06ff0c7bb6
Factorize Kalman filter unit tests
2016-08-22 19:24:35 +02:00
726ad1b84c
build system: add missing dependency in test suite, add missing clean rule
2016-07-29 17:05:51 -04:00
c6f84fb98a
build system: remove csv file created during check
2016-07-28 17:01:45 -04:00
92200c20ba
build system: front load slower tests to make test suite run faster
2016-07-28 16:59:57 -04:00
22f49971bc
fixing bug in mcp model setup
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makes perfect_foresight_problem more efficient
added test case for stack_solve_algo == 7
2016-07-03 10:56:44 +02:00
c5f8fe7f85
Added integration test for {variables,parameters} partitioning.
2016-06-27 12:10:15 +02:00
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
019223f7d6
Removed one (failing) integration test.
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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
ab378138c2
Add unit test for correlated errors and TeX-Output
2016-06-14 11:52:17 +02:00
e06bb9e057
Adjust ident_unit_root.mod to reflect change in unit root treatment introduced in #1191
2016-06-14 11:51:14 +02:00
0ea9bc4e90
Fixed typo introduced in 0abb9dc6f9.
2016-05-24 21:18:13 +02:00
edce6b4779
Added integration test for Monte-Carlo EP.
2016-05-24 17:28:24 +02:00
6dcfd1c072
Added integration test.
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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
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
7355214413
Added integration tests for lmmcp in testsuite.
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Also merged rbcii.mod and rbciia.mod.
2016-05-24 17:26:06 +02:00
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
02c71eb270
Renamed and changed integration test for sim1_purely_backward routine.
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Compare the solution returned by sim1_purely_backward with the true solution.
2016-05-24 17:26:06 +02:00
0abb9dc6f9
Added integration test.
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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
fb57ef453d
Put all OSR unit tests into subfolder and add one for parameter bounds
2016-05-22 11:41:54 +02:00
aaa7318da4
Add unit test for independent MH
2016-05-19 14:37:05 +02:00
969aa44963
Move slice test to separate folder
2016-05-19 14:37:05 +02:00
ab8aa917e3
slice test moved to estimation folder
2016-05-19 14:34:09 +02:00
6aa65e2a6a
Added test function for slice sampler
2016-05-19 14:34:09 +02:00
e1bdd830af
testsuite: fix race condition in accessing .mat file
2016-05-10 11:34:17 +02:00
d9e73b5477
fixing test case for loglinear models
2016-05-06 09:07:43 +02:00
034bd0367b
test cases for loglinear with lead/lagged exogenous variables
2016-05-05 20:41:02 +02:00
a21aa064c9
Merge pull request #1166 from JohannesPfeifer/kalman_fixes
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Kalman fixes
2016-04-15 09:50:25 +02:00
920d212d95
shock decomposition: adding test case for groups
2016-04-15 09:06:26 +02:00
30be2ed62a
Add unit test for smoother only on nonstationary model
2016-04-14 20:11:50 +02:00
efc193e429
Fixed typo in testsuite.
2016-04-13 22:25:52 +02:00
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
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
f5900aa03b
Add unit test for selected_variables_only option in smoother
2016-04-12 11:37:57 +02:00
5b1a97f777
Add unit test for conditional_forecast with trends and loglinear
2016-04-09 09:45:21 +02:00
44b3092162
Fix merge conflict that undid commit 943db6fb24
2016-04-09 09:45:21 +02:00
ec1bb2138a
Enable erroneously disabled unit tests
2016-04-09 09:45:21 +02:00
4b83c1bf76
Integrates Tom Holden's robust linear solver
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Supersedes #984
2016-03-25 09:59:20 +01:00
b688cbe5b2
Merge branch 'master' into johannes_perfect_foresight_test
2016-03-24 23:01:11 +01:00
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
d84bf3e107
Add unit tests for perfect foresight to detect issues with histval
2016-03-23 20:15:57 +01:00
2139420336
Factorize unit tests for observation trends
2016-03-23 10:48:22 +01:00
df54e8fcab
Add unit tests for correctness of smoother results
2016-03-23 10:46:30 +01:00
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
8c8587d89b
Add factored unit tests for mh_recover
2016-03-16 19:04:03 +01:00
5ef86416bf
Merge branch 'cmr-prior'
2015-12-04 15:06:28 +01:00
a0119404c5
Added integration test for the Weibull prior.
