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50 Commits (e9ffb16ec62b8e6cba2ca1dc84e8c4c65d8a45f0)

Author SHA1 Message Date
Johannes Pfeifer 776c247b9b testsuite: use silent_optimizer option to not clutter meson log-file 2023-10-01 18:04:16 +02:00
Johannes Pfeifer 1f723ebd7e fs2000: remove asymptote in prior for rho, which caused corner solutions 2023-09-20 12:55:30 +02:00
Johannes Pfeifer 2dd940dc1a datatomfile: Consistently replace char by cell arrays 
Required after 7be8f10e0e
 2018-06-04 11:56:43 +02:00
Johannes Pfeifer cfc7413e96 Add calib_smoother command with parameter_set option to integration 
Following #1477
 2017-08-29 10:52:48 +02:00
Johannes Pfeifer f553f893c6 Make sure qz_criterium being reset by evaluate_smoother.m does not affect subsequent commands 
- adds diffuse_filter as option of calib_smoother
- adds test case for calib_smoother with diffuse_filter
 2016-10-02 10:51:47 +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 ba7087ca65 Add moments_varendo to fs2000 unit test 
Was not triggered elsewhere
 2015-06-07 17:27:30 +02:00
Johannes Pfeifer 0104f91f4b Replace initval blocks by steady_state_model blocks in fs2000 unit tests 
Speeds up estimation
 2015-06-07 17:11:39 +02:00
Johannes Pfeifer f6c29d9eb4 Deletes redundant mode_compute tests and moves others to optimizers directory 
Closes #888
 2015-04-24 09:42:23 +02:00
Johannes Pfeifer d27e5bc5c2 Modify unit test for mode_compute=8 to set optimizer options 2014-11-25 09:56:55 +01:00
Stéphane Adjemian (Karaba) a06083cb12 Fixed test (new data interface). 2014-10-20 16:31:40 +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
Stéphane Adjemian (Charybdis) 3d0ebfb40a Added a mod file in tests for the feature introduced in commit 4f02e58010. 2014-06-17 16:05:31 +02:00
Stéphane Adjemian (Charybdis) efcf6bd9c0 Use dseries object in the estimation routines. 2014-06-16 17:41:59 +02:00
Stéphane Adjemian (Scylla) 28704d407d Addded mod file for tests. 2014-04-30 15:36:03 +02:00
Stéphane Adjemian (Scylla) 66d08ac3bf Merge branch 'master' into use-dynSeries 
Conflicts:
	matlab/dynare_estimation_init.m
	matlab/global_initialization.m
	matlab/prior_posterior_statistics.m
	matlab/read_variables.m
	matlab/set_prior.m
	matlab/utilities/dataset/initialize_dataset.m
	preprocessor/ComputingTasks.cc
 2014-04-30 10:10:30 +02:00
Stéphane Adjemian (Scylla) 260a733442 Added new mod file in the testsuite (test that the changes introduced in 201ee7d627b71bf0fade1ab28799206e001191a7 are correct). 2014-02-03 12:25:29 +01:00
Stéphane Adjemian (Charybdis) b7ff4d9f75 Added new mod file in the testsuite for Dynare's implementation of the simplex algorithm. 2013-11-16 20:24:40 +01:00
Stéphane Adjemian (Charybdis) 08d671d629 Added comment. 2013-09-23 08:40:56 +02:00
Stéphane Adjemian (Charybdis) 5fa1b87e0f Use new syntax. 2013-09-12 17:30:11 +02:00
Stéphane Adjemian (Charybdis) 2c7a3a7c25 Added test mod file for fs2000 (using dynSeries). 2013-09-07 16:05:01 +02:00
Stéphane Adjemian (Charybdis) d63904ec65 Changed options of the estimation command in fs2000_particle.mod (added optimization of the posterior kernel). 
In the end the hessian at the mode has the wrong sign...
