Commit Graph

1237 Commits (beb7d42d748f9f0f5216ed7aca93dceb4f73df2c)

Author SHA1 Message Date
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
Sébastien Villemot 8ba9918652 Improve style of read_trs_files bash script
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
Houtan Bastani eb316d7e2d update files for change of option name from `trends` to `targets` 2018-09-13 12:24:32 +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) 8d84d0b38b Add 'tests/pac/' from commit '72dda0e3ebdb46b741e484f2e2f2155d02c59815'
git-subtree-dir: tests/pac
git-subtree-mainline: 0f3678ec4a
git-subtree-split: 72dda0e3eb
2018-09-06 23:35:53 +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 Adjemia (Scylla) 8276acb55f Added integration tests for TREND_COMPONENT model. 2018-08-30 12:02:48 +02:00
Stéphane Adjemia (Scylla) 7bcc5b9f42 Added integration tests for VAR_MODEL.
Check the AR matrices.
2018-08-29 17:43:35 +02:00
Stéphane Adjemia (Scylla) 7cf4dc751e Fixed integration test. 2018-08-28 11:08:40 +02:00
Stéphane Adjemia (Scylla) 83c9b0d5b6 Make rool for trend_component_model in var_expectation.
Not yet working, a bug in the preprocessor remains to be fixed. The
preprocessor does not create the correct number of reduced form parameters
for VAR_EXPECTATION when the auxiliary model is a trend component model,
because it ignores the fact that the model has to be rewritten in levels.
2018-08-27 14:37:26 +02:00
Houtan Bastani 6ec9758313 update var_expectation code and tests for change in field name 2018-08-23 10:38:39 +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) c28c8187e8 Fixed typo. 2018-08-08 16:23:15 +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 d03cc56587 solve_algo=7 and stack_solve_algo=2 are now allowed under Octave
The gmres() function has been implemented (actually since Octave 3.4.1!).
2018-08-02 15:20:39 +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
Stéphane Adjemian(Charybdis) 5f8b2c5a77 Revert "modify on-the-fly example to accept variables declared in equation tag"
This reverts commit 8ff8d787e8.
2018-07-19 19:08:07 +02:00
Sébastien Villemot 9c3ce0350d Replace LMMCP test with another one that converges
Incidentally the new one takes far less time, especially on Octave.
2018-07-18 17:52:44 +02:00
Sébastien Villemot ff676f5505 Gracefully fail when Octave crashes in a *.m test 2018-07-13 17:22:27 +02:00
Houtan Bastani 8ff8d787e8 modify on-the-fly example to accept variables declared in equation tag 2018-07-11 14:45:32 +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
Stéphane Adjemian(Charybdis) 0d4a677526 Added comments in example. 2018-07-09 20:30:38 +02:00
Houtan Bastani 01d5a13082 preprocessor: submodule update: on-the-fly variable declaration in equation tags 2018-07-09 15:36:49 +02:00
Sébastien Villemot b2c554623f Various fixes related to the new layout of generated files 2018-06-28 18:14:40 +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
Johannes Pfeifer db0cf1b8ea Add unit tests for perfect foresight simulations with exogenous leads and lags
Closes #1616
2018-06-07 20:46:30 +02:00
Houtan Bastani e9c631de7d Merge branch 'master' into ecb-master 2018-06-07 18:47:36 +02:00
Sébastien Villemot 79484607a7 Fix various issues with stack_solve_algo=7 and lags on exogenous > 1
Complete the fix started in 8913791ff0.

Change the test case to prevent regressions.
2018-06-07 16:14:02 +02:00
Houtan Bastani 6f6ef8fb30 Merge branch 'master' into ecb-master 2018-06-05 18:47:55 +02:00
Sébastien Villemot fec0947c7b Testsuite: clean files generated by move to temporary terms array 2018-06-04 18:08:28 +02:00
Johannes Pfeifer 2dd940dc1a datatomfile: Consistently replace char by cell arrays
Required after 7be8f10e0e
2018-06-04 11:56:43 +02:00
Houtan Bastani 30310bc7b4 Merge branch 'master' into ecb-master 2018-06-01 16:02:30 +02:00
Frédéric Karamé 1c9e186d57 Updated tests for nonlinear filters.
