c5b2afa3c1 Testsuite: fix typos and wrong filename for identification tests 2011-09-30 14:47:36 +02:00
Marco Ratto 509b34aa9f added gsa to testsuite 2011-09-28 21:21:54 +02:00
Marco Ratto 0013740bc3 added identification to testsuite 2011-09-28 20:49:08 +02:00
Sébastien Villemot aa1306651d Testsuite: fix crash introduced in 347ab4d0c0 2011-09-27 14:33:43 +02:00
Michel Juillard 743c6f5880 tests: corrected bug introduced in 290270afb8 2011-09-17 17:01:36 +02:00
Houtan Bastani 673fed2110 remove duplicate test files (duplicate test_lower_cholesky.mod, test_upper_cholesky.mod) 2011-09-09 13:27:00 -04:00
Sébastien Villemot 290270afb8 Testsuite:
- no longer use the 'noclearall' option when calling Dynare
- test the simulation path for the various stack_solve_algo options
- simplify code
2011-09-09 16:56:45 +02:00
Houtan Bastani 9a0a87ca44 save make-check summary to text file 2011-08-19 19:18:14 +02:00
Houtan Bastani f6f61df162 fix typo 2011-08-18 09:41:54 +02:00
Houtan Bastani 0da1aab3a8 preprocessor: add absolute value and signum 2011-08-16 14:52:35 +02:00
Houtan Bastani 367013dfd0 add tests to Makefile 2011-08-02 11:58:27 +02:00
Houtan Bastani e20b1dd27c test for irf_shocks 2011-07-07 16:08:13 +02:00
Houtan Bastani 8181dc44be build system: make check works with both matlab and octave 2011-05-04 16:28:13 +02:00
Sébastien Villemot 44903ea38a Build system: remove unused directive 2011-04-28 10:44:02 +02:00
Houtan Bastani 4e9f5e023a build system: change testing system 2011-03-29 17:54:44 +02:00
Houtan Bastani 8ec8944864 test for removing trends added to test system 2011-03-23 15:01:23 +01:00
Sébastien Villemot cb113b7026 Added test for discretionary policy to the testsuite 2011-03-14 11:47:46 +01:00
Sébastien Villemot 8e52c4cf26 Build system: fix files cleanup 2011-02-07 12:49:03 +01:00
Sébastien Villemot a6fe91a89a Build system: fix mistake in previous commit 2011-02-05 10:35:52 +01:00
Sébastien Villemot 92a922c3d6 Build system: add missing steadystate files to dist file 2011-02-04 19:26:47 +01:00
Sébastien Villemot 7c65bceb0e Preprocessor: in steady_state_model block, allow MATLAB functions which return several arguments (closes #37) 2011-01-26 13:55:01 -05:00
Sébastien Villemot a9d89821b7 Added new test to testsuite's Makefile 2011-01-10 12:21:18 +01:00
Houtan Bastani a11817cfa4 k-order: added support for m-files, added tests and modified manual 2010-12-22 09:48:05 +01:00
Houtan Bastani 641f03b8d0 fixed bug that would force node sharing when two or more expectation operators had the same expression but different information sets 2010-12-08 12:29:47 +01:00
Stéphane Adjemian (Charybdis) 032957b36f Added seeds.mod in the test suite. 2010-11-26 17:41:19 +01:00
Stéphane Adjemian (Charybdis) f8b82430cb Added example1_with_tags.mod in the tests. 2010-11-26 11:27:49 +01:00
Sébastien Villemot 07a0ef1a18 Testsuite: include block+bytecode tests in "make check" 2010-10-28 12:12:03 +02:00
Sébastien Villemot 0c958f16e5 Testsuite: reorganize for bock and bytecode, using a script for systematically testing options combinations 2010-10-22 16:52:02 +02:00
Sébastien Villemot 6ba0ff5415 Testsuite: cleanup partial information files 2010-10-22 16:52:02 +02:00
Sébastien Villemot 81823ad035 New oct-file for "ordschur": the diffuse filter now works under Octave 2010-10-21 15:43:13 +02:00
Sébastien Villemot 4a252d8d7c Histval block:
- fail when user tries to initialize a variable at a period which is not in the model, and make the error message explicit
- correctly handle exogenous variables in stochastic mode, which are also substituted with an aux var
- added test files
2010-10-20 14:47:03 +02:00
Houtan Bastani 894155be88 trend_var, growth_factor, deflator: stationarize a nonstationary model and test 2010-10-18 16:07:42 +02:00
Sébastien Villemot b41f2f6ccd Testsuite: add tests files for partial information 2010-10-11 16:48:41 +02:00
Houtan Bastani 078574ee4a external_function: add support for use_dll 2010-10-07 18:05:07 +02:00
Sébastien Villemot d0161843a4 Testsuite: removed duplicate test case (now under tests/steady_state) 2010-09-24 18:35:31 +02:00
Sébastien Villemot 648c3cd177 Preprocessor: implement STEADY_STATE operator with "use_dll" and "block"
options (closes #98)
2010-09-20 17:04:38 +02:00
Stéphane Adjemian (Scylla) 32a3fe11f4 Added mod files in the test suite (for dsge-var models). 2010-06-24 16:03:17 +02:00
Houtan Bastani b5a3cb227c add native matlab statements with comments to test suite 2010-06-22 10:38:18 +02:00
Sébastien Villemot 4cca2874ae Testsuite:
* added optimal_policy/mult_elimination_test.mod to the testsuite
* moved ramsey.mod to optimal_policy/
2010-05-31 16:19:21 +02:00
Sébastien Villemot 7eff7c40c6 Build system: fixed bug 2010-05-03 11:51:39 +02:00
Sébastien Villemot 37abe362a3 Preprocessor: added new 'steady_state_model' keyword for automatically creating steady state file 2010-04-23 18:39:07 +02:00
Sébastien Villemot d72ca78d0b Build system: added new tests for normcdf(), normpdf(), erf() and steady_state() 2010-04-16 18:34:50 +02:00
Sébastien Villemot 7b8166043e Preprocessor: full support for normcdf() function, in evaluation and in C files (closes #84) 2010-02-23 14:39:49 +01:00
Sébastien Villemot 99e0d248c7 Testsuite: added test for osr 2010-02-17 18:40:52 +01:00
sebastien c44452d820 Fast deterministic simulations:
* when using "bytecode" without "block", enforce "stack_solve_algo=5"
* added a test for "bytecode" without "block" option