 2013-02-05 10:37:11 +01:00
Sébastien Villemot 57b7c0e94f Add unit test for kalman filter with missing observations 
Contributed by Johannes Pfeifer
 2012-07-06 10:32:34 +02:00
Stéphane Adjemian (Charybdis) 2c077928b2 Added test for shock decomposition. 
(cherry picked from commit 70d17ceb08d02ab58a9d030b45a5822a095b0d03)
 2012-06-18 14:55:36 +02:00
Sébastien Villemot 02efbd31a8 Convert files to Unix EOL 2012-06-08 19:10:19 +02:00
Sébastien Villemot 761b1f2df7 Don't use loglinear in test for analytic_derivation 2012-06-08 11:43:32 +02:00
Sébastien Villemot 9bea42f411 order=2 in estimation command now triggers particle filter 2012-06-06 17:08:53 +02:00
Sébastien Villemot 2156f67298 New option analytic_derivation for estimation 2012-06-06 11:34:32 +02:00
Sébastien Villemot 7044c8da2b Add new command "calib_smoother" 
Closes: #233
 2012-05-30 16:28:29 +02:00
Michel Juillard 7a4405e754 added check_options are the same as steady_options. Added option 
nocheck to 'check' in test fs2000/fs2000a as there is a unit root and
the user provided _steadystate.m doesn't solve the static equations
 2012-04-24 10:32:59 +02:00
Sébastien Villemot 31d6d39811 Added test for CMAES 2012-03-05 19:32:18 +01:00
Michel Juillard 6079cf029d updating test files 2011-10-13 17:14:59 +02:00
Stéphane Adjemian (Scylla) 1dabbd8806 Fixed Marco's optimization routines (mode_compute==5). 
Added fs2000d.mod in the testsuite (test of Marco's optimization routines).
 2011-10-03 12:19:41 +02:00
Michel Juillard 7e771cee14 minor modifications to some test model files 2011-03-13 17:07:56 +01:00
Michel Juillard ba502e66a6 tests: fixing syntax for diffuse_filter, modifying mh_jscale 2010-12-23 08:40:58 +01:00
Houtan Bastani 894155be88 trend_var, growth_factor, deflator: stationarize a nonstationary model and test 2010-10-18 16:07:42 +02:00
Sébastien Villemot 709a9304dd Testsuite: clean-up fs2000 testcase 2010-04-30 12:47:08 +02:00
sebastien 6c185e2c6b Converted MOD test files to Unix newline convention 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3253 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-16 17:25:06 +00:00
adjemian 81a1a68ed7 v4.1: Added a data set with missing observations. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2156 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-16 13:41:41 +00:00
sebastien a03af050af undoing r2110 and r2111 changesets 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2112 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-25 12:29:35 +00:00
michel 464e29706f reverted r2010 because of problem with FILENAME token 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2111 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-25 12:10:12 +00:00
sebastien a03b5f4690 v4 tests: use new syntax for unit_root_vars 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1872 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-12 16:01:43 +00:00
adjemian 431a1d258a Unit root variables have to be declared before any call to steady_ (steady). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1245 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-04-15 12:49:13 +00:00
michel 1377fec610 v4 tests: updated fs2000a.mod 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@672 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-11 16:19:29 +00:00
michel 3fb9664252 v4:updating tests 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@611 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-01-19 09:36:36 +00:00
michel 750753f72a v4:updating tests 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@610 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-01-19 09:31:46 +00:00
michel c642044b39 v4 tests: adapted fs2000 fs2000a and mod1 for version 4 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@591 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-01-08 08:40:06 +00:00
adjemian 6003028ab5 case bug corrected (p --> P) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@505 ac1d8469-bf42-47a9-8791-bf33cf982152
 2005-10-18 13:32:23 +00:00
michel f570680c6f copying tests from version 3 to version 4 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@10 ac1d8469-bf42-47a9-8791-bf33cf982152
 2005-02-19 19:13:45 +00:00