Stéphane Adjemian (Charybdis)
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
Stéphane Adjemian (Charybdis)
b14cf33c8f
Changed priors in tests/optimizers/fs2000_* integration tests.
...
To avoid asymptote at zero on the autoregressive parameter rho.
2017-02-08 13:07:25 +00:00
Stéphane Adjemian (Charybdis)
5b73d7d59c
Added new optimization routine (particleswarm).
...
Only available under Matlab if the Global Optimization Toolbox is installed.
2017-02-08 13:07:25 +00:00
Houtan Bastani
f1d607af99
preprocessor: remove extra exogenous variables. closes #841
2017-01-27 22:48:17 +01:00
Houtan Bastani
cfae273038
keep track of all times an undeclared variable is encountered
2017-01-27 20:36:26 +01:00
Stéphane Adjemian (Lupi)
1cabe76b06
Do not compute posterior kernel densities in some integration tests.
...
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
Stéphane Adjemian (Charybdis)
b152f3920d
Added the possiblity to run the testsuite on a subset of tests.
...
*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
Johannes Pfeifer
d5a6f132b5
unit tests: remove more unused exogenous variables
2017-01-10 19:58:44 +01:00
Johannes Pfeifer
c5c465d675
Remove unused exogenous variables from unit tests
2017-01-08 19:00:04 +01:00
Stéphane Adjemian
420fb3896b
Merge pull request #1361 from JohannesPfeifer/endogenous_prior_restrictions
...
Document irf_calibration and moment_calibration in the context of est…
2017-01-05 09:08:52 +01:00
Stéphane Adjemian
b464226eaa
Merge pull request #1358 from JohannesPfeifer/nograph
...
Implement posterior_nograph option
2017-01-05 06:52:08 +01:00
Stéphane Adjemian (Lupi)
3708b5c4e5
Fixed typo (integration test for nested parenthesis).
2017-01-05 00:32:37 +01:00
Stéphane Adjemian
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
Stéphane Adjemian (Karaba)
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
Johannes Pfeifer
6c9a08d7e2
Further adjust tolerance of Octave unit tests
2016-12-28 19:30:24 +01:00
Johannes Pfeifer
8900b99a74
Add posterior_nograph option to fs2000.mod unit test
2016-12-26 13:11:02 +01:00
Johannes Pfeifer
c7290a5f03
Document irf_calibration and moment_calibration in the context of estimation
...
Also adds unit test. Closes #1318
2016-12-23 12:11:10 +01:00
Johannes Pfeifer
5e010f57c0
Document different treatment of mh_recover and load_mh_file under Octave
...
Also adjusts unit tests accordingly. Closes #1332
2016-12-23 10:47:58 +01:00
Johannes Pfeifer
2d17ff43a4
fs2000.mod unit test: move setting of Laplace marginal density to appropriate place
2016-12-20 08:40:34 +01:00
Marco Ratto
2b9779204a
added example for new option NumberOfThreadsPerJob
2016-12-19 23:33:03 +01:00
Johannes Pfeifer
352786c2b4
load_mh_file: recompute results by default and load on request
...
Prevents general overwriting of results in oo_ and having stale results
2016-12-19 19:37:34 +01:00
Johannes Pfeifer
5515da191a
Add Raftery/Lewis (1992) convergence diagnostics
2016-12-17 17:22:05 +01:00
Johannes Pfeifer
0f04a0f921
Geweke diagnostics: fix bug in interface that prevents setting the respective options
2016-12-17 17:22:05 +01:00
Stéphane Adjemian
ab2a4f574b
Merge pull request #1342 from JohannesPfeifer/univariate_diffuse_test
...
Trigger computation of state uncertainty in unit test
2016-12-17 17:18:58 +01:00
Houtan Bastani
060ecceede
test suite: reporting: fix bug
2016-12-12 16:53:57 +01:00
Stéphane Adjemian (Charybdis)
c2e5d5c2c2
Changed calibration.
2016-12-06 23:34:11 +01:00
Stéphane Adjemian (Charybdis)
b43ef94e7b
Cosmetic change.
