de5c541ce6
Manually merged PR #807 .
...
Fixed conflict related to the move of the perfect foresight related routines
in a subfolder.
2015-03-05 14:31:36 +01:00
30428aeb17
preprocessor: add joint prior syntax, #824
2015-03-03 15:08:33 +01:00
bcfa24bd99
Merge pull request #815 from JohannesPfeifer/newrat_analytic
...
Add unit test for newrat with analytic derivatives and various Kalman al...
2015-03-01 16:31:29 +01:00
49c32da83b
Add unit tests for different OSR algorithms
2015-02-28 20:42:46 +01:00
59c8fe4319
test system: rename ramsey.mod as ramsey_.mod to avoid removal of ramsey directory when doing make clean
2015-02-23 16:50:14 +01:00
dcabcb6b01
preprocessor: new command write_latex_original_model. closes #657
2015-02-16 08:31:30 +01:00
7f067311df
use filter_algorithm option in particle tests
2015-02-09 03:21:25 +01:00
f29bb5c761
fixing bug in tests/Makefile.am introduced in previous commit
2015-01-16 09:29:55 +01:00
470fbbe0b2
Fixed bug in deterministic simulations with exogenous variables lagged
...
by more than one period. Added corresponding test cases.
2015-01-15 11:27:00 +01:00
beb3fd1534
reporting: add legendAt option. closes #810
2014-12-29 22:18:08 +01:00
544e10fc29
reporting: fix legend entry for bar graphs
2014-12-29 20:37:44 +01:00
0fbf99232d
reporting: add support for bar graphs, closes #809
2014-12-23 17:52:40 +01:00
14938fd607
Add unit test for running smoother only
2014-12-08 11:30:30 +01:00
e60157e9b8
Add unit test for newrat with analytic derivatives and various Kalman algos
2014-12-05 15:27:52 +01:00
fc3e1b2108
Merge remote-tracking branch 'fred@github/master'
...
Conflicts:
matlab/initial_estimation_checks.m
matlab/utilities/tests
2014-11-28 16:53:44 +01:00
bb92f9bc2a
Expand unit test on initval file
...
Also moves it to separate directory
2014-11-27 10:49:18 +01:00
d27e5bc5c2
Modify unit test for mode_compute=8 to set optimizer options
2014-11-25 09:56:55 +01:00
1ac96c6808
Add initial values to prevent unit test from crashing due to numerical inaccuracy.
2014-11-24 17:40:29 +01:00
2254f846c5
bug fix: remove consecutive plus signs
2014-11-24 12:26:10 +01:00
e12b494921
Shorten length of unit test file to prevent crash
2014-11-23 09:32:29 +01:00
afb60b2528
Merge pull request #767 from JohannesPfeifer/osr_scaling
...
Fix computation of objective function in OSR when covariances are specified
2014-11-21 22:03:00 +01:00
22d4a86c6d
Merge pull request #772 from JohannesPfeifer/varexo_det_forecasting
...
Fix forecasting with exogenous deterministic variables
2014-11-21 21:48:19 +01:00
8204be67d0
Add unit test for correctness of forecasting with exogenous variables
2014-11-21 10:38:30 +01:00
c3fdb7517c
Merge pull request #782 from JohannesPfeifer/perfect_foresight_message
...
Cosmetic change to perfect foresight + unit tests
2014-11-17 11:32:07 +01:00
c5a0f932c2
Change wrong Windows-style file separators to Linux ones
2014-11-16 21:11:06 +01:00
747f90d89b
Add unit tests for correct dimension of filtered, smoothed, forecasted, and updated variables and shocks
2014-11-16 21:08:18 +01:00
ac085f943a
Add two unit test for perfect foresight simulation with only forward-looking variables
2014-11-16 15:09:16 +01:00
201bbccae9
Add unit test for deterministic simulations without exogenous variables
2014-11-10 18:25:01 +01:00
e94056a765
Add unit test for correct computation of loss function in the presence of non-stationary variables
2014-11-03 18:08:30 +01:00
4aaebfbe46
Add unit test to check whether objective function matches and whether covariances actually work
2014-11-02 13:15:55 +01:00
3d6af995bc
Update unit test by adding also auxiliary variables on exogenous variables
2014-10-30 14:23:13 +01:00
38a0941d69
Add unit test file Ramsey with auxiliary variables
...
TBD: add check for correctness. As variables are dummy variables, the solution should be identical to the one without these auxiliary variables
2014-10-30 13:31:58 +01:00
7ab86d31ec
Dataset factorization. Removed tests/kalman/lyapunov/fsdat_simul.m and use tests/fs2000/fsdat_simul.m instead.
2014-10-21 16:42:52 +02:00
a06083cb12
Fixed test (new data interface).
2014-10-20 16:31:40 +02:00
8244862bd1
Removed "spurious" characters.
2014-10-13 23:01:40 +02:00
9b3337c94d
Oups. I forgot to remove a dependency to a binary in tests/Makefile.am.
2014-10-13 22:21:23 +02:00
f99fcfa27f
Removed "Do pure Lyapunov tests" section.
...
This should be done in the lyapunov_symm routine.
2014-10-13 17:42:53 +02:00
a9b5fb4263
Fixed test introduced in commit and removed binary file.
...
Test was introduced in b11d14498aadac17c08b08dd80b6daf7dec9e340.
The binary file was a mat file containing a posterior mode, and the
second estimation must be run iff the control toolbox is available.
2014-10-13 17:42:53 +02:00
7605820dff
Add unit test for Lyapunov solver
...
- tests whether they run within a mod-file
- tests whether they yield the same result for a simple state-space model
2014-10-13 17:42:52 +02:00
b43b83b280
fixing bug in Makefile in commit 5e8489ac45
2014-09-10 09:47:17 +02:00
5e8489ac45
Merge pull request #696 from JohannesPfeifer/Ramsey_steady_state
...
Bugfix Ramsey steady state with steady state files
2014-09-08 21:56:13 +02:00
4b49abd724
Add missing files for Ramsey unit test with steady state.
2014-09-07 21:15:56 +02:00
62b4cfe631
Provisions for moment calibration.
...
Sensitivity analysis for irf and moment calibration, with new function /gsa/map_calibration.m
Added new tests/gsa/ls2003a.mod for testsuite of irf/moment calibration
To be done:
- extend SA of calibration to MC and posterior samples (currently uses prior sample only)
- documentaion
- partial progress to close #267
2014-09-04 16:44:14 +02:00
b06b6a6161
Modifications for online estimation of linearly-solved models
2014-08-29 15:51:01 +02:00
788833d874
Added options.
2014-08-29 15:38:18 +02:00
217ab0088d
reporting: tables: add row highlighting option
2014-07-30 15:21:32 +02:00
59da9953bb
Fix formating for Makefile.am
...
Replaced spaces by tabs
2014-07-30 13:07:52 +02:00
f3c807f577
reporting: add writeCSV option for tables. closes #693
2014-07-29 15:21:51 +02:00
b4dd4b5de1
reporting: add writeCSV option for graphs, #693
2014-07-29 15:21:45 +02:00
1f3ae372fe
reporting: fix bug where a whole row wasn’t colored if the tableSubSectionHeader option was passed at the same time
2014-07-28 17:28:20 +02:00
Stéphane Adjemian (Charybdis)
Houtan Bastani
Johannes Pfeifer
Michel Juillard
Marco Ratto
Frédéric Karamé