Houtan Bastani
db8638ec97
pooled_fgls: use iterative method and fix bug in M_.Sigma_e
2019-02-13 15:57:06 +01:00
Houtan Bastani
29c3a86c81
sur: move to iterative method
2019-02-13 15:57:06 +01:00
Stéphane Adjemia (Scylla)
468d0f5ae5
Added integration test (IRFs of backward models).
2019-02-13 15:19:18 +01:00
Stéphane Adjemia (Scylla)
beb7d42d74
Initialize IRFs with histval (second approach).
2019-02-13 15:19:18 +01:00
Houtan Bastani
85e903ef90
tabs instead of spaces in Makefile.am
2019-01-30 16:29:21 +01:00
Houtan Bastani
20256b5be9
test zero equations in SUR
2019-01-30 16:29:11 +01:00
Stéphane Adjemia (Scylla)
74520e77bf
Allow for lags on endogenous variable in growth option of pac_model.
2019-01-28 11:25:30 +01:00
Houtan Bastani
169ed2a655
reorder tests, slowest first
2019-01-22 17:13:03 +01:00
Houtan Bastani
407ac26f5b
separate test call for ols style mod files
2019-01-22 15:55:15 +01:00
Houtan Bastani
0399e3c777
modify test to handle AR(1) with no parameter
2019-01-17 18:57:41 +01:00
Houtan Bastani
8574e94bdb
change test to fix de_ehic_de_ehic_L1 at 1
2019-01-17 18:06:17 +01:00
Stéphane Adjemia (Scylla)
9b06086ea7
Added rules for running tests in ecb and estimation/univariate subfolders.
2019-01-16 16:05:05 +01:00
Houtan Bastani
df713e907b
add tests to makefile
2019-01-16 14:52:01 +01:00
Houtan Bastani
4804e729e8
makefile: fix spacing
2019-01-16 12:54:30 +01:00
Stéphane Adjemia (Scylla)
4d95484e60
Changed optimization algorithm.
2018-12-19 16:10:08 +01:00
Stéphane Adjemia (Scylla)
23e37e45c4
Cosmetic change.
...
create a namespace for each {VAR/PAC} expectation model.
2018-12-19 11:43:26 +01:00
Stéphane Adjemia (Scylla)
351da3b865
Do not update a dseries object, but instantiate a new object.
2018-12-19 10:53:09 +01:00
Stéphane Adjemia (Scylla)
0d5b310207
Added integration tests (for constrained OLS).
2018-12-07 19:54:33 +01:00
Stéphane Adjemia (Scylla)
bbf437bebd
Replaced histograms by non parameteric density estimators + other cosmetic changes.
2018-12-07 19:54:32 +01:00
Stéphane Adjemia (Scylla)
bfd9680f85
Fixed encoding.
2018-12-07 19:54:32 +01:00
Houtan Bastani
44e5a88ddd
dyn_ols: use AST instead of regex to parse equations
2018-12-07 19:54:32 +01:00
Stéphane Adjemia (Scylla)
cb4384bb27
Create on the fly a routine for evaluating the (VAR/PAC) expectations.
...
The routine takes a dseries object as unique argument and return an updated
object with the expectation term.
If the mod file is named `example.mod` and if the (VAR/PAC) expectation model is
named `toto`, then after
var_expectation.print('toto');
the expectation term can be evaluated:
ts = example.var_expectations.evaluate_varexp(ts);
where ts is a dseries object containing all the time series appearign in the
auxiliary (var or trend_component).
2018-12-03 15:07:43 +01:00
Stéphane Adjemia (Scylla)
53ab321de8
Added the possibility to use linear expressions in VAR_EXPECTATION_MODEL.
...
See tests/var-expectations/9/example.mod for a self documented example.
Also updated all the integration tests using the option `expression` instead of
`variable` (which is deprecated and will be removed at some point).
2018-11-30 23:36:06 +01:00
Stéphane Adjemia (Scylla)
650c78f99d
Merge branch 'master' into ecb-master
2018-11-30 21:34:56 +01:00
Stéphane Adjemia (Scylla)
d501d6d511
Added interface to lsqnonlin (Mathworks' optimization toolbox) in pac.estimate.nls.
2018-11-29 10:29:55 +01:00
Stéphane Adjemia (Scylla)
e6c716ae9b
Added the possibility to use Gauss-Newton in pac/nls.
...
Also added the computation of the covariance matrix of the NLS estimator (using
White and Domovitz approach) and integration test.