2016-12-06 23:26:31 +01:00
Stéphane Adjemian (Charybdis)
535fa1a721
Added integration test...
...
For nonlinear simul_backward_model. Use a Solow model with varying
growth rates of efficiency and population.
2016-12-06 22:57:12 +01:00
Michel Juillard
6fd715a3b8
adding simul_backward and simul_backward_linear
2016-12-05 16:17:14 +01:00
Stéphane Adjemian (Charybdis)
4689805e98
Added integration tests for the simulation of stochastic backward models.
2016-12-01 23:22:08 +01:00
Houtan Bastani
cacd60814b
Revert "test suite: change related to b5f0621f02
. revert when new Octave is released"
...
This reverts commit 0b6588c932
.
2016-11-29 14:47:27 +01:00
Michel Juillard
b85267e03c
fixed typo in Makefile.am
2016-11-24 10:00:34 +01:00
Michel Juillard
80eeee697d
diffuse_filter: add test for compute_Pinf_Pstar
2016-11-23 20:52:57 +01:00
Johannes Pfeifer
8ce3d2c936
Trigger computation of state uncertainty in unit test
2016-11-23 10:50:31 +01:00
MichelJuillard
31d2c7e332
Merge pull request #1324 from JohannesPfeifer/kalman
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Three bugfixes for missing_DiffuseKalmanSmootherH1_Z.m that led to wrong results
2016-11-13 19:13:10 +01:00
Johannes Pfeifer
7831dccd2a
Transform save_tmp_file into an option and change defaults
2016-11-04 19:56:55 +01:00
Houtan Bastani
985fce4955
Revert "Reverted merge of pr#1323."
2016-11-04 12:10:10 +01:00
Stéphane Adjemian
4532d13fd3
Merge pull request #1295 from JohannesPfeifer/stochastic_singularity
...
Stochastic singularity
2016-11-04 10:56:50 +01:00
Johannes Pfeifer
3ebc982b02
Add state_uncertainty to Bayesian smoother
2016-11-04 09:23:55 +01:00
Johannes Pfeifer
98cf1bfc1d
Add smoothed state uncertainty to Kalman smoother routines
2016-11-04 09:23:55 +01:00
Stéphane Adjemian
b069241d18
Merge pull request #1217 from JohannesPfeifer/qz_estimation
...
Make sure diffuse_filter triggers qz_criterium>1
2016-11-04 06:47:17 +01:00
Stéphane Adjemian (Lupi)
a60f5a81fe
Reverted merge of pr#1323.
2016-11-03 23:09:31 +01:00
Johannes Pfeifer
b2954b4103
Add bvar_irf to unit test
2016-11-03 17:22:44 +01:00
Johannes Pfeifer
5fe79aeda2
Add unit test for qz_criterium
2016-10-27 20:16:43 +02:00
Houtan Bastani
2499a13e5a
test suite: add stats directory for stats tests so that those functions are called instead of the built in octave functions
2016-10-25 18:13:07 +02:00
Houtan Bastani
7370d49792
test suite: suppress dynare_config output
2016-10-25 16:31:33 +02:00
Houtan Bastani
0b6588c932
test suite: change related to b5f0621f02
. revert when new Octave is released
2016-10-25 16:31:33 +02:00
Houtan Bastani
7dafeb2bc8
test suite: fix bug introduced in f5f71ca838
2016-10-24 12:56:26 +02:00
Houtan Bastani
764d2e6ba5
test suite: use dynare_config instead of calling dynare on non_existant_mod_file.mod to set up paths
2016-10-24 11:39:54 +02:00
Houtan Bastani
f5f71ca838
test suite: load Octave packages potentially needed when running test suite
2016-10-21 17:40:27 +02:00
Houtan Bastani
4a1ad80747
test suite: add license/copyright info
2016-10-19 15:12:44 +02:00
Houtan Bastani
22a5739eb7
test suite: don't use when running octave test
2016-10-19 15:11:30 +02:00
Houtan Bastani
d045fc65a5
test suite: remove ‘exit;’ causes octave 4.2.0 rc2 to terminate with uncaught exception of type octave::exit_exception
2016-10-18 15:04:03 +02:00
Johannes Pfeifer
e953b16d4a
Add correctness check for trigonometric functions to use_dll test
2016-10-16 13:54:29 +02:00
Houtan Bastani
b5f0621f02
test suite: workaround for bug in Octave 4.2.0-rc2 https://savannah.gnu.org/bugs/?49334
2016-10-13 15:30:05 +02:00
Johannes Pfeifer
22b20eee96
Widen tolerance of trend unit tests under Octave
2016-10-06 21:01:35 +02:00
Johannes Pfeifer
1da488db52
Add test case for stochastic singularity
2016-10-02 12:56:04 +02:00
Johannes Pfeifer
f553f893c6
Make sure qz_criterium being reset by evaluate_smoother.m does not affect subsequent commands
...
