Commit Graph

203 Commits (e550aa806afac9750725545fea2496f46abacf26)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 21870b39e8 Cosmetic. Changed colored output. 2015-04-30 13:59:38 +02:00
Stéphane Adjemian (Charybdis) a2d0550764 Cosmetic changes. Nicer output for the testsuite (with colors depending on the results). 2015-04-28 13:02:39 +02:00
Stéphane Adjemian (Charybdis) 1970951d1f Merge branch 'johannes_fix_simulated_annealing_and_other_optimization_related_issues' 2015-04-16 22:31:07 +02:00
Stéphane Adjemian (Charybdis) fff07396d2 Divided tests/optimizers/fs2000.mod into 12 mod files...
Otherwise the execution of the testsuite is not parallelized. Also, added a test for
mode_compute=1 (if fmincon from Mathworks' Optimization toolbox is
available).
2015-04-16 22:26:24 +02:00
Stéphane Adjemian (Charybdis) 31dc863077 Fixed graphic issue in tests/gsa/ls2003a.mod.
We still need to find out why eps format does not work under matlab...
2015-04-16 00:30:52 +02:00
Stéphane Adjemian (Charybdis) a7f0366980 Removed gsa/ls2003a.mod from the test suite (which causes a segmentation fault and breaks the test suite). 2015-04-15 12:31:09 +02:00
Stéphane Adjemian (Charybdis) da2c529ee7 Merge branch 'marco_gsa_fixes' 2015-04-14 15:54:59 +02:00
Stéphane Adjemian (Charybdis) 58641d0efc Added gsa/ls2003a.mod in testuite. 2015-04-14 15:51:50 +02:00
Stéphane Adjemian (Charybdis) 8022a181c8 Removed excel data file used in ls2003_bayesian_xls.mod.
The excel data file available here:

http://www.dynare.org/Datasets/data_ca1_xls.xlsx

is downloaded by Matlab/Octave when performing the test. The file is
deleted after the estimation command.
2015-04-14 15:12:25 +02:00
Johannes Pfeifer 62f81da6dd Add unit test for recursive estimation with Excel data 2015-04-14 15:12:25 +02:00
Johannes Pfeifer aea49e2fa0 Add unit test for mode_computations 2015-04-06 12:13:14 +02:00
Stéphane Adjemian (Hermes) 6d304891d1 Fixed EXTRA_DIST in Makefile.am.
I forgot to update Makefile.am after the change introduced in the
previous commit (a988418668).
2015-03-13 22:51:02 +01:00
Stéphane Adjemian (Scylla) e82487ed62 Added missing extension for o.tls rule. 2015-03-13 17:24:07 +01:00
Stéphane Adjemian (Charybdis) 7343fa8f99 Fixed typo in tests/Makefile.am 2015-03-13 15:52:33 +01:00
Stéphane Adjemian (Charybdis) 00d67110f2 Removed data files for tests/initval_file.
Generate the data instead with matlab's script
ramst_initval_file_data.m. Note that the excel files are only produced
and tested under Windows (xlswrite is not working on OS X, need to check
for Linux).
2015-03-09 08:59:48 +01:00
Stéphane Adjemian (Charybdis) 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
Stéphane Adjemian 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
Johannes Pfeifer 49c32da83b Add unit tests for different OSR algorithms 2015-02-28 20:42:46 +01:00
Houtan Bastani 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
Michel Juillard f29bb5c761 fixing bug in tests/Makefile.am introduced in previous commit 2015-01-16 09:29:55 +01:00
Michel Juillard 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
Johannes Pfeifer 14938fd607 Add unit test for running smoother only 2014-12-08 11:30:30 +01:00
Johannes Pfeifer e60157e9b8 Add unit test for newrat with analytic derivatives and various Kalman algos 2014-12-05 15:27:52 +01:00
Johannes Pfeifer bb92f9bc2a Expand unit test on initval file
Also moves it to separate directory
2014-11-27 10:49:18 +01:00
Johannes Pfeifer e12b494921 Shorten length of unit test file to prevent crash 2014-11-23 09:32:29 +01:00
MichelJuillard 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
MichelJuillard 22d4a86c6d Merge pull request #772 from JohannesPfeifer/varexo_det_forecasting
Fix forecasting with exogenous deterministic variables
2014-11-21 21:48:19 +01:00
Johannes Pfeifer 8204be67d0 Add unit test for correctness of forecasting with exogenous variables 2014-11-21 10:38:30 +01:00
Houtan Bastani 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
Johannes Pfeifer c5a0f932c2 Change wrong Windows-style file separators to Linux ones 2014-11-16 21:11:06 +01:00
Johannes Pfeifer 747f90d89b Add unit tests for correct dimension of filtered, smoothed, forecasted, and updated variables and shocks 2014-11-16 21:08:18 +01:00
Johannes Pfeifer ac085f943a Add two unit test for perfect foresight simulation with only forward-looking variables 2014-11-16 15:09:16 +01:00
Johannes Pfeifer 201bbccae9 Add unit test for deterministic simulations without exogenous variables 2014-11-10 18:25:01 +01:00
Johannes Pfeifer 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
Johannes Pfeifer 4aaebfbe46 Add unit test to check whether objective function matches and whether covariances actually work 2014-11-02 13:15:55 +01:00
Johannes Pfeifer 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
Stéphane Adjemian (Karaba) 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
Stéphane Adjemian (Charybdis) 8244862bd1 Removed "spurious" characters. 2014-10-13 23:01:40 +02:00
Stéphane Adjemian (Charybdis) 9b3337c94d Oups. I forgot to remove a dependency to a binary in tests/Makefile.am. 2014-10-13 22:21:23 +02:00
Johannes Pfeifer 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
Michel Juillard b43b83b280 fixing bug in Makefile in commit 5e8489ac45 2014-09-10 09:47:17 +02:00
MichelJuillard 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
Johannes Pfeifer 59da9953bb Fix formating for Makefile.am
Replaced spaces by tabs
2014-07-30 13:07:52 +02:00
Johannes Pfeifer 6fb7877113 Add bunch of unit test checking the correctness of Ramsey computation with initval and steady state files 2014-07-18 13:31:01 +02:00
Stéphane Adjemian (Scylla) 7ccaf3e3fa Added two mod files in testsuite (new data interface). 2014-07-17 22:05:08 +02:00
Stéphane Adjemian (Scylla) 940d2ffeff Added mod file in test suite. 2014-06-19 18:12:02 +02:00
Houtan Bastani 27cc7b71b3 reporting: add new test 2014-06-11 12:32:00 +02:00
Sébastien Villemot f31d060a4f Add all-in-one-file example for smoother2histval. 2014-05-07 11:16:47 +02:00
Sébastien Villemot 85f7af9133 Perfect foresight solver now uses a homotopy technique by default.
This commit introduces a "no_homotopy" option to restore the old behavior.

Ref #220
2014-04-10 16:39:06 +02:00
Sébastien Villemot 37af4b073f Add datafile forgotten in commit 9eebfc87.
Ref #594
2014-04-04 14:51:49 +02:00