Commit Graph

431 Commits (c681b5e4ed27874c0e534f957cbf21df4723e176)

Author SHA1 Message Date
Sébastien Villemot 25269c3c6b Temporarily disable another test which goes into an infinite loop 2013-03-25 12:58:17 +01:00
Sébastien Villemot 3079ad49fa Temporarily disable conditional_forecast tests 2013-03-25 11:18:02 +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
Stéphane Adjemian a5e9c7bef4 Merge pull request #340 from FerhatMihoubi/master
last commits
2013-03-22 12:37:36 -07:00
Ferhat Mihoubi dfa744fcb3 - adds new files: Evaluate.cc and Evaluate.hh to bytecode 2013-03-22 16:34:50 +01:00
Sébastien Villemot 214ff84429 Incorporate unit test for correlation in measurement errors 2013-03-22 15:01:40 +01:00
Johannes Pfeifer 82c6ff3b1b Merge commit '34fb9f1c62c63e7e4ab41656a7690167449e596f' 2013-03-21 21:22:20 +01:00
Johannes Pfeifer 0311c4add4 Add unit test for correlated measurement error
Tests both ML and Bayesian estimation and test calibrated correlation of
those shocks
2013-03-21 20:51:21 +01:00
Stéphane Adjemian (Charybdis) 865f300032 Make load and save routines for dynSeries objects support tex variable names. 2013-03-21 16:42:10 +01:00
Stéphane Adjemian (Ulysses) 95f36eccb7 Added data file for unitary tests (dynSeries class). 2013-03-14 11:08:34 +01:00
Michel Juillard dd75baa9b4 stochastic extended path: new algorithm with leaner tree, new hybrid
option using second order perturbation correction,
solve_stochastic_perfect_foresight_model.m moves to matlab/ep directory
2013-03-11 16:09:08 +01:00
Michel Juillard bbd95b3a60 adding Ed Herbst fast implementation of the Kalman filter and test
cases with timing. Still needs preprocessor interface (option) and documentation.
2013-02-21 17:47:16 +01:00
Stéphane Adjemian (Charybdis) 241afd1ae5 Removed fs2000_particle from the test suite. 2013-02-05 10:37:11 +01:00
Stéphane Adjemian (Charybdis) d63904ec65 Changed options of the estimation command in fs2000_particle.mod (added optimization of the posterior kernel).
In the end the hessian at the mode has the wrong sign...
2013-02-05 10:37:11 +01:00
Stéphane Adjemian (Charybdis) 2fc7aa7b94 Reduced the number of particles in particle/dsge_base2.mod. 2012-12-21 17:21:07 +01:00
Stéphane Adjemian (Charybdis) bd01669fb9 Fixed crash with particle/dsge_base2.mod in the test suite. 2012-12-21 17:21:07 +01:00
Stéphane Adjemian (Charybdis) c6f3f531b6 Added missing csv file in /tests folder (used by unitary tests in dynSeries class). 2012-12-07 16:43:06 +01:00
Michel Juillard 2c545eaf8b adding test case with lagged exogenous variable (currently fails) 2012-12-04 10:46:44 +01:00
Stéphane Adjemian (Charybdis) 9f1ad5568e New nonlinear filters routines and bug fixes.
Merge remote-tracking branch 'refs/remotes/fred/master'
2012-11-19 16:23:07 +01:00
Michel Juillard 5c893f501b making extended path ready for parallel computing with parfor 2012-11-17 20:55:01 +01:00
Sébastien Villemot 020328a844 Adapt for new syntax of model_diagnostics 2012-11-17 10:29:14 +01:00
Sébastien Villemot c121aa14b1 Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
Replace them by equivalents in M_ (and an extra one: M_.dynamic).

IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.

We now have the following indentities:

M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
2012-11-16 20:05:13 +01:00
Frédéric Karamé a6576debd5 details all the options for testing particle filters. 2012-11-16 12:25:44 +01:00
Stéphane Adjemian (Charybdis) 34bcc9a20a Added burnside asset pricing model in tests/ep. 2012-11-09 14:32:44 +01:00
Stéphane Adjemian (Charybdis) 59247ddcfa Added test mod file in tests/particle (not to be used in the testsuite). 2012-11-09 14:32:44 +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 76ccaac947 make check: remove unused output from test file 2012-11-07 18:13:41 +01:00
Stéphane Adjemian (Charybdis) 2c674ce529 Use resampling in tests/particle/dsge_base2.mod. 2012-11-07 15:59:37 +01:00
Stéphane Adjemian (Charybdis) b82813d3f9 Removed call to mean_preserving_spread routine in tests/rbc.mod. 2012-11-07 10:13:12 +01:00
Stéphane Adjemian (Charybdis) 63e4bb3f87 Removed plot of a variable that does not exist anymore (LagrangeMultiplier) in tests/rbcii.mod. 2012-11-07 10:13:12 +01:00
Stéphane Adjemian (Charybdis) 9e0e025eba Changed computing tasks in tests/rbcii.mod. 2012-11-07 10:13:12 +01:00
Stéphane Adjemian (Charybdis) 3271296592 Do not use mean_preserving_spread routine (far too expensive). Added use_dll option (necessary because calls to getPowerDeriv routine dramatically increases execution time). 2012-11-07 10:13:12 +01:00
Stéphane Adjemian (Charybdis) f823bcf5fa Deleted useless matlab routine for steady state (tests/rbcii.mod). 2012-11-07 10:13:11 +01:00
Stéphane Adjemian (Charybdis) e75a54d35c Fixed steady state in rbcii.mod (steady state levels in the unconstrained regime were wrong). 2012-11-07 10:13:11 +01:00
Stéphane Adjemian (Charybdis) a219a4b9e7 Fixed bug and cosmetic changes. 2012-11-07 10:13:11 +01:00
Stéphane Adjemian (Charybdis) f9d8ee682c Reduced the number of simulations. 2012-11-07 10:13:11 +01:00
Stéphane Adjemian (Charybdis) 59a62d87af Fixed bugs. 2012-11-07 10:13:11 +01:00
Sébastien Villemot 0ab230b474 Fix copyright notices 2012-10-31 17:03:49 +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 b8b7d90e10 Add explicit extension to datafile, since test.m is an internal Octave function 2012-10-08 15:01:50 +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 b7b50fa901 adding data file for test case 2012-10-06 20:45:09 +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