(cherry picked from commit e2cf2260dbd5cceeade11f0617ab33de2f8ee72b)
2018-06-01 12:13:54 +02:00
Stéphane Adjemian(Charybdis) e62c2272b4 Merge remote-tracking branch 'github/master' into ecb-master
Fixed conflicts:
	matlab/modules/dates
2018-05-16 17:32:39 +02:00
Stéphane Adjemian(Charybdis) f53be721c1 Added new option mh_tune_jscale.
Works only with the Random Walk Metropolis Hastings algorithm.

Closes #1598
2018-05-16 16:37:22 +02:00
Houtan Bastani 7f3120eb2e preprocessor: submodule update; introduction of on-the-fly variable declaration 2018-03-20 16:43:06 +01:00
Stéphane Adjemian(Charybdis) 85b88e133b Fixed integration tests related to the simulation of backward models.
Use the histval interface for setting the initial conditions.
2018-03-12 09:47:06 +01:00
Stéphane Adjemian(Charybdis) d96aca093e Fixes for julia 0.6.x.
Updated the preprocessor module (adds new static and dynamic routines which
only return the jacobian).
2018-03-10 16:05:14 +01:00
Stéphane Adjemian (Charybdis) 6a6d21ef41 Fixed unit test (forecasts for backward models). 2018-02-28 15:34:19 +01:00
Houtan Bastani 0617f58a14 Merge remote-tracking branch 'origin/master' into ecb-master 2018-02-26 18:17:30 +01:00
Houtan Bastani d9c5df4029 remove useless lines in tests 2018-02-22 14:36:42 +01:00
Houtan Bastani 04ce089164 test suite: modify reporting test following dseries move to new MATLAB classes 2018-02-16 14:19:08 +01:00
Stéphane Adjemian (Charybdis) 3a052f500c Merge branch 'master' into ecb-master
Fixed conflict in dseries submodule.
2018-02-10 12:53:34 +01:00
Johannes Pfeifer dde1acd18d Make fast_realtime accept observation as input 2018-01-26 18:23:49 +01:00
Houtan Bastani a002388fd0 add tags to equations in test file 2018-01-17 16:17:15 +01:00
Houtan Bastani 82a01c251e surgibbs: add thinning option 2018-01-12 14:43:39 +01:00
Houtan Bastani aceeef876b ols: modify ols-style estimation routines to account for change in 7be8f10e0e 2018-01-12 11:45:50 +01:00
Johannes Pfeifer 0d11246c35 Add fast_realtime option to integration test 2018-01-12 09:48:14 +01:00
Houtan Bastani fe8dfba59d Merge branch 'master' into ecb-master
# Conflicts:
#	examples/NK_baseline_steadystate.m
#	matlab/backward/backward_model_irf.m
#	matlab/modules/dseries
#	matlab/occbin/setss.m
#	preprocessor/SymbolList.cc
#	tests/identification/as2007/as2007_steadystate.m
#	tests/identification/kim/kim2_steadystate.m
#	tests/particle/dsge_base2_steadystate.m
#	tests/steady_state/walsh1_old_ss_steadystate.m
2018-01-11 16:25:42 +01:00
Houtan 049be61ef5 surgibbs: pass prior as argument, allow limiting the number of parameters estimated, check inputs, change variable name 2018-01-11 14:15:10 +01:00
Stéphane Adjemian (Charybdis) b1d8e7aafa Moved test files. 2018-01-10 16:04:19 +01:00
Stéphane Adjemian (Scylla) 7be8f10e0e Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
Houtan 61ff77c7ba fix typos 2018-01-05 17:19:33 +01:00
Houtan c1de50bbc2 surgibbs: draft change and test 2018-01-05 17:13:46 +01:00
Stéphane Adjemian (Charybdis) 2be12bd50d Provide data to integration test.
This test, which is not run by the testsuite, fails.