2015-12-04 15:04:10 +01:00
943db6fb24
testsuite: move tests/reporting/example1.mod to examples/example1_reporting.mod. closes #1111
2015-12-01 13:53:08 +01:00
c373d1e1be
adding new option 'fast_kalman_filter' implementing Ed Herbst 2012 approach
2015-11-28 17:38:00 +01:00
cbe236730c
Factorized tests and removed time consuming and out of scope parts.
2015-11-04 22:19:14 +01:00
a7ed27b889
Document lik_init=5 and add unit test for lik_init
2015-10-18 18:55:33 +02:00
cf17040915
Added integration test for PR #1062 (conditional forecasts).
2015-10-16 17:22:33 +02:00
6ea5bdde34
Merge branch 'johannes_bandpass'
2015-10-13 23:56:22 +02:00
f7175745ac
Add one-sided HP filter
2015-10-13 20:50:03 +02:00
8be2841582
fixing Makefile.am error
2015-10-12 22:39:03 +02:00
2c63ca8843
Add unit tests for HP filter, bandpass filter, and spectral density
2015-10-12 21:18:51 +02:00
3902c86407
Add unit test for variance decomposition
2015-10-12 20:42:02 +02:00
866ab33575
Merge pull request #1042 from JohannesPfeifer/discretionary
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Various fixes for discretionary_policy
2015-10-10 22:25:46 +02:00
b51b037ef2
Merge pull request #871 from JohannesPfeifer/prior_posterior_function
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Add functionality Prior posterior function
2015-10-10 22:17:53 +02:00
3490e400bc
Merge pull request #1015 from JohannesPfeifer/model_comparison
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Bugfixes and improvements for model_comparison
2015-10-09 17:11:15 +02:00
bf51be7efd
Revert "Revert "test suite: add rule for text files""
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This reverts commit 4825745047
2015-10-08 23:20:35 +02:00
6396794b5b
Revert "Revert "test suite: adjust display of results appropriately depending on whether octave/matlab or both were used""
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This reverts commit 62b1c85fd4
2015-10-08 23:20:08 +02:00
276c34f394
Revert "Temporarily removed an integration test."
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This reverts commit 7b2ccc5a52
2015-10-08 21:53:22 +02:00
7b2ccc5a52
Temporarily removed an integration test.
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tests/recursive/ls2003_bayesian_xls.mod causes a seg fault under Octave
3.8.2 (Debian/Jessie).
2015-10-07 12:22:50 +02:00
38059daccf
Added integration test.
2015-10-07 12:20:40 +02:00
62b1c85fd4
Revert "test suite: adjust display of results appropriately depending on whether octave/matlab or both were used"
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This reverts commit 1bc965625c
2015-10-06 16:38:59 +02:00
4825745047
Revert "test suite: add rule for text files"
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This reverts commit 7e41cc170b
2015-10-06 16:38:59 +02:00
7e41cc170b
test suite: add rule for text files
2015-10-05 12:30:01 +02:00
1bc965625c
test suite: adjust display of results appropriately depending on whether octave/matlab or both were used
2015-09-23 13:56:16 +02:00
d7d8af34a0
preprocessor: remove create_timing_csv.sh (moved to testsuite.git)
2015-09-21 10:59:20 +02:00
c6e75df544
test suite: save timing info for graphs. #298
2015-09-11 15:24:05 +02:00
268384572b
Merge pull request #1017 from JohannesPfeifer/gsa_fix
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Fix bugs in gsa with morris and posterior sampling
2015-09-09 11:44:49 +02:00
09e5440b69
test suite: fix bugs introduced in ad66a7bb35 and fe221bbc42 that broke parallel processing of test suite
2015-09-09 10:44:52 +02:00
55acc0e557
Merge pull request #1049 from JohannesPfeifer/ramsey_test
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Add unit test for Ramsey policy that checks correctness with analytic…
2015-09-08 13:57:07 +02:00
71fd7730f0
Add unit test for Ramsey policy that checks correctness with analytical results
2015-09-08 13:47:54 +02:00
752bc543b4
Add unit test for correctness of discretionary policy
2015-08-30 12:03:43 +02:00
f80f0f9258
Add capacities for rolling window estimation
2015-08-25 15:37:25 +02:00
35bd2ed5d0
Add unit test for model_comparison
2015-08-13 17:49:14 +02:00
40faefa182
Clarify unit test dependencies
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fs2000 is needed by other tests while fs2000_mf.mod is redundant
Closes #1018
2015-08-06 14:27:36 +02:00
1134e34caa
Add unit test for posterior sampling with morris and rmse
2015-08-06 12:28:51 +02:00
30b277e6af
Fix filename in unit test
