Houtan Bastani
99d7b2b8b2
test suite: add rules for o.trs left out of 6b2c7c36d4
2016-09-21 16:16:29 +02:00
Houtan Bastani
aa08138206
test suite: resolve more race conditions
2016-09-21 16:14:59 +02:00
Houtan Bastani
6b2c7c36d4
test suite: resolve race condition in tests/observation_trends_and_prefiltering/MCMC/*.mod
2016-09-21 11:42:13 +02:00
Houtan Bastani
fd9c81f0ef
test suite: ensure test suite keeps on running even when Octave or Matlab crash. Closes #1069
2016-09-20 17:17:25 +02:00
Johannes Pfeifer
a7e3ecea63
Add diffuse Kalman filter unit tests
2016-08-22 19:24:35 +02:00
Johannes Pfeifer
06ff0c7bb6
Factorize Kalman filter unit tests
2016-08-22 19:24:35 +02:00
Houtan Bastani
726ad1b84c
build system: add missing dependency in test suite, add missing clean rule
2016-07-29 17:05:51 -04:00
Houtan Bastani
c6f84fb98a
build system: remove csv file created during check
2016-07-28 17:01:45 -04:00
Houtan Bastani
92200c20ba
build system: front load slower tests to make test suite run faster
2016-07-28 16:59:57 -04:00
Michel Juillard
22f49971bc
fixing bug in mcp model setup
...
makes perfect_foresight_problem more efficient
added test case for stack_solve_algo == 7
2016-07-03 10:56:44 +02:00
Stéphane Adjemian (Hermes)
c5f8fe7f85
Added integration test for {variables,parameters} partitioning.
2016-06-27 12:10:15 +02:00
Stéphane Adjemian (Lupi)
8b8db6bf38
Updated tests/Makefile clean rule.
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Ensure tha we remove all tex, aux, log and eps generated files.
2016-06-15 14:39:38 +02:00
Stéphane Adjemian (Lupi)
019223f7d6
Removed one (failing) integration test.
...
fs2000/fs2000_analytical_derivation.mod was almost a duplicate of
analytical_derivates/fs2000_analytical_derivation.mod.
The removed integration test was failing because of the sign of the
hessian matrix. The only significant difference between the two mod
files, was that the removed one did not use the closed form expression
of the steady state.
2016-06-15 12:53:48 +02:00
Johannes Pfeifer
ab378138c2
Add unit test for correlated errors and TeX-Output
2016-06-14 11:52:17 +02:00
Johannes Pfeifer
e06bb9e057
Adjust ident_unit_root.mod to reflect change in unit root treatment introduced in #1191
2016-06-14 11:51:14 +02:00
Stéphane Adjemian (Charybdis)
0ea9bc4e90
Fixed typo introduced in 0abb9dc6f9
.
2016-05-24 21:18:13 +02:00
Stéphane Adjemian(Charybdis)
edce6b4779
Added integration test for Monte-Carlo EP.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian(Charybdis)
6dcfd1c072
Added integration test.
...
Test that the extended path and stoch_simul (with order equal to 1)
algorithms return the same paths for the endogenous variables if the
RE model is linear.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian (Hermes)
4bd8ef7a9f
Added new integration tests.
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Simulation of the Smets and Wouters perfect foresight model, with a
productivity shock such that the nominal interest rate hits the
ZLB. Comparison of the solutions returned by a Newton
algorithm (stack_solve_algo==0) and the LMMCP algorithm. AT the time of
this commit, the results are different... Probably an issue with the
LMMCP algorithm.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian (Hermes)
7355214413
Added integration tests for lmmcp in testsuite.
...
Also merged rbcii.mod and rbciia.mod.
2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Charybdis)
8763c29f34
Renamed and changed integration test for sim1_purely_forward routine.
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Check the results against analytical solution. Also added a new
integration test (ar1.mod).
2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Charybdis)
02c71eb270
Renamed and changed integration test for sim1_purely_backward routine.
...
Compare the solution returned by sim1_purely_backward with the true solution.
2016-05-24 17:26:06 +02:00
Stéphane Adjemian (Charybdis)
0abb9dc6f9
Added integration test.
...
Comparison of the solutions for the endogenous variables in perfect
foresight models with stack_solve_algo equal to 0 and 6 (LBJ, legacy
algorithm).
2016-05-24 17:26:06 +02:00
Johannes Pfeifer
fb57ef453d
Put all OSR unit tests into subfolder and add one for parameter bounds
2016-05-22 11:41:54 +02:00
Johannes Pfeifer
aaa7318da4
Add unit test for independent MH
2016-05-19 14:37:05 +02:00
Johannes Pfeifer
969aa44963
Move slice test to separate folder
2016-05-19 14:37:05 +02:00
Marco Ratto
ab8aa917e3
slice test moved to estimation folder
2016-05-19 14:34:09 +02:00
Marco Ratto
6aa65e2a6a
Added test function for slice sampler
2016-05-19 14:34:09 +02:00
Houtan Bastani
e1bdd830af
testsuite: fix race condition in accessing .mat file
2016-05-10 11:34:17 +02:00
Michel Juillard
d9e73b5477
fixing test case for loglinear models
2016-05-06 09:07:43 +02:00
Michel Juillard
034bd0367b
test cases for loglinear with lead/lagged exogenous variables
2016-05-05 20:41:02 +02:00
MichelJuillard
a21aa064c9
Merge pull request #1166 from JohannesPfeifer/kalman_fixes
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Kalman fixes
2016-04-15 09:50:25 +02:00
Michel Juillard
920d212d95
shock decomposition: adding test case for groups
2016-04-15 09:06:26 +02:00
Johannes Pfeifer
30be2ed62a
Add unit test for smoother only on nonstationary model
2016-04-14 20:11:50 +02:00
Stéphane Adjemian (Scylla)
efc193e429
Fixed typo in testsuite.
2016-04-13 22:25:52 +02:00
MichelJuillard
a8cc21eb97
Merge pull request #1163 from JohannesPfeifer/Smoother_fixes
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Various fixes and documentation improvements related to smoother, trends and selected_variables_only option
2016-04-12 14:22:19 +02:00
MichelJuillard
aa1a0b5e25
Merge pull request #1052 from JohannesPfeifer/lin_solve_robust
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Integrate robust linear solver for stack_solve_algo=0
2016-04-12 12:06:22 +02:00
Johannes Pfeifer
f5900aa03b
Add unit test for selected_variables_only option in smoother
2016-04-12 11:37:57 +02:00
Johannes Pfeifer
5b1a97f777
Add unit test for conditional_forecast with trends and loglinear
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
ec1bb2138a
Enable erroneously disabled unit tests
2016-04-09 09:45:21 +02:00
Johannes Pfeifer
4b83c1bf76
Integrates Tom Holden's robust linear solver
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Supersedes #984
2016-03-25 09:59:20 +01:00
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
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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
2139420336
Factorize unit tests for observation trends
2016-03-23 10:48:22 +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
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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
Stéphane Adjemian (Charybdis)
5ef86416bf
Merge branch 'cmr-prior'
2015-12-04 15:06:28 +01:00