- adds diffuse_filter as option of calib_smoother
- adds test case for calib_smoother with diffuse_filter
2016-10-02 10:51:47 +02:00
Houtan Bastani
8edea5edb0
octave only supports .xlsx Excel extension (no longer supports .xls extension). #1293
2016-09-27 16:00:34 +02:00
Houtan Bastani
daa77a7a68
test suite: add .mod file name to execution command to see which test is running in top
2016-09-27 10:55:03 +02:00
Houtan Bastani
d4f5977380
test suite: when saving use .mat file extension because Octave doesn’t add it by default
2016-09-23 18:49:51 +02:00
Houtan Bastani
99d7b2b8b2
test suite: add rules for o.trs left out of 6b2c7c36d4
2016-09-21 16:16:29 +02:00
Houtan Bastani
aa08138206
test suite: resolve more race conditions
2016-09-21 16:14:59 +02:00
Houtan Bastani
6b2c7c36d4
test suite: resolve race condition in tests/observation_trends_and_prefiltering/MCMC/*.mod
2016-09-21 11:42:13 +02:00
Houtan Bastani
fd9c81f0ef
test suite: ensure test suite keeps on running even when Octave or Matlab crash. Closes #1069
2016-09-20 17:17:25 +02:00
Marco Ratto
e46a3249c0
fixes testsuite for model comparison
2016-09-08 15:45:38 +02:00
Houtan Bastani
71c2bc665a
changes in 7d7eb73ba8
were excessive. Can simply add [] around last arguments
2016-08-24 11:56:32 +02:00
Houtan Bastani
7d7eb73ba8
test suite: bug fix: repmat syntax changed in R2013b
2016-08-24 11:11:58 +02:00
Johannes Pfeifer
3fc011a1b2
Adjust unit test for stack_solve_algo=7 to actually trigger different algorithms
2016-08-23 17:28:41 +02:00
Johannes Pfeifer
077917b1f4
dynare_solve: use correct termination criterion with stack_solve_algo=7
2016-08-23 17:28:41 +02:00
Johannes Pfeifer
299d7edf8b
Expand stack_solve_algo=7 unit tests to other solve_algo
2016-08-23 17:28:41 +02:00
Johannes Pfeifer
425ada90bb
Fix traceplot command in TeX unit test
2016-08-23 17:22:41 +02:00
Johannes Pfeifer
960aeb0d8d
Add fast Kalman filter to stationary unit tests
2016-08-22 19:24:35 +02:00
Johannes Pfeifer
a7e3ecea63
Add diffuse Kalman filter unit tests
2016-08-22 19:24:35 +02:00
Johannes Pfeifer
06ff0c7bb6
Factorize Kalman filter unit tests
2016-08-22 19:24:35 +02:00
Johannes Pfeifer
69c5575e19
Add smoother checks to Kalman unit tests
2016-08-22 19:24:35 +02:00
Johannes Pfeifer
915b437efc
Add correctness check for Kalman filter unit tests
2016-08-22 19:24:35 +02:00
Johannes Pfeifer
b201ca4e4b
Add proper measurement error to Kalman filter test files
2016-08-22 19:24:35 +02:00
Johannes Pfeifer
df8ad833fb
Transform automatic loading of optimal_mh_scale_parameter.mat into option scale_file
...