2015-07-31 22:55:21 +02:00
a708037feb
Unit test checking correctness of decision rules against results from Dynare 4.3.2
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Detects problems as the unnoticed one introduced by caa04fb251
2015-07-31 17:45:32 +02:00
02bd634046
Add unit test for prior/posterior function
2015-07-28 15:37:01 +02:00
d82524ad1d
Merge pull request #987 from JohannesPfeifer/mixed_estimation
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Prevent mixed ML/Bayesian estimation
2015-07-23 15:57:03 +02:00
244462adb6
Add unit test for disallowing mixed ML/Bayesian estimation
2015-07-23 14:44:26 +02:00
9f21d2724f
Add unit tests for dealing with multiple leads and lags
2015-07-23 14:05:58 +02:00
b159d4227c
Fix wrong name of unit test in Makefile.am and make name more expressive
2015-07-20 21:17:44 +02:00
80253835a7
Merge pull request #738 from JohannesPfeifer/Kalman
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Kalman
2015-07-20 15:02:40 +02:00
f94910173d
Merge pull request #937 from JohannesPfeifer/graph_fix
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Various fixes related to graphs and eps-TeX-loaders
2015-07-20 14:36:20 +02:00
2269b38465
Merge pull request #740 from JohannesPfeifer/relative_irf
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Fix and document relative_irf
2015-07-20 14:20:00 +02:00
e174f5f00a
Merge pull request #726 from JohannesPfeifer/steady_linear
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Prevent incorrect steady state from being accepted if model is not truly linear
2015-07-20 14:06:03 +02:00
1dfb6ea327
Add unit tests for Kalman filter calls from Matlab
2015-07-20 13:10:30 +02:00
ce3dc068c3
Merge pull request #692 from JohannesPfeifer/imcforecast
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Account for initial values when making conditional forecasts
2015-07-20 10:18:43 +02:00
caaabe9436
Added integration test for the linear_approximation option in
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perfect foresight model simulation.
Using a linearized version of the SW model we check that the
linear_approximation option does not affect the results.
2015-07-08 11:23:13 +02:00
71700dff76
Merge pull request #942 from JohannesPfeifer/TaRB_integration
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Integrate the TaRB-algorithm into Dynare
2015-06-19 14:30:56 +02:00
af29c078ad
Added integration test (deterministic simulation invoking solve_one_boundary routine).
2015-06-18 14:50:21 +02:00
3fd010ff91
Merge pull request #957 from JohannesPfeifer/fs2000_steady_state
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Update unit tests to use correct steady state files
2015-06-18 14:25:01 +02:00
aa4f38b60a
Add unit test to filter out incorrectly accepted steady state
2015-06-08 18:10:57 +02:00
e1aaa1796f
Add unit test for LaTeX eps-loaders
2015-06-08 17:59:56 +02:00
aa4b07610e
Add unit test for TaRB MH-algorithm
2015-06-08 16:48:58 +02:00
e7bf0672f5
Add unit test for relative_irf option
2015-06-08 16:39:08 +02:00
fe221bbc42
Add/adapt unit test for conditional forecasts with initval and histval blocks
2015-06-08 16:12:37 +02:00
ad66a7bb35
Account for initial values when making conditional forecasts
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- Closes #655
- Implements unit test
- Saves distribution of controlled exogenous variables
- Adds information that the full path of constrained variables must be specified
2015-06-08 15:42:14 +02:00
0104f91f4b
Replace initval blocks by steady_state_model blocks in fs2000 unit tests
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Speeds up estimation
2015-06-07 17:11:39 +02:00
0c9937f33c
Add unit test for ML with morris
2015-06-05 20:50:29 +02:00
fbaf27493c
Add unit tests for correctness of identification results when only standard deviations are estimated
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Compares results for standard deviations specified with varexo to results when specified as deep parameter
2015-06-05 18:23:47 +02:00
2aa341f730
Add unit test for diffuse filter in identification
2015-06-05 16:42:43 +02:00
fe398e5b0d
Renamed two integration tests (appended _xfail).
2015-06-03 12:24:28 +02:00
1614805c17
Added missing dependency (testsuite).
2015-06-01 18:21:30 +02:00
ad8586f87c
Removed integration tests estimation/{fs2000_mc4.mod, fs2000_mc4_mf.mod}.
2015-06-01 16:42:02 +02:00
5b0be85ba8
Removed integration tests estimation/{fs2000_mc6.mod, fs2000_mc6_mf.mod}.
