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863 Commits (c30b6f20a62b902974de6546931a7e89da745da7)

Author SHA1 Message Date
Houtan Bastani e1bdd830af testsuite: fix race condition in accessing .mat file 2016-05-10 11:34:17 +02:00
Houtan Bastani ccb197e74f fix copyright dates 2016-05-09 12:42:58 +02:00
Michel Juillard d9e73b5477 fixing test case for loglinear models 2016-05-06 09:07:43 +02:00
Michel Juillard 034bd0367b test cases for loglinear with lead/lagged exogenous variables 2016-05-05 20:41:02 +02:00
Michel Juillard 5d321c86ce add test case for purely backward model 2016-04-16 17:21:42 +02:00
Johannes Pfeifer bfe3dded99 Add diffuse filter statement to nonstationary mod-file to prevent unit test from crashing 2016-04-15 15:00:50 +02:00
MichelJuillard 3d6c184566 Merge pull request #1168 from JohannesPfeifer/filter_tests 
Improve speed of filtering unit tests and clean up setting of options
 2016-04-15 09:50:49 +02:00
MichelJuillard a21aa064c9 Merge pull request #1166 from JohannesPfeifer/kalman_fixes 
Kalman fixes
 2016-04-15 09:50:25 +02:00
Johannes Pfeifer aff80b4ee3 Improve speed of filtering unit tests and clean up setting of options 2016-04-15 09:23:07 +02:00
Michel Juillard 920d212d95 shock decomposition: adding test case for groups 2016-04-15 09:06:26 +02:00
Johannes Pfeifer 30be2ed62a Add unit test for smoother only on nonstationary model 2016-04-14 20:11:50 +02:00
Johannes Pfeifer 9d6126c5f6 Make fs2000_smoother_only.mod call all Kalman options 2016-04-14 20:11:50 +02:00
Stéphane Adjemian (Scylla) efc193e429 Fixed typo in testsuite. 2016-04-13 22:25:52 +02:00
Johannes Pfeifer 994b9e5f16 Reduce runtime of unit tests by decreasing iteration number 2016-04-12 14:58:11 +02:00
MichelJuillard a8cc21eb97 Merge pull request #1163 from JohannesPfeifer/Smoother_fixes 
Various fixes and documentation improvements related to smoother, trends and selected_variables_only option
 2016-04-12 14:22:19 +02:00
MichelJuillard aa1a0b5e25 Merge pull request #1052 from JohannesPfeifer/lin_solve_robust 
Integrate robust linear solver for stack_solve_algo=0
 2016-04-12 12:06:22 +02:00
Johannes Pfeifer 5c40bcef8d Fix trend unit tests to account for classical smoother returning results in declaration rule order after fixing #1161 2016-04-12 11:41:15 +02:00
Johannes Pfeifer f5900aa03b Add unit test for selected_variables_only option in smoother 2016-04-12 11:37:57 +02:00
Johannes Pfeifer 5b1a97f777 Add unit test for conditional_forecast with trends and loglinear 2016-04-09 09:45:21 +02:00
Johannes Pfeifer 450dd465fd Reduce time intensity of unit tests by reducing number of iterations 2016-04-09 09:45:21 +02:00
Johannes Pfeifer 44b3092162 Fix merge conflict that undid commit 943db6fb24 2016-04-09 09:45:21 +02:00
Johannes Pfeifer 31c422e3d1 Add datafile to observation trends and prefiltering tests 2016-04-09 09:45:21 +02:00
Johannes Pfeifer ec1bb2138a Enable erroneously disabled unit tests 2016-04-09 09:45:21 +02:00
Johannes Pfeifer 4b83c1bf76 Integrates Tom Holden's robust linear solver 
Supersedes #984
 2016-03-25 09:59:20 +01:00
Stéphane Adjemian(Charybdis) b688cbe5b2 Merge branch 'master' into johannes_perfect_foresight_test 2016-03-24 23:01:11 +01:00
Stéphane Adjemian (Lupi) fd850ca5bd Merge branch 'master' into lik_init_5_fixes 
Conflicts:
	doc/dynare.texi
	tests/Makefile.am
 2016-03-24 17:40:27 +01:00
Johannes Pfeifer d84bf3e107 Add unit tests for perfect foresight to detect issues with histval 2016-03-23 20:15:57 +01:00
Johannes Pfeifer da5f7243e9 Add missing data file and options for kalman_filter_smoother/compare_results_simulation unit tests 2016-03-23 10:48:23 +01:00
Johannes Pfeifer 2139420336 Factorize unit tests for observation trends 2016-03-23 10:48:22 +01:00
Johannes Pfeifer acd08bba0e Add means and trends to Bayesian smoother results 
Also adjusts unit test
 2016-03-23 10:47:25 +01:00
Johannes Pfeifer df54e8fcab Add unit tests for correctness of smoother results 2016-03-23 10:46:30 +01:00
Johannes Pfeifer 018fed21cd Add unit test for calibrated smoother 
Tests loglinear, prefilter, and first_obs options
 2016-03-23 10:35:40 +01:00
Johannes Pfeifer 8c8587d89b Add factored unit tests for mh_recover 2016-03-16 19:04:03 +01:00
Michel Juillard 066c79f46a test case for previous commit 2016-03-07 21:51:45 +01:00
Johannes Pfeifer 2e359cac02 Widen tolerance criterion in unit test 2015-12-17 17:06:53 +01:00
Johannes Pfeifer af627b8ecf Adapt estimated parameters to not hit prior bounds 2015-12-17 17:06:33 +01:00
Johannes Pfeifer e5894c4157 Add eps-loaders to GSA output 2015-12-14 14:09:37 +01:00
Johannes Pfeifer 4f9b141c76 Add eps-loaders to identification codes 2015-12-14 11:26:33 +01:00
Johannes Pfeifer 1c630a8172 Add trace_plot to LaTeX unit test 2015-12-13 17:45:10 +01:00
Stéphane Adjemian (Charybdis) 5ef86416bf Merge branch 'cmr-prior' 2015-12-04 15:06:28 +01:00
Stéphane Adjemian (Charybdis) a0119404c5 Added integration test for the Weibull prior. 2015-12-04 15:04:10 +01:00
Houtan Bastani 943db6fb24 testsuite: move tests/reporting/example1.mod to examples/example1_reporting.mod. closes #1111 2015-12-01 13:53:08 +01:00
Michel Juillard 717967f31f adding forgotten test file 2015-11-28 21:02:10 +01:00
Michel Juillard c373d1e1be adding new option 'fast_kalman_filter' implementing Ed Herbst 2012 approach 2015-11-28 17:38:00 +01:00
Stéphane Adjemian (Charybdis) cbe236730c Factorized tests and removed time consuming and out of scope parts. 2015-11-04 22:19:14 +01:00
Johannes Pfeifer a7ed27b889 Document lik_init=5 and add unit test for lik_init 2015-10-18 18:55:33 +02:00
Stéphane Adjemian (Charybdis) cf17040915 Added integration test for PR #1062 (conditional forecasts). 2015-10-16 17:22:33 +02:00
Houtan Bastani f583add550 prior_posterior_function: save results to different structures, depending on which command was called 2015-10-14 11:19:12 +02:00
Houtan Bastani fd5ce1366e preprocessor: change prior_posterior_function into two arguments. closes #1076 2015-10-14 11:02:35 +02:00
Stéphane Adjemian (Charybdis) 6ea5bdde34 Merge branch 'johannes_bandpass' 2015-10-13 23:56:22 +02:00