d96740c2ef
Added integration tests (var and pac expectations).
2018-10-14 17:01:02 +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
a680cea095
Fixed integration test for trend component model (equation ordering).
2018-09-28 17:39:14 +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
974bcd92ae
Merge branch 'ecb-master' into ecb-master-targets
2018-09-25 14:41:11 +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
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
a03fab76c2
Ensure that test summary is displayed even if there is a test failure
2018-09-14 15:21:39 +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
a4c46a8121
tests/Makefile.am: replace PWD by CURDIR, fixes recursive make invocation
2018-09-13 16:43:30 +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
eb316d7e2d
update files for change of option name from `trends` to `targets`
2018-09-13 12:24:32 +02:00
2e547edd26
add test files for preprocessor AR/EC matrices
2018-09-12 19:00:28 +02:00
5ca31c8245
fix spacing in makefile
2018-09-12 19:00:28 +02:00
52b6618bae
Fixed paths.
2018-09-12 07:48:49 +02:00
09945cae8f
Added integration tests for PAC model.
2018-09-06 23:42:30 +02:00
8d84d0b38b
Add 'tests/pac/' from commit '72dda0e3ebdb46b741e484f2e2f2155d02c59815'
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git-subtree-dir: tests/pac
git-subtree-mainline: 0f3678ec4a72dda0e3eb
2018-09-06 23:35:53 +02:00
5ea0c8098b
Ensure that the ordering of the trend variables is consistent...
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... With the ordering of the EC variables.
2018-09-03 17:35:59 +02:00
0080055469
Activate integratiion test on VAR_MODEL and TREND_COMPONENT_MODEL.
2018-08-30 12:07:58 +02:00
8276acb55f
Added integration tests for TREND_COMPONENT model.
2018-08-30 12:02:48 +02:00
7bcc5b9f42
Added integration tests for VAR_MODEL.
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Check the AR matrices.
2018-08-29 17:43:35 +02:00
7cf4dc751e
Fixed integration test.
2018-08-28 11:08:40 +02:00
83c9b0d5b6
Make rool for trend_component_model in var_expectation.
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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
6ec9758313
update var_expectation code and tests for change in field name
2018-08-23 10:38:39 +02:00
349cd25b8a
Added an integration test for VAR_EXPECTATION_MODEL.
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+ small cosmetic changes.
2018-08-09 09:05:39 +02:00
f8f8ce5120
Added integration tests for VAR_EXPECTATION_MODEL.
2018-08-08 22:58:27 +02:00
c28c8187e8
Fixed typo.
2018-08-08 16:23:15 +02:00
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
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
fda021855c
Fix forecast command with deterministic exogenous and linear option
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Closes #1608
2018-08-02 14:20:51 +02:00
a144aad150
Merge branch 'master' into ecb-master
2018-07-27 09:47:22 +02:00
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
7d7449c775
Merge branch 'master' into ecb-master
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Fixed conflicts:
matlab/modules/dseries
2018-07-23 17:05:30 +02:00
3dcd8fc9f5
Added preprocessor unit tests (on the fly declarations of types).
2018-07-19 23:51:37 +02:00
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
9c3ce0350d
Replace LMMCP test with another one that converges
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Incidentally the new one takes far less time, especially on Octave.
2018-07-18 17:52:44 +02:00
ff676f5505
Gracefully fail when Octave crashes in a *.m test
2018-07-13 17:22:27 +02:00
8ff8d787e8
modify on-the-fly example to accept variables declared in equation tag
2018-07-11 14:45:32 +02:00
85a585c73e
Merge branch 'master' into ecb-master+folder
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Fixed conflicts in:
tests/block_bytecode/run_ls2003.m
2018-07-10 10:18:55 +02:00
0d4a677526
Added comments in example.
2018-07-09 20:30:38 +02:00
01d5a13082
preprocessor: submodule update: on-the-fly variable declaration in equation tags
2018-07-09 15:36:49 +02:00
b2c554623f
Various fixes related to the new layout of generated files
2018-06-28 18:14:40 +02:00
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
c7fe3770df
Merge branch 'master' into ecb-master
2018-06-11 15:35:24 +02:00
1e5fab3881
Fix tests for stack_solve_algo=7
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Completes commit db0cf1b8ea#1616 .
2018-06-08 10:29:53 +02:00
Stéphane Adjemia (Scylla)
Stéphane Adjemian(Charybdis)
Houtan Bastani
Sébastien Villemot
Stéphane Adjemian(Charybdis)