Commit Graph

455 Commits (c9edb8d215458132f5a033598c0c6afd9c17748d)

Author SHA1 Message Date
Houtan Bastani b3cfc330e9 rm graph_format=fig for Octave compatibility 2013-06-28 10:57:57 +02:00
Sébastien Villemot 17a8db9dee Fix clean rule wrt reporting files 2013-06-26 09:10:58 +02:00
Houtan Bastani 51b43e1ff0 build system bug fix 2013-06-25 16:37:18 +02:00
Houtan Bastani fcba382b48 test: use csv instead of mat file 2013-06-25 10:26:20 +02:00
Houtan Bastani 4cef0a1568 test for reporting 2013-06-24 17:01:00 +02:00
Stéphane Adjemian (Charybdis) 25fd2917f4 Fixed datafile (data_risky_perturb3 is not versioned). 2013-06-18 22:26:27 +02:00
Frédéric Karamé 8820c63f5e Bug fixes. 2013-06-18 16:15:16 +02:00
Sébastien Villemot fd9264627e Reenable test for block with stack_solve_algo=3
Closes #407
2013-06-13 11:02:15 +02:00
Sébastien Villemot 6391a60641 Testsuite: improve decoupling of check-matlab and check-octave rules 2013-06-13 10:41:08 +02:00
Sébastien Villemot 61485ab809 Fix copyright notices 2013-06-12 17:04:46 +02:00
Sébastien Villemot f11c2f2521 Disable test with block and stack_solve_algo=3 under Octave (Ref #407) 2013-05-23 13:10:09 +02:00
Sébastien Villemot bf18eef9dd Fix mangling of lasterror() under Octave 2013-05-23 13:09:42 +02:00
Sébastien Villemot 21b75fac0d Fix incorrect reporting of failed test number 2013-05-23 13:09:00 +02:00
Marco Ratto ab5b922e46 -) fixed bug introduced in commit 66527df;
-) estimation options for data set must be given also when ppost=1 (fix in testsuite);
2013-04-30 11:41:13 +02:00
Sébastien Villemot d219d2b800 Add 3rd order unit test to testsuite 2013-04-25 12:24:29 +02:00
Sébastien Villemot 3d56792124 Compatibility fixes for Octave 2013-04-25 12:22:32 +02:00
Johannes Pfeifer 7e63b562d9 Add unit test for order=3
The unit test uses the policy rules of Fernandez-Villaverde et al.
(2011)'s "Risk matter" derived from Mathematica to compare them to the
Dynare matrices. If the policy functions differ by more than 1e-9, an
error is produced.
2013-04-24 23:12:52 +02:00
Sébastien Villemot 38824dc1e5 Implement tags [static] and [dynamic] for equations
Closes #307
2013-04-11 17:11:35 +02:00
Michel Juillard 39cc313964 removed changes linked with transforming variables to avoid log or
power of negative numbers
2013-04-09 16:35:57 +02:00
Sébastien Villemot 4cab27249c Fix test w.r.t. clean rules 2013-03-29 17:22:43 +01:00
Sébastien Villemot f594c27fd5 Conditional forecast test: remove spurious changes introduced in dfa744fcb3
As a consequence, reactivate the tests
2013-03-26 17:31:34 +01:00
Sébastien Villemot 3c5ce6aab9 Use syntax log_trend_var(log_growth_factor = …) for consistency 2013-03-26 17:10:37 +01:00
Sébastien Villemot e504ea0682 Also ignore TeX files produced with options_.TeX = 1 2013-03-26 16:51:17 +01:00
Sébastien Villemot a0b7178962 Automatic detrending engine can now handle models written in logs (ref. #309)
- new command `log_trend_var'
 - new option `log_deflator' to `var' command
2013-03-26 16:51:17 +01:00
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