2015-06-01 16:42:02 +02:00
c22d31330c
Adding 'ramsey_constraints' block to declare contraints for Ramsey
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problems. Note that LMMCP (solve_algo=10) still doesn't work in all cases.
2015-05-31 12:18:20 +02:00
19286d850b
Changed colours.
2015-05-18 18:31:49 +02:00
770ac5a4c8
Delete whitespace in Makefile.am that crashes autoreconf
2015-05-12 14:31:59 +02:00
9d8823dd73
Merge pull request #932 from JohannesPfeifer/t_dist
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Unit test and cosmetic changes for t-distribution
2015-05-10 23:29:17 +02:00
cf5a36a1a8
Fix typos Makefile.am
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Prevents test suite from running
2015-05-10 21:44:36 +02:00
787f6d37c2
Add unit test for t-distribution as proposal density
2015-05-10 10:06:22 +02:00
de427b77f2
Add unit test for differentiate_forward_vars
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Closes #727
2015-05-09 22:36:19 +02:00
120946dfb3
Add unit test for deterministic simulations with several leads and lags
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Tests #617
2015-05-09 08:13:22 +02:00
f9f763878c
Merge pull request #907 from JohannesPfeifer/optimizer_unit_tests
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Deletes redundant mode_compute tests and moves others to optimizers dire...
2015-05-07 15:14:31 +02:00
ddc7464b9b
Merge pull request #911 from JohannesPfeifer/MH_cosmetics
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Cosmetic Fixes to Metropolis-Hastings routines
2015-05-07 14:29:27 +02:00
85422a2f7d
Added two rules in tests/makefile.am
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A mod file distributed in the tests folder can be executed with
~$ make ramst.o.drs
for Octave, or
~$ make ramst.m.drs
for Matlab. The new rules call %.m.trs or %.o.trs and display the
generated log file.
2015-04-30 16:23:15 +02:00
21870b39e8
Cosmetic. Changed colored output.
2015-04-30 13:59:38 +02:00
a2d0550764
Cosmetic changes. Nicer output for the testsuite (with colors depending on the results).
2015-04-28 13:02:39 +02:00
d7293b110a
Add unit test for mh_recover option
2015-04-25 19:28:58 +02:00
f6c29d9eb4
Deletes redundant mode_compute tests and moves others to optimizers directory
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Closes #888
2015-04-24 09:42:23 +02:00
1970951d1f
Merge branch 'johannes_fix_simulated_annealing_and_other_optimization_related_issues'
2015-04-16 22:31:07 +02:00
fff07396d2
Divided tests/optimizers/fs2000.mod into 12 mod files...
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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
31dc863077
Fixed graphic issue in tests/gsa/ls2003a.mod.
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We still need to find out why eps format does not work under matlab...
2015-04-16 00:30:52 +02:00
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
da2c529ee7
Merge branch 'marco_gsa_fixes'
2015-04-14 15:54:59 +02:00
58641d0efc
Added gsa/ls2003a.mod in testuite.
2015-04-14 15:51:50 +02:00
8022a181c8
Removed excel data file used in ls2003_bayesian_xls.mod.
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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
62f81da6dd
Add unit test for recursive estimation with Excel data
2015-04-14 15:12:25 +02:00
aea49e2fa0
Add unit test for mode_computations
2015-04-06 12:13:14 +02:00
6d304891d1
Fixed EXTRA_DIST in Makefile.am.
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I forgot to update Makefile.am after the change introduced in the
previous commit (a988418668
2015-03-13 22:51:02 +01:00
e82487ed62
Added missing extension for o.tls rule.
2015-03-13 17:24:07 +01:00
7343fa8f99
Fixed typo in tests/Makefile.am
2015-03-13 15:52:33 +01:00
00d67110f2
Removed data files for tests/initval_file.
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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
de5c541ce6
Manually merged PR #807 .
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Fixed conflict related to the move of the perfect foresight related routines
in a subfolder.
2015-03-05 14:31:36 +01:00
bcfa24bd99
Merge pull request #815 from JohannesPfeifer/newrat_analytic
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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
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
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by more than one period. Added corresponding test cases.
2015-01-15 11:27:00 +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
bb92f9bc2a
Expand unit test on initval file
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Also moves it to separate directory
2014-11-27 10:49:18 +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
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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
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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
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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
38a0941d69
Add unit test file Ramsey with auxiliary variables
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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
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
7605820dff
Add unit test for Lyapunov solver
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- 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
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Bugfix Ramsey steady state with steady state files
2014-09-08 21:56:13 +02:00
59da9953bb
Fix formating for Makefile.am
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Replaced spaces by tabs
2014-07-30 13:07:52 +02:00
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
7ccaf3e3fa
Added two mod files in testsuite (new data interface).