2017-12-29 13:47:36 +01:00
Houtan 792d452938 sur: update with changes recently made to pooled_ols 2017-12-12 12:37:45 +01:00
Houtan 698192ab81 fix solow_irf to work with current state of backward_model_irf 2017-12-11 13:44:26 +01:00
Houtan 58536c53b3 fix bug in test introduced in 8541579d48 2017-12-08 15:09:37 +01:00
Houtan Bastani 8541579d48 pooled_ols: support endogenous without parameters on RHS 2017-12-08 14:53:39 +01:00
Houtan Bastani 3cd4e732d3 SUR with test 2017-11-17 15:50:22 +01:00
Houtan Bastani 33937cb604 add test for pooled_ols 2017-11-16 17:23:10 +01:00
Houtan Bastani 96d716343d add pooled_fgls (with test) 2017-11-16 17:23:07 +01:00
Houtan Bastani 19c1b512a5 use json=compute in test 2017-11-02 15:45:24 +01:00
Houtan Bastani a82f2695cb Pooled OLS + test 2017-10-25 14:18:19 +02:00
Stéphane Adjemian(Charybdis) ac09cb3ee2 Merge branch 'master' into ecb-master
Fixed conflicts in:
	matlab/backward/backward_model_irf.m
	matlab/modules/dseries
	matlab/utilities/general/isint.m
	preprocessor/DynareBison.yy
	preprocessor/DynareFlex.ll
	preprocessor/ModFile.cc
	preprocessor/ParsingDriver.hh
2017-10-14 17:12:57 +02:00
Johannes Pfeifer a0ea6e3a21 Adjust tolerance of integration test 2017-10-05 11:33:17 +02:00
Johannes Pfeifer a1222a1d1b Implement variance decomposition with measurement error 2017-10-05 11:33:17 +02:00
Johannes Pfeifer f0b9f453e9 Make empirical moments independent of simul_replic by outputting first instead of later replication
Closes #1487
2017-10-04 15:32:28 +02:00
Stéphane Adjemian (Scylla) f284169248 Fixed integration tests related to simulation of backward models. 2017-09-30 16:44:23 +02:00
Houtan Bastani 97743cbb3f Merge branch 'master' into ecb-master 2017-09-13 18:27:15 +02:00
Johannes Pfeifer 79e510a99e Add integration tests for #1193 and #1510 2017-09-13 10:20:09 +02:00
Johannes Pfeifer 25bf43983f Add write_latex_steady_state_model to collect_latex_files.m 2017-09-01 17:58:25 +02:00
Stéphane Adjemian (Scylla) eb3f33df00 Merge branch 'master' into ecb-master
Fixed conflicts:
	matlab/backward/backward_model_forecast.m
	preprocessor/DynareBison.yy
	preprocessor/ParsingDriver.hh
	tests/practicing/datasaver.m
2017-08-30 11:51:56 +02:00
Houtan Bastani 85d00ad267 test suite: remove practicing directory. closes #1500 2017-08-29 17:15:06 +02:00
Houtan Bastani bb3e71646a Merge pull request #1497 from JohannesPfeifer/calib_smoother_test
Add calib_smoother command with parameter_set option to integration
2017-08-29 11:02:34 +02:00
Johannes Pfeifer cfc7413e96 Add calib_smoother command with parameter_set option to integration
Following #1477
2017-08-29 10:52:48 +02:00
Houtan Bastani 6fcc26ce2b test suite: aesthetic fix: remove British English :) 2017-08-29 10:27:49 +02:00
Houtan Bastani 9a3ea53274 test suite: change test to test for existence of files in current directory only 2017-08-29 10:25:39 +02:00
Stéphane Adjemian (Scylla) 32c3beb27d Fixed bug introduced in 7d180e2fcb. 2017-08-16 22:17:20 +02:00
Stéphane Adjemian (Scylla) 7d180e2fcb Renamed integration test (removed capital letters). 2017-08-16 16:08:18 +02:00
Stéphane Adjemian (Scylla) a1c34979f5 Merge branch 'pr#1484' 2017-08-16 11:20:55 +02:00
Johannes Pfeifer fdb24d6a1d Add unit test for sim1_linear.m 2017-08-01 11:36:07 +02:00
Stéphane Adjemian (Scylla) 16e0fca19c Added two examples (forecasts and IRFs in backward models).
(cherry picked from commit 949440ef9c)
2017-07-31 16:32:15 +02:00
Stéphane Adjemian (Scylla) 949440ef9c Added two examples (forecasts and IRFs in backward models). 2017-07-31 16:26:43 +02:00