Closes #503
2016-08-22 16:27:32 +02:00
MichelJuillard
d27bbe667f
Merge pull request #1230 from JohannesPfeifer/load_mh_file
...
Save chain's proposal density and make load_mh_file and mh_recover load it
2016-08-21 16:12:12 +02:00
Houtan Bastani
726ad1b84c
build system: add missing dependency in test suite, add missing clean rule
2016-07-29 17:05:51 -04:00
Houtan Bastani
c6f84fb98a
build system: remove csv file created during check
2016-07-28 17:01:45 -04:00
Houtan Bastani
92200c20ba
build system: front load slower tests to make test suite run faster
2016-07-28 16:59:57 -04:00
Michel Juillard
22f49971bc
fixing bug in mcp model setup
...
makes perfect_foresight_problem more efficient
added test case for stack_solve_algo == 7
2016-07-03 10:56:44 +02:00
Johannes Pfeifer
7621ebb5ea
Harmonize spelling and function arguments of collect_latex_files.m
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All lower caps and no inputs
2016-07-01 19:09:29 +02:00
Johannes Pfeifer
8694617bd0
Add rplot to TeX-test
2016-07-01 19:09:29 +02:00
Stéphane Adjemian (Hermes)
c5f8fe7f85
Added integration test for {variables,parameters} partitioning.
2016-06-27 12:10:15 +02:00
Johannes Pfeifer
e214ec2976
Allow for parameter_set=mle_mode in conditional_forecast
2016-06-17 00:21:08 +02:00
Johannes Pfeifer
1c420e6056
Allow for parameter_set=mle_mode in shock_decomposition
...
Required after writing results into oo_.mle_mode for ML estimation
2016-06-17 00:21:08 +02:00
Johannes Pfeifer
5d6d1336ef
Enable filter_covariance option in posterior sampling
2016-06-16 12:05:38 +02:00
Stéphane Adjemian (Lupi)
b70fe62503
Minor change in user reference manual.
...
The write_latex_prior_table has not to follow the estimation command but
the estimated_params block.
2016-06-15 17:15:53 +02:00
Johannes Pfeifer
e94a698a9b
Implement write_latex_prior_table.m
...
Fixes and replaces write_table_prior.m and uses consistent name. Also includes documentation
2016-06-15 16:47:39 +02:00
Stéphane Adjemian (Lupi)
8b8db6bf38
Updated tests/Makefile clean rule.
...
Ensure tha we remove all tex, aux, log and eps generated files.
2016-06-15 14:39:38 +02:00
Stéphane Adjemian (Lupi)
c9d3db7db2
Changed optimization algorithm in integration test.
...
mode_compute=9 fails to find a mode with a positive definite hessian
matrix, swithed to mode_compute=8 (Dynare's implementation of the
simplex algorithm).
2016-06-15 14:19:43 +02:00
Stéphane Adjemian (Lupi)
019223f7d6
Removed one (failing) integration test.
...
fs2000/fs2000_analytical_derivation.mod was almost a duplicate of
analytical_derivates/fs2000_analytical_derivation.mod.
The removed integration test was failing because of the sign of the
hessian matrix. The only significant difference between the two mod
files, was that the removed one did not use the closed form expression
of the steady state.
2016-06-15 12:53:48 +02:00
Johannes Pfeifer
22a205d59a
Speed up fs2000_analytic_derivation.mod unit test by using previous mode-file
2016-06-15 00:30:28 +02:00
Johannes Pfeifer
1f433f0c97
Expand fs2000_5.mod unit test to second Hessian computation method
2016-06-15 00:30:28 +02:00
Stéphane Adjemian (Hermes)
2a65e7a85a
Merge branch 'master' into johannes-identification-fixes
2016-06-14 18:17:36 +02:00
Stéphane Adjemian (Hermes)
be08d2f65d
Prevent testsuite to freeze if latex compilation fails.
...
Added -interaction=batchmode option.
2016-06-14 17:09:00 +02:00
Johannes Pfeifer
b3877b3a9e
Save chain's proposal density and make load_mh_file and mh_recover load it
...
Closes #504
2016-06-14 15:09:05 +02:00
Stéphane Adjemian (Hermes)
5814ae32e8
Updated README file in tests/julia/rbc subfolder.