2014-07-17 22:05:08 +02:00
940d2ffeff
Added mod file in test suite.
2014-06-19 18:12:02 +02:00
27cc7b71b3
reporting: add new test
2014-06-11 12:32:00 +02:00
f31d060a4f
Add all-in-one-file example for smoother2histval.
2014-05-07 11:16:47 +02:00
85f7af9133
Perfect foresight solver now uses a homotopy technique by default.
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This commit introduces a "no_homotopy" option to restore the old behavior.
Ref #220
2014-04-10 16:39:06 +02:00
37af4b073f
Add datafile forgotten in commit 9eebfc87.
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Ref #594
2014-04-04 14:51:49 +02:00
9eebfc87b0
Improvements to smoother2histval (ref #594 )
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- fix handling of auxiliary variables related to lagged endogenous
- add preprocessor interface
- add histval_file
- add tests (for smoother2histval with outfile, and for histval_file)
2014-04-03 15:05:20 +02:00
fabcbb7042
finishing ramsey_model implementation
2014-03-09 12:15:32 +01:00
9e332ef305
Forbid MOD file names that are too long.
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And rename filenames in the testsuite that are too long.
Closes #626
2014-02-28 18:25:02 +01:00
b0f7b8f732
add test file to build system
2014-02-24 12:41:02 +01:00
a5be9dd845
Add trust-region nonlinear solver.
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Closes #260
2014-02-04 17:56:27 +01:00
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
9885a31587
Add unit test for loglinear option
2014-01-29 20:43:23 +01:00
1ea7631930
Added new option for perfect foresight simulations (sim1 routine, available only with stack_solve_algo==0).
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Try to reduce the size of the nonlinear system of equations by skipping the (last) periods for wich the residuals are
already (almost) zero. The number of periods is not constant during the Newton, the effective number of periods for
each iteration of the Newton is available in oo_.deterministic_simulation.vperiods.
2013-12-27 18:35:53 +01:00
fd7e9afd9d
Fix test/Makefile.am following 8f8bfe6c.
2013-12-16 12:52:22 +01:00
8b1e76a1bf
Renamed tests/run_unitary_tests.m script to avoid conflict with matlab/utilities/tests/run_unitary_tests.m function.
2013-12-13 16:21:10 +01:00
857a2b0e35
Add missing antislashes
2013-12-12 11:26:03 +01:00
86a083697e
osr: added optimal value of parameters to oo_.osr.optim_params; moved
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osr_example to ./tests/optimal_policy
2013-12-11 19:24:29 +01:00
1fe12d9c3e
Added mod files (and associated steadystate files) for k_filter_ahead in the testsuite.
2013-12-11 16:45:01 +01:00
f525de04b1
Add missing file to tarball
2013-12-09 22:25:41 +01:00
5f3d56c31a
Add unitary tests to testsuite
2013-12-09 19:05:36 +01:00
f7cdc39ff2
Refuse that estimated parameters appear in the expressions defining the variance/covariance matrix of shocks
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Closes #469
2013-11-29 14:51:17 +01:00
a0ba469863
Added mod files in the testsuite. Test new local options for the numerical gradient algorithm.
2013-11-17 14:13:03 +01:00
b7ff4d9f75
Added new mod file in the testsuite for Dynare's implementation of the simplex algorithm.
