Commit Graph

844 Commits (df20a394fc577dbb3361b02a5de8fffe5f0c8908)

Author SHA1 Message Date
Johannes Pfeifer 5b1a97f777 Add unit test for conditional_forecast with trends and loglinear 2016-04-09 09:45:21 +02:00
Johannes Pfeifer 450dd465fd Reduce time intensity of unit tests by reducing number of iterations 2016-04-09 09:45:21 +02:00
Johannes Pfeifer 44b3092162 Fix merge conflict that undid commit 943db6fb24 2016-04-09 09:45:21 +02:00
Johannes Pfeifer 31c422e3d1 Add datafile to observation trends and prefiltering tests 2016-04-09 09:45:21 +02:00
Johannes Pfeifer ec1bb2138a Enable erroneously disabled unit tests 2016-04-09 09:45:21 +02:00
Stéphane Adjemian(Charybdis) b688cbe5b2 Merge branch 'master' into johannes_perfect_foresight_test 2016-03-24 23:01:11 +01:00
Stéphane Adjemian (Lupi) fd850ca5bd Merge branch 'master' into lik_init_5_fixes
Conflicts:
	doc/dynare.texi
	tests/Makefile.am
2016-03-24 17:40:27 +01:00
Johannes Pfeifer d84bf3e107 Add unit tests for perfect foresight to detect issues with histval 2016-03-23 20:15:57 +01:00
Johannes Pfeifer da5f7243e9 Add missing data file and options for kalman_filter_smoother/compare_results_simulation unit tests 2016-03-23 10:48:23 +01:00
Johannes Pfeifer 2139420336 Factorize unit tests for observation trends 2016-03-23 10:48:22 +01:00
Johannes Pfeifer acd08bba0e Add means and trends to Bayesian smoother results
Also adjusts unit test
2016-03-23 10:47:25 +01:00
Johannes Pfeifer df54e8fcab Add unit tests for correctness of smoother results 2016-03-23 10:46:30 +01:00
Johannes Pfeifer 018fed21cd Add unit test for calibrated smoother
Tests loglinear, prefilter, and first_obs options
2016-03-23 10:35:40 +01:00
Johannes Pfeifer 8c8587d89b Add factored unit tests for mh_recover 2016-03-16 19:04:03 +01:00
Michel Juillard 066c79f46a test case for previous commit 2016-03-07 21:51:45 +01:00
Johannes Pfeifer 2e359cac02 Widen tolerance criterion in unit test 2015-12-17 17:06:53 +01:00
Johannes Pfeifer af627b8ecf Adapt estimated parameters to not hit prior bounds 2015-12-17 17:06:33 +01:00
Johannes Pfeifer e5894c4157 Add eps-loaders to GSA output 2015-12-14 14:09:37 +01:00
Johannes Pfeifer 4f9b141c76 Add eps-loaders to identification codes 2015-12-14 11:26:33 +01:00
Johannes Pfeifer 1c630a8172 Add trace_plot to LaTeX unit test 2015-12-13 17:45:10 +01:00
Stéphane Adjemian (Charybdis) 5ef86416bf Merge branch 'cmr-prior' 2015-12-04 15:06:28 +01:00
Stéphane Adjemian (Charybdis) a0119404c5 Added integration test for the Weibull prior. 2015-12-04 15:04:10 +01:00
Houtan Bastani 943db6fb24 testsuite: move tests/reporting/example1.mod to examples/example1_reporting.mod. closes #1111 2015-12-01 13:53:08 +01:00
Michel Juillard 717967f31f adding forgotten test file 2015-11-28 21:02:10 +01:00
Michel Juillard c373d1e1be adding new option 'fast_kalman_filter' implementing Ed Herbst 2012 approach 2015-11-28 17:38:00 +01:00
Stéphane Adjemian (Charybdis) cbe236730c Factorized tests and removed time consuming and out of scope parts. 2015-11-04 22:19:14 +01:00
Johannes Pfeifer a7ed27b889 Document lik_init=5 and add unit test for lik_init 2015-10-18 18:55:33 +02:00
Stéphane Adjemian (Charybdis) cf17040915 Added integration test for PR #1062 (conditional forecasts). 2015-10-16 17:22:33 +02:00
