d96740c2ef
Added integration tests (var and pac expectations).
2018-10-14 17:01:02 +02:00
a53c63d6d5
Added routines to print PAC_EXPECTATION and VAR_EXPECTATION in files.
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Each new routine pac.print() and var_expectation.print(), creates two files
that can be included (using the macro language) in a mod file. The first
file, {pac,var}expectationmodename-parameters.inc saved under
{M_.fname}/model/{pac,var}expectationmodel, contains the declaration of the
parameters created for the expanded (var or pac) expectation model, with
calibrated values. The second file, {pac,var}expectationmodename-parameters.inc
saved in the same subfolder, contains the expanded version of the (pac or var)
expectation term as a linear combination of the variables in the companion
representation of the expectatino model.
2018-10-14 16:57:51 +02:00
67e1126bb9
Updated preprocessor submodule.
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Fixes var_expectation with trend_component model. The companion representation of the trend_component
model was not correctly expanded, the diff were not rewritten in levels.
2018-10-14 16:45:49 +02:00
9358a1544b
Updated integration test (trends->targets).
2018-10-10 16:15:31 +02:00
9a84129707
Added integration for the bayesian estimation of a single equation.
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Uses a Gibbs sampling algorithm.
2018-10-06 16:59:00 +02:00
dfafe86246
Save teh posterior mean of the slope parameters as a column vector.
2018-10-06 16:55:42 +02:00
82187f9d41
Fixed olsgibbs routine.
2018-10-06 16:08:28 +02:00
798aaaa968
Cosmetic change.
2018-10-04 23:17:49 +02:00
ee2ad1ee15
olsgibbs: linear regression with Gibbs sampler
2018-10-04 17:12:47 +02:00
57bf291c00
add comment
2018-10-04 17:12:47 +02:00
ae71599292
Switch to new get_companion_matrix routine.
2018-09-28 19:27:17 +02:00
a680cea095
Fixed integration test for trend component model (equation ordering).
2018-09-28 17:39:14 +02:00
bbbaabc702
Cosmetic change.
2018-09-28 12:26:59 +02:00
11a882d66f
Fixed bug in integration tests (trends-->targets).
2018-09-28 12:23:37 +02:00
bd36a0c109
Merge branch 'master' into ecb-master-targets
2018-09-25 15:51:18 +02:00
35aaf24d95
preprocessor: submodule update
2018-09-25 15:49:24 +02:00
973c3955f0
adjust for ‘targets’ keyword instead of ‘trends’
2018-09-25 14:58:36 +02:00
974bcd92ae
Merge branch 'ecb-master' into ecb-master-targets
2018-09-25 14:41:11 +02:00
c6d5b09c29
fix typo
2018-09-25 14:39:48 +02:00
b6fc811ce8
fix typo
2018-09-25 12:11:21 +02:00
9b4daab8a0
Macro-processor: add comprehensions
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- update preprocessor submodule
- add some tests
2018-09-24 18:27:55 +02:00
b3a8062b46
Added missing output.
2018-09-19 17:39:58 +02:00
031e2c87c6
New version of get_companion_matrix + new integration test.
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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
c588544b13
Fixed rm argument list too long issue.
2018-09-19 12:10:30 +02:00
2cf6ccdaa5
Updated dseries submodule.
2018-09-18 17:37:37 +02:00
8921a5a931
Cosmetic change (factorization in before_script block).
2018-09-15 13:50:53 +02:00
15a897e876
Temporary fix for x13 binary dependency (dseries).
2018-09-15 11:53:04 +02:00
3e6e448134
Updated dates and dseries submodules.
2018-09-14 23:13:13 +02:00
b7711e474f
CI: remove redundant output
2018-09-14 19:54:35 +02:00
0fe22e70e3
Revert "Add tests/run_test_{matlab,octave}_output.txt in testsuite articfacts."
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This reverts commit f1dbd8beac8400a952d
2018-09-14 19:48:15 +02:00
f62aa80779
CI: increase number of CPUs for MATLAB testsuite
2018-09-14 19:46:01 +02:00
99aadf7d1a
Updated m-unit-tests submodule.
2018-09-14 15:37:30 +02:00
f1dbd8beac
Add tests/run_test_{matlab,octave}_output.txt in testsuite articfacts.
2018-09-14 15:37:30 +02:00
f74e72613c
Fix CI YAML
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The "extends" keyword is not yet in Gitlab 11.2 (it is said to be implemented
in 11.3…).
2018-09-14 15:28:52 +02:00
8400a952d1
Various CI improvements
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- store build_binaries artifacts only 1 week, to save disk space
- create testsuite artifacts even in case of test failure
- give the possibility of manually running the octave testsuite in all
pipelines (if not triggered automatically)
2018-09-14 15:21:39 +02:00
a03fab76c2
Ensure that test summary is displayed even if there is a test failure
2018-09-14 15:21:39 +02:00
62301fa1e9
dyn_ols: fix typo
2018-09-14 15:09:31 +02:00
9adad552be
Fixed rm argument list too long issue.
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(cherry picked from commit d005def67f5d0afb2a99a40a6cd84766ca7dfd9f)
2018-09-13 17:31:24 +02:00
5e85bf3376
CI: add artifacts for testsuite
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Unfortunately the globstar (**) syntax does not seem to be available, so use
one-depth standard globs.
Also set TERM=linux.
2018-09-13 16:55:18 +02:00
a4c46a8121
tests/Makefile.am: replace PWD by CURDIR, fixes recursive make invocation
2018-09-13 16:43:30 +02:00
0d6fbbc670
CI: add jobs for testsuite
2018-09-13 16:18:41 +02:00
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
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
2518cd9884
Raise error of an optimization algorithm is not available.
2018-09-13 16:16:07 +02:00
2437d7034e
Give access to more than one optimizer in PAC estimation (NLS).
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Default is to use csminwel optimizer (because it seems to do the job and does
not rely on the Mathworks toolbox).
2018-09-13 16:15:52 +02:00
eb316d7e2d
update files for change of option name from `trends` to `targets`
2018-09-13 12:24:32 +02:00
43fb70e5b6
Merge branch 'master' into ecb-master-targets
2018-09-13 12:24:22 +02:00
5c4efbda94
preprocessor: submodule update
2018-09-13 12:22:03 +02:00
6f12959dcd
Various CI build fixes
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- do not create symbolic links but rather a real copy for preprocessor/MEX
files, because gitlab serves a zip (which does not support artifacts)
- fix preprocessor artifact location
- disable MATLAB and Octave when building doc
2018-09-12 19:23:52 +02:00
2e547edd26
add test files for preprocessor AR/EC matrices
2018-09-12 19:00:28 +02:00
Stéphane Adjemia (Scylla)
Stéphane Adjemian (Charybdis)
Houtan Bastani
Sébastien Villemot
Stéphane Adjemian(Charybdis)