2018-11-26 09:53:18 +01:00
Stéphane Adjemia (Scylla)
6b113273d3
Added integration tests (Iterative OLS and NLS for PAC equations).
2018-11-21 16:26:38 +01:00
Sébastien Villemot
6995e24863
The testsuite can now be run from Windows
2018-11-21 16:21:59 +01:00
Sébastien Villemot
59d4dd185e
Merge branch 'ident_test' into 'master'
...
kim2.mod: trigger case where estim_params_block is not detected
See merge request Dynare/dynare!1638
2018-11-16 17:55:39 +00:00
Sébastien Villemot
a7a46a6b75
Add missing file in c407b63e84
...
Ref Dynare/preprocessor#13
2018-11-16 18:37:20 +01:00
Sébastien Villemot
c407b63e84
Update preprocessor submodule + add test
...
Ref Dynare/preprocessor#13
2018-11-16 18:34:37 +01:00
Johannes Pfeifer
33d35d8fcc
kim2.mod: trigger case where estim_params_block is not detected
2018-11-16 17:56:13 +01:00
Stéphane Adjemia (Scylla)
460dba40d7
Added integration test (estimated_params_init).
2018-10-25 10:33:31 +02:00
Stéphane Adjemia (Scylla)
524085927d
Removed useless tag (data_type).
2018-10-24 18:45:38 +02:00
Stéphane Adjemia (Scylla)
dcea7514d9
Merge branch 'master' into ecb-master
2018-10-24 18:31:31 +02:00
Houtan Bastani
8a2c38cf6c
olsgibbs: save fitted values in dataset; allow use of dictionary as in dyn_ols
2018-10-24 17:17:01 +02:00
Stéphane Adjemia (Scylla)
2c890f924a
Removed useless tags.
2018-10-24 14:28:32 +02:00
Stéphane Adjemia (Scylla)
1c1a3ea0a4
Removed tests on targets.
...
A target does not need to be a random walk. Also added a new integration
test (where the target is a constant, 0).
2018-10-24 12:06:14 +02:00
Stéphane Adjemia (Scylla)
d96740c2ef
Added integration tests (var and pac expectations).
2018-10-14 17:01:02 +02:00
Stéphane Adjemia (Scylla)
9358a1544b
Updated integration test (trends->targets).
2018-10-10 16:15:31 +02:00
Stéphane Adjemia (Scylla)
d4bfd6c9f0
Another attempt to fix numerical accuracy issues in integration tests.
2018-10-06 21:44:58 +02:00
Stéphane Adjemia (Scylla)
9a84129707
Added integration for the bayesian estimation of a single equation.
...
Uses a Gibbs sampling algorithm.
2018-10-06 16:59:00 +02:00
Stéphane Adjemian (Charybdis)
084b7ac537
Changed optimization algorithm in integration tests.
...
fs2000_uncorr_ME_missing was failing on some servers due to a numerical
precision issue. It appears that the problem drops off if the smoothed
variables are computed on another point (given by another optimization
algorithm).
2018-10-04 12:02:31 +02:00
Stéphane Adjemian (Charybdis)
03bd2b73e6
Fixed integration test for the automatic tuning of mh_jscale.
2018-10-03 18:21:16 +02:00
Sébastien Villemot
c6a17abc72
Testsuite: suppress MATLAB splash screen when generating .m.tls file
2018-10-01 16:40:26 +02:00
Stéphane Adjemian(Charybdis)
a680cea095
Fixed integration test for trend component model (equation ordering).
2018-09-28 17:39:14 +02:00
Stéphane Adjemian(Charybdis)
11a882d66f
Fixed bug in integration tests (trends-->targets).
2018-09-28 12:23:37 +02:00
Stéphane Adjemian(Charybdis)
76c4df129c
Added integration tests.
2018-09-27 18:58:52 +02:00
Sébastien Villemot
39110b3087
Test for analytical_derivatives: use mode_compute=9
...
This optimizer seems more robust accross different hardware (with other
optimizers, the algorithm does not converge to a local maximum, e.g. on the
runner "lupi").
2018-09-27 15:05:14 +02:00
Houtan Bastani
bd36a0c109
Merge branch 'master' into ecb-master-targets
2018-09-25 15:51:18 +02:00
Houtan Bastani
974bcd92ae
Merge branch 'ecb-master' into ecb-master-targets
2018-09-25 14:41:11 +02:00
Houtan Bastani
b6fc811ce8
fix typo
2018-09-25 12:11:21 +02:00
Sébastien Villemot
9b4daab8a0
Macro-processor: add comprehensions
...