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3388 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-27 10:13:14 +00:00
sebastien 4a3709da09 Minor fixes to build system and license notices
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3356 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-13 17:39:59 +00:00
sebastien 0542308374 Updated Collard's guide for Dynare 4.1
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3283 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-22 10:34:06 +00:00
sebastien 0011678cb5 Changes by Ferhat:
* fix options stack_solve_algo={2,3,4} (closes #68)
* fix crashes for singular normalizations (closes #44) and implement decreasing cutoff
* fail for stack_solve_algo=2 under Octave (because there is no gmres function in Octave)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3279 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-21 10:29:21 +00:00
sebastien 462cba9158 Build system: minor adjustments
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3272 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-18 15:30:43 +00:00
sebastien 36c093c678 Build system: completed clean rule after testsuite exercising
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3271 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-18 14:07:35 +00:00
sebastien 614b79cf72 Updated and enhanced tests for block and bytecode options
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3245 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 13:41:22 +00:00
sebastien cf77c3f245 * Fix USE_DLL option at order 2 (closes #64)
* Added a corresponding test


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3236 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-14 11:06:29 +00:00
sebastien 686e9858f7 k_order_perturbation tests: added some comments and incorporated them into the testsuite
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3189 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 18:07:36 +00:00
sebastien af732433d7 predetermined_variables:
* reworked a little bit the implementation
* documented the command in the reference manual
* added a test


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3143 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-09 11:03:18 +00:00
sebastien 63d4fe0910 Build system:
* added flags "--disable-matlab" and "--disable-octave" to top-level configure script, to manually disable building of MEX files for MATLAB / Octave
* incorporated new conditional variance decomposition test to testsuite


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3115 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-02 13:44:45 +00:00
sebastien ffd9b2d405 preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-29 17:16:10 +00:00
sebastien aa6ff983a9 AIM solver:
* added interface in the MOD file, with a new option "aim_solver" to stoch_simul and estimation
* documented the option in the reference manual


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3059 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 15:44:56 +00:00
sebastien fa86fc83cf Build system: minor fix
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2934 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-16 16:46:52 +00:00
sebastien fa1746f022 Testsuite for Octave: move definition of Gnuplot terminal to Octave script
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2924 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-15 16:49:39 +00:00
sebastien ddd286863d * Convert the rest of the already existing build system to Automake
* Add new autoconf macros


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2914 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-10 09:50:58 +00:00