2016-06-14 13:56:59 +02:00
Johannes Pfeifer
faab010753
Change file ending from TeX to tex to prevent problems on Linux
...
Related to b454c28096
2016-06-14 12:13:48 +02:00
Johannes Pfeifer
59cbee2b56
Provide output on posterior variance decomposition
...
Closes #1219
2016-06-14 11:53:38 +02:00
Johannes Pfeifer
c7472a5020
Add some TeX names to ls2003.mod
2016-06-14 11:52:49 +02:00
Johannes Pfeifer
42f47e0f55
Correctly indent filt_mc_.m
2016-06-14 11:52:49 +02:00
Johannes Pfeifer
9b82c72e4f
Remove global options structure from dyntable
2016-06-14 11:52:17 +02:00
Johannes Pfeifer
06a8eeeea7
Speed up runtime of ls2003.mod by reducing number of MC samples
2016-06-14 11:52:17 +02:00
Johannes Pfeifer
ab378138c2
Add unit test for correlated errors and TeX-Output
2016-06-14 11:52:17 +02:00
Johannes Pfeifer
e06bb9e057
Adjust ident_unit_root.mod to reflect change in unit root treatment introduced in #1191
2016-06-14 11:51:14 +02:00
Houtan Bastani
b454c28096
fix latex compilation on linux. #1207
2016-06-14 11:37:16 +02:00
Stéphane Adjemian (Hermes)
e789cc7d91
Added example of perfect forsesight model (julia).
...
Note that PyPlot package must be installed.
2016-06-14 11:21:23 +02:00
Stéphane Adjemian (Hermes)
9ca893ca1d
Added routines for steady state computation (julia).
2016-06-14 11:21:23 +02:00
Frédéric Karamé
7df352a60b
correct the name of simulated dataset files.
...
(cherry picked from commit e35beb605bafbd462ec7dc79f0d67f7455a93dbd)
2016-06-01 16:40:26 +02:00
Michel Juillard
c159dff19c
adding hook for PATH solver
2016-05-31 12:10:12 +02:00
Johannes Pfeifer
eca30eff75
Modify lmmcp unit test to have second (name) tag
2016-05-28 19:31:53 +02:00
Stéphane Adjemian (Charybdis)
03da338b05
Added more informative error messages.
2016-05-25 12:54:47 +02:00
Stéphane Adjemian (Charybdis)
6007d51ef4
Code factorization.
2016-05-25 12:42:56 +02:00
Stéphane Adjemian (Charybdis)
0ea9bc4e90
Fixed typo introduced in 0abb9dc6f9
.
2016-05-24 21:18:13 +02:00
Stéphane Adjemian(Charybdis)
edce6b4779
Added integration test for Monte-Carlo EP.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian(Charybdis)
6dcfd1c072
Added integration test.
...
Test that the extended path and stoch_simul (with order equal to 1)
algorithms return the same paths for the endogenous variables if the
RE model is linear.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian (Hermes)
13ca15a278
Allow (S)EP with arbitrary sequence of innovations.
...
The third input argument of extended_path Matlab/Octave's routine is the
sequence of shocks (T*n array, where n is the number of exogenous
variables and T is the size of the sample). If the third argument is
empty, the (stochastic) extended path is run with gaussian
innovations (this corresponds to the previous behaviour).
TODO:
- Fix the compatibility with ep.replic_nbr
- Check the 'calibrated' mode.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian (Hermes)
b60bd7b36b
Removed globals from extended_path routine.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian (Hermes)
4bd8ef7a9f
Added new integration tests.
...
Simulation of the Smets and Wouters perfect foresight model, with a
productivity shock such that the nominal interest rate hits the
ZLB. Comparison of the solutions returned by a Newton
algorithm (stack_solve_algo==0) and the LMMCP algorithm. AT the time of
this commit, the results are different... Probably an issue with the
LMMCP algorithm.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian (Hermes)
7eed391eb7
Do not display max. abs. error.
2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Hermes)
4e8fcf6d47
Use lmmcp option in integration tests.