- update preprocessor submodule
- add some tests
2018-09-24 18:27:55 +02:00
Stéphane Adjemian(Charybdis)
031e2c87c6
New version of get_companion_matrix + new integration test.
...
The routine is still buggy. In PAC and VAR_EXPECTATION models we
use get_companion_matrix_legacy routine instead.
2018-09-19 17:39:48 +02:00
Stéphane Adjemian(Charybdis)
c588544b13
Fixed rm argument list too long issue.
2018-09-19 12:10:30 +02:00
Sébastien Villemot
a03fab76c2
Ensure that test summary is displayed even if there is a test failure
2018-09-14 15:21:39 +02:00
Stéphane Adjemian(Charybdis)
9adad552be
Fixed rm argument list too long issue.
...
(cherry picked from commit d005def67f5d0afb2a99a40a6cd84766ca7dfd9f)
2018-09-13 17:31:24 +02:00
Sébastien Villemot
a4c46a8121
tests/Makefile.am: replace PWD by CURDIR, fixes recursive make invocation
2018-09-13 16:43:30 +02:00
Sébastien Villemot
763b0a2392
make check-{matlab,octave} now return a non-zero exit code if there is a failed test
2018-09-13 16:18:41 +02:00
Sébastien Villemot
8ba9918652
Improve style of read_trs_files bash script
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The script is now shellcheck-clean.
Incidentally, fix a bug in the counting of xfailed tests when there are several
such tests in a single .mod file.
2018-09-13 16:18:41 +02:00
Houtan Bastani
eb316d7e2d
update files for change of option name from `trends` to `targets`
2018-09-13 12:24:32 +02:00
Houtan Bastani
2e547edd26
add test files for preprocessor AR/EC matrices
2018-09-12 19:00:28 +02:00
Houtan Bastani
5ca31c8245
fix spacing in makefile
2018-09-12 19:00:28 +02:00
Stéphane Adjemian(Charybdis)
52b6618bae
Fixed paths.
2018-09-12 07:48:49 +02:00
Stéphane Adjemian(Charybdis)
09945cae8f
Added integration tests for PAC model.
2018-09-06 23:42:30 +02:00
Stéphane Adjemian(Charybdis)
8d84d0b38b
Add 'tests/pac/' from commit '72dda0e3ebdb46b741e484f2e2f2155d02c59815'
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git-subtree-dir: tests/pac
git-subtree-mainline: 0f3678ec4a
git-subtree-split: 72dda0e3eb
2018-09-06 23:35:53 +02:00
Stéphane Adjemian(Charybdis)
5ea0c8098b
Ensure that the ordering of the trend variables is consistent...
...
... With the ordering of the EC variables.
2018-09-03 17:35:59 +02:00
Stéphane Adjemia (Scylla)
0080055469
Activate integratiion test on VAR_MODEL and TREND_COMPONENT_MODEL.
2018-08-30 12:07:58 +02:00
Stéphane Adjemia (Scylla)
8276acb55f
Added integration tests for TREND_COMPONENT model.
2018-08-30 12:02:48 +02:00
Stéphane Adjemia (Scylla)
7bcc5b9f42
Added integration tests for VAR_MODEL.
...
Check the AR matrices.
2018-08-29 17:43:35 +02:00
Stéphane Adjemia (Scylla)
7cf4dc751e
Fixed integration test.
2018-08-28 11:08:40 +02:00
Stéphane Adjemia (Scylla)
83c9b0d5b6
Make rool for trend_component_model in var_expectation.
...
Not yet working, a bug in the preprocessor remains to be fixed. The
preprocessor does not create the correct number of reduced form parameters
for VAR_EXPECTATION when the auxiliary model is a trend component model,
because it ignores the fact that the model has to be rewritten in levels.
2018-08-27 14:37:26 +02:00
Houtan Bastani
6ec9758313
update var_expectation code and tests for change in field name
2018-08-23 10:38:39 +02:00
Stéphane Adjemian(Charybdis)
349cd25b8a
Added an integration test for VAR_EXPECTATION_MODEL.
...
+ small cosmetic changes.
2018-08-09 09:05:39 +02:00
Stéphane Adjemian(Charybdis)
f8f8ce5120
Added integration tests for VAR_EXPECTATION_MODEL.
