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
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
6a6d21ef41
Fixed unit test (forecasts for backward models).
2018-02-28 15:34:19 +01:00
0617f58a14
Merge remote-tracking branch 'origin/master' into ecb-master
2018-02-26 18:17:30 +01:00
d9c5df4029
remove useless lines in tests
2018-02-22 14:36:42 +01:00
04ce089164
test suite: modify reporting test following dseries move to new MATLAB classes
2018-02-16 14:19:08 +01:00
3a052f500c
Merge branch 'master' into ecb-master
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Fixed conflict in dseries submodule.
2018-02-10 12:53:34 +01:00
dde1acd18d
Make fast_realtime accept observation as input
2018-01-26 18:23:49 +01:00
a002388fd0
add tags to equations in test file
2018-01-17 16:17:15 +01:00
82a01c251e
surgibbs: add thinning option
2018-01-12 14:43:39 +01:00
aceeef876b
ols: modify ols-style estimation routines to account for change in 7be8f10e0e
2018-01-12 11:45:50 +01:00
0d11246c35
Add fast_realtime option to integration test
2018-01-12 09:48:14 +01:00
fe8dfba59d
Merge branch 'master' into ecb-master
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# 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
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
b1d8e7aafa
Moved test files.
2018-01-10 16:04:19 +01:00
7be8f10e0e
Use cells of strings instead of char arrays.
2018-01-09 22:30:01 +01:00
61ff77c7ba
fix typos
2018-01-05 17:19:33 +01:00
c1de50bbc2
surgibbs: draft change and test
2018-01-05 17:13:46 +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
792d452938
sur: update with changes recently made to pooled_ols
2017-12-12 12:37:45 +01:00
698192ab81
fix solow_irf to work with current state of backward_model_irf
2017-12-11 13:44:26 +01:00
58536c53b3
fix bug in test introduced in 8541579d48
2017-12-08 15:09:37 +01:00
8541579d48
pooled_ols: support endogenous without parameters on RHS
2017-12-08 14:53:39 +01:00
3cd4e732d3
SUR with test
2017-11-17 15:50:22 +01:00
33937cb604
add test for pooled_ols
2017-11-16 17:23:10 +01:00
96d716343d
add pooled_fgls (with test)
2017-11-16 17:23:07 +01:00
19c1b512a5
use json=compute in test
2017-11-02 15:45:24 +01:00
a82f2695cb
Pooled OLS + test
2017-10-25 14:18:19 +02:00
ac09cb3ee2
Merge branch 'master' into ecb-master
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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
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
97743cbb3f
Merge branch 'master' into ecb-master
2017-09-13 18:27:15 +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
eb3f33df00
Merge branch 'master' into ecb-master
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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
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
949440ef9c
Added two examples (forecasts and IRFs in backward models).
2017-07-31 16:26:43 +02:00
75d3964a63
Fixed tests/Makefile.am (removed entry in MODFILES causing build failure).
2017-07-29 21:11:17 +02:00
dd3c4cd88c
Added example (estimation of single equation by ols).
2017-07-28 17:52:08 +02:00
85e946b0a8
Rewrote examples for single equation contribution plots.
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The mod files are self documented, and serve as a user guide for the
`plot_contributions` command.
2017-07-28 12:42:51 +02:00
5d0d943f0f
Moved files.
2017-07-28 10:20:21 +02:00
c5fb6dfe57
Merge branch 'master' into ecb-master
...
Fixed conflict in preprocessor/ModFile.cc
2017-07-27 22:48:29 +02:00
7a4658323f
update makefile for change in .mod file name
2017-07-26 15:07:46 -04:00
ea07b4bf97
change name of .mod file
2017-07-26 09:17:31 -04:00
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
92be7a6b27
sur gibbs sampling: first pass
2017-07-12 16:59:06 +02:00
7a61bff6c4
sur: first draft
2017-07-11 16:02:03 +02:00
07fb484987
ols: run multiple estimations when more than one tag is passed
2017-07-07 17:53:25 +02:00
12cd0d8194
ols: add test statistics
2017-07-07 15:04:37 +02:00
43025d6420
preprocessor: add possibility to add vector to adl command
2017-07-03 17:29:58 +02:00
4183c32525
declare parameters when adl is encountered
2017-06-30 16:22:24 +02:00
c9ea44002a
Added integration test.
2017-06-30 11:02:31 +02:00
f934e40c4b
Added dynare command options in mod file.
2017-06-30 11:02:12 +02:00
cf4579fc61
Merge branch 'master' into ecb-master
2017-06-30 10:55:31 +02:00
63d6dfccf4
Added the possibility to dynare the dynare command options in the mod file.
2017-06-30 10:16:26 +02:00
133d6544e7
Make example less trivial (with negative values).
2017-06-29 16:08:12 +02:00
a59a2fae2d
Merge branch 'master' into ecb-master
2017-06-29 13:33:29 +02:00
477a55da2e
Efficiency and interface changes.
...
- Do not loop on all the variables in the dseries objects.
- Do not pass a structure for the parameters (read in M_.params instead).
- Add a baseline scenario.
2017-06-29 13:29:16 +02:00
29a1e3d015
Renamed folders.
2017-06-28 18:34:29 +02:00
b81e0cd91e
Added json file in the clean rule.
2017-06-28 16:03:52 +02:00
d840695ae0
plot contributions
2017-06-26 22:30:59 +02:00
d8ffd5e83c
Merge branch 'master' into ecb-master
2017-06-19 18:02:57 +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
7d373f0d7e
Merge branch 'master' into ecb-master
2017-06-03 14:51:28 +02:00
99cb731112
Fixed indentation of matlab files.
2017-06-01 19:43:18 +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
e3c12f5094
var_expectation: stop processing if variable used that was not in model
2017-05-04 16:56:50 +02:00
63180c9e59
var_model: allow non model-block variables in VAR
2017-05-04 16:15:33 +02:00
c2556cc80e
Merge branch 'master' into ecb-master
...
Model inversion of backward looking models.
2017-05-02 23:15:42 +02:00
5bae0a8cb1
build system: add clean rule for test suite
2017-04-25 12:24:03 +02:00
db535236b2
Merge branch 'master' into ecb-master
2017-04-14 11:35:43 +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
d1062875cd
Added README in tests/ECB.
2017-03-22 09:41:10 +01:00
0a017dd1bb
var test, add estimation for nkm model, fix plotting
2017-03-22 09:41:10 +01:00
8d1c8f35ae
var_forecast: example with two variables in var
2017-03-22 09:41:10 +01:00
858f26804f
var_forecast test: update following changes
2017-03-22 09:41:10 +01:00
dc7fca7ece
var_forecast: use example1 in forecast, add code to use estimation via rfvar3
2017-03-22 09:41:10 +01:00
7c9e54c8b4
var_forecast tests
2017-03-22 09:41:10 +01:00
e1033c76b9
Added declaration of observed exogenous variables.
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With integration test.
2017-03-22 09:41:09 +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...
...
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.
...
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
Stéphane Adjemian(Charybdis)
Houtan Bastani
Johannes Pfeifer
Houtan
Sébastien Villemot
Sébastien Villemot
Marco Ratto