2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Hermes)
7355214413
Added integration tests for lmmcp in testsuite.
...
Also merged rbcii.mod and rbciia.mod.
2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Charybdis)
8763c29f34
Renamed and changed integration test for sim1_purely_forward routine.
...
Check the results against analytical solution. Also added a new
integration test (ar1.mod).
2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Charybdis)
02c71eb270
Renamed and changed integration test for sim1_purely_backward routine.
...
Compare the solution returned by sim1_purely_backward with the true solution.
2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Charybdis)
0abb9dc6f9
Added integration test.
...
Comparison of the solutions for the endogenous variables in perfect
foresight models with stack_solve_algo equal to 0 and 6 (LBJ, legacy
algorithm).
2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Hermes)
f0229f3b1c
Removed workspace() in examples.
2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes)
2e8f528bef
Cosmetic changes.
...
+ Renamed model as model_
+ Renamed options as options_
+ Renamed output as oo_
+ Also export oo_ and options_
+ Fixed typos in comments.
2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes)
c3b5aee714
Specialize @dynare macro if one model is processed.
...
In this case importall is used instead of import.
2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes)
4bf436ec33
Fixed typo in comments.
2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes)
5998558c32
Fixed deprecated require issue + Changed interface
...
+ Fixed deprecated require().
+ Changed @dynare macro and added new macro @compile.
The new macro @compile just runs the preprocessor, while the macro
@dynare calls compile and put the generated objects in the
workspace. Note that this macro can take an arbitrary number of mod
files as argument.
*Example*
@dynare "rbc.mod" "nk.mod"
Will run the preprocessor on both models, and the generated
data (model descriptions, options, ...) are available in the
workspace. For instance, to obtain the number of equations:
julia> rbc.model.eq_nbr
6
julia> nk.model.eq_nbr
10
@compile "rbc.mod" "nk.mod"
Will run the preprocessor on both models, but will not load the
generated data in the workspace. This can be done as follows:
julia> using rbc
+ Changed examples (rbc1 has a steady state block but not rbc2), using
new interface.
2016-05-23 13:48:19 +02:00
Johannes Pfeifer
fb57ef453d
Put all OSR unit tests into subfolder and add one for parameter bounds
2016-05-22 11:41:54 +02:00
Stéphane Adjemian
0521aa4e09
Merge pull request #1188 from JohannesPfeifer/slice_marco
...
Add slice and factorization of posterior samplers
2016-05-22 01:45:14 +02:00
Houtan Bastani
5fcd502f3c
preprocessor: allow comments in parallel config file. closes #1194
2016-05-20 17:22:26 +02:00
Johannes Pfeifer
aaa7318da4
Add unit test for independent MH
2016-05-19 14:37:05 +02:00
Johannes Pfeifer
969aa44963
Move slice test to separate folder
2016-05-19 14:37:05 +02:00
Johannes Pfeifer
fad10d63b6
Adjust unit tests to reflect factorization of posterior sampler interface
2016-05-19 14:37:05 +02:00
Johannes Pfeifer
a9fc65fbce
Use steady_state_model block in fs2000_slice.mod
2016-05-19 14:37:05 +02:00
Marco Ratto
7b3c42c6e1
provisions for reworked posterior sampling options:
...
- handle sub lists of individual samplers
- split checks in dynare_estimation_init.m and before running posterior_sampler.m [invhess checks]
- posterior sampler options checks moved from initial_estimation_checks.m to check_posterior_sampler_options.m
- added use_mh_covariance_matrix to imh and rwmh
- slice re-sets mode_compute=0 cova_compute=0
- updated test function
2016-05-19 14:37:05 +02:00
Houtan Bastani
cf6e3cb14c
preprocessor: rework posterior sampler options, #1177
2016-05-19 14:37:05 +02:00
Marco Ratto
ab8aa917e3
slice test moved to estimation folder
2016-05-19 14:34:09 +02:00
Marco Ratto
0497943f02
two steps slice sampling with rotation
2016-05-19 14:34:09 +02:00
Marco Ratto
6aa65e2a6a
Added test function for slice sampler
2016-05-19 14:34:09 +02:00
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