2018-08-08 22:58:27 +02:00
Stéphane Adjemian(Charybdis)
c28c8187e8
Fixed typo.
2018-08-08 16:23:15 +02:00
Stéphane Adjemian(Charybdis)
c9a38c4de7
Merge branch 'master' into ecb-master
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Fixed conflicts:
- tests/run_block_byte_tests_octave.m
2018-08-04 21:08:08 +02:00
Sébastien Villemot
d03cc56587
solve_algo=7 and stack_solve_algo=2 are now allowed under Octave
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The gmres() function has been implemented (actually since Octave 3.4.1!).
2018-08-02 15:20:39 +02:00
Sébastien Villemot
fda021855c
Fix forecast command with deterministic exogenous and linear option
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Closes #1608
2018-08-02 14:20:51 +02:00
Stéphane Adjemian(Charybdis)
a144aad150
Merge branch 'master' into ecb-master
2018-07-27 09:47:22 +02:00
Sébastien Villemot
0da4aefd99
Update preprocessor submodule with macroprocessor refactoring
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By the way, add new tests for the macroprocessor.
2018-07-25 18:51:38 +02:00
Stéphane Adjemian(Charybdis)
7d7449c775
Merge branch 'master' into ecb-master
...
Fixed conflicts:
matlab/modules/dseries
2018-07-23 17:05:30 +02:00
Stéphane Adjemian(Charybdis)
3dcd8fc9f5
Added preprocessor unit tests (on the fly declarations of types).
2018-07-19 23:51:37 +02:00
Stéphane Adjemian(Charybdis)
5f8b2c5a77
Revert "modify on-the-fly example to accept variables declared in equation tag"
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This reverts commit 8ff8d787e8
.
2018-07-19 19:08:07 +02:00
Sébastien Villemot
9c3ce0350d
Replace LMMCP test with another one that converges
...
Incidentally the new one takes far less time, especially on Octave.
2018-07-18 17:52:44 +02:00
Sébastien Villemot
ff676f5505
Gracefully fail when Octave crashes in a *.m test
2018-07-13 17:22:27 +02:00
Houtan Bastani
8ff8d787e8
modify on-the-fly example to accept variables declared in equation tag
2018-07-11 14:45:32 +02:00
Stéphane Adjemian(Charybdis)
85a585c73e
Merge branch 'master' into ecb-master+folder
...
Fixed conflicts in:
tests/block_bytecode/run_ls2003.m
2018-07-10 10:18:55 +02:00
Stéphane Adjemian(Charybdis)
0d4a677526
Added comments in example.
2018-07-09 20:30:38 +02:00
Houtan Bastani
01d5a13082
preprocessor: submodule update: on-the-fly variable declaration in equation tags
2018-07-09 15:36:49 +02:00
Sébastien Villemot
b2c554623f
Various fixes related to the new layout of generated files
2018-06-28 18:14:40 +02:00
Sébastien Villemot
a1b8bd39b2
Move the location of various generated files on the filesystem
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- M and MEX files are now under +${MODELNAME}/
- bytecode, C source and JSON now under ${MODELNAME}/model/
2018-06-27 17:03:39 +02:00
Houtan Bastani
c7fe3770df
Merge branch 'master' into ecb-master
2018-06-11 15:35:24 +02:00
Sébastien Villemot
1e5fab3881
Fix tests for stack_solve_algo=7
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Completes commit db0cf1b8ea
from PR #1616 .
2018-06-08 10:29:53 +02:00
Johannes Pfeifer
db0cf1b8ea
Add unit tests for perfect foresight simulations with exogenous leads and lags
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Closes #1616
2018-06-07 20:46:30 +02:00
Houtan Bastani
e9c631de7d
Merge branch 'master' into ecb-master
2018-06-07 18:47:36 +02:00
Sébastien Villemot
79484607a7
Fix various issues with stack_solve_algo=7 and lags on exogenous > 1
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Complete the fix started in 8913791ff0
.
Change the test case to prevent regressions.
2018-06-07 16:14:02 +02:00
Houtan Bastani
6f6ef8fb30
Merge branch 'master' into ecb-master
2018-06-05 18:47:55 +02:00
Sébastien Villemot
fec0947c7b
Testsuite: clean files generated by move to temporary terms array
2018-06-04 18:08:28 +02:00
Johannes Pfeifer
2dd940dc1a
datatomfile: Consistently replace char by cell arrays
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Required after 7be8f10e0e
2018-06-04 11:56:43 +02:00