Houtan Bastani f583add550 prior_posterior_function: save results to different structures, depending on which command was called 2015-10-14 11:19:12 +02:00
Houtan Bastani fd5ce1366e preprocessor: change prior_posterior_function into two arguments. closes #1076 2015-10-14 11:02:35 +02:00
Stéphane Adjemian (Charybdis) 6ea5bdde34 Merge branch 'johannes_bandpass' 2015-10-13 23:56:22 +02:00
Stéphane Adjemian (Charybdis) a13c852feb Removed calls to autocorr routine in integration test.
This routine is part of the matlab's statistical toolbox which is not
required by Dynare (and not available on karaba). Use
sample_autocovariance routine instead.
2015-10-13 23:50:38 +02:00
Johannes Pfeifer f7175745ac Add one-sided HP filter 2015-10-13 20:50:03 +02:00
Houtan Bastani 8c44936846 prior_posterior_function: modify test to accord with preprocessor changes #1076 2015-10-13 17:41:45 +02:00
Houtan Bastani c45a054c6f modify calling structure of execute_prior_posterior_function and update doc 2015-10-13 15:13:35 +02:00
Stéphane Adjemian d3eca9338b Merge pull request #1038 from JohannesPfeifer/kernel_density
Allow computing posterior kernel density
2015-10-12 23:23:07 +02:00
Michel Juillard 8be2841582 fixing Makefile.am error 2015-10-12 22:39:03 +02:00
Johannes Pfeifer 2c63ca8843 Add unit tests for HP filter, bandpass filter, and spectral density 2015-10-12 21:18:51 +02:00
Johannes Pfeifer 40877685f2 Add LaTeX-output option to table from stoch_simul.m 2015-10-12 20:42:04 +02:00
Johannes Pfeifer 3902c86407 Add unit test for variance decomposition 2015-10-12 20:42:02 +02:00
Johannes Pfeifer b7cbb563d6 Allow suppressing density of smoother and forecast objects 2015-10-12 15:34:52 +02:00
MichelJuillard 866ab33575 Merge pull request #1042 from JohannesPfeifer/discretionary
Various fixes for discretionary_policy
2015-10-10 22:25:46 +02:00
MichelJuillard b51b037ef2 Merge pull request #871 from JohannesPfeifer/prior_posterior_function
Add functionality Prior posterior function
2015-10-10 22:17:53 +02:00
Stéphane Adjemian (Charybdis) dcf7cfbc4b Cosmetic change (testsuite).
Do not print warnings with Matlab>=R2015b because of the exit command at the end of the run_test_matlab script.

Do not print
2015-10-10 02:26:40 +02:00
Stéphane Adjemian 3490e400bc Merge pull request #1015 from JohannesPfeifer/model_comparison
Bugfixes and improvements for model_comparison
2015-10-09 17:11:15 +02:00
Michel Juillard 035adeb89e Revert "More fixing related to objective_function_penalty_base"
This reverts commit 1ad8df4635.
2015-10-09 14:23:31 +02:00
Michel Juillard 9be5c31761 Revert "More fixing of the same"
This reverts commit a54dda165f.
2015-10-09 14:23:31 +02:00
Michel Juillard bc37c838c7 Revert "more fixes for penalty objective function"
This reverts commit 3dac7f8809.
2015-10-09 14:23:31 +02:00
Stéphane Adjemian (Charybdis) bf51be7efd Revert "Revert "test suite: add rule for text files""
This reverts commit 4825745047.
2015-10-08 23:20:35 +02:00
Stéphane Adjemian (Charybdis) 6396794b5b Revert "Revert "test suite: adjust display of results appropriately depending on whether octave/matlab or both were used""
This reverts commit 62b1c85fd4.
2015-10-08 23:20:08 +02:00