2013-11-16 20:24:40 +01:00
df85db65ed
Add missing test to testsuite
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Ref. #511
2013-11-07 14:47:32 +01:00
4626a1cf0f
test suite: add test file
2013-11-06 17:07:33 +01:00
73944a10c4
Finish implementation of mcmc_jumping_covariance option
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Closes #112 , #514
2013-11-05 17:16:32 +01:00
f40af9bebe
adding tests for shocks decomposition of estimated model. Closes #313
2013-09-18 12:05:00 +02:00
31c1bb627f
fix makefile typos
2013-08-12 15:52:32 -04:00
1e9521af0f
Add new unit tests to testsuite
2013-08-12 12:14:19 +02:00
17a8db9dee
Fix clean rule wrt reporting files
2013-06-26 09:10:58 +02:00
51b43e1ff0
build system bug fix
2013-06-25 16:37:18 +02:00
4cef0a1568
test for reporting
2013-06-24 17:01:00 +02:00
6391a60641
Testsuite: improve decoupling of check-matlab and check-octave rules
2013-06-13 10:41:08 +02:00
d219d2b800
Add 3rd order unit test to testsuite
2013-04-25 12:24:29 +02:00
38824dc1e5
Implement tags [static] and [dynamic] for equations
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Closes #307
2013-04-11 17:11:35 +02:00
4cab27249c
Fix test w.r.t. clean rules
2013-03-29 17:22:43 +01:00
a0b7178962
Automatic detrending engine can now handle models written in logs (ref. #309 )
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- new command `log_trend_var'
- new option `log_deflator' to `var' command
2013-03-26 16:51:17 +01:00
d308356a2f
Revert "removing tests of conditional forecast that are blocking the test suite"
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This reverts commit 8be13512d0
2013-03-25 10:57:45 +01:00
8be13512d0
removing tests of conditional forecast that are blocking the test suite
2013-03-23 21:44:33 +01:00
214ff84429
Incorporate unit test for correlation in measurement errors
2013-03-22 15:01:40 +01:00
241afd1ae5
Removed fs2000_particle from the test suite.
2013-02-05 10:37:11 +01:00
c6a330ff7d
add xfail test for all_values_required
2012-11-07 18:13:42 +01:00
feced78ee6
make check: support xfail tests
2012-11-07 18:13:41 +01:00
ca8610e768
aesthetic fix
2012-10-16 11:12:12 +02:00
07d4d0bc8d
make check: add more dependencies
2012-10-16 11:10:13 +02:00
269c221a0e
make check: add dependencies
2012-10-15 17:42:20 +02:00
7dbfaebf59
test suite parallelization
2012-10-12 18:13:17 +02:00
fd633cba2c
Load system-wide initialization file when running octave tests
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This is necessary to ensure that Octave Forge packages are loaded.
2012-10-09 09:57:21 +02:00
2f9e34c5e5
Various fixes related to data-loading
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- fix support for filenames with extension (.m, .mat, .xls), since the manual
and the bison grammar both support it
- fix support for XLS files under Octave
- add support for XLSX files
- run test for loading XLS files
2012-10-08 13:00:55 +02:00
c722f53955
fixed bug with options mode_compute=0,mode_file=....
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added tests for mode_compute=4 and mode_compute=6. They increase computing time of the
test suite by about 30 minutes.
2012-10-06 16:51:42 +02:00
78693d971b
Fix following removal of run_test.m
2012-10-06 10:23:31 +02:00
22d590eecd
clean test files in ms-sbvar
2012-10-04 11:40:38 +02:00
43d13fda96
remove file generated by kalman_filter_smoother/gen_data.mod in clean
2012-10-03 19:34:51 +02:00
2244af9c62
adding pruning option for 3rd order
2012-07-31 21:50:59 +02:00
0d5dff2bd9
Added walsh.mod in the testsuite to compare the solutions obtained with the cyclic reduction algorithm and the generalized schur algorithm.
2012-07-11 18:26:22 +02:00
57b7c0e94f
Add unit test for kalman filter with missing observations
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Contributed by Johannes Pfeifer
2012-07-06 10:32:34 +02:00
3bfa231535
add test for conditional macro statements
2012-06-26 16:27:13 +02:00
2c077928b2
Added test for shock decomposition.
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(cherry picked from commit 70d17ceb08d02ab58a9d030b45a5822a095b0d03)
2012-06-18 14:55:36 +02:00
a87cac34ca
Preprocessor iface to extended_path
2012-06-08 17:36:32 +02:00
9bea42f411
order=2 in estimation command now triggers particle filter
2012-06-06 17:08:53 +02:00
2156f67298
New option analytic_derivation for estimation
2012-06-06 11:34:32 +02:00
5dd9c844b3
Implement determistic simulation of purely backward models
2012-06-04 16:14:01 +02:00
25b6638522
Remove duplicate test file
2012-06-04 12:03:32 +02:00
944c19ab51
fixing extended_path test case
2012-06-02 11:36:00 +02:00
ec05f302b7
Removing debugging code for extended path. Updating test cases.
2012-06-01 15:01:25 +02:00
84c37137c1
Minor fixes
2012-05-31 08:22:31 +02:00
7044c8da2b
Add new command "calib_smoother"
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Closes : #233
2012-05-30 16:28:29 +02:00
eab165d3ee
added in manual a section on how to use steady_state_model block with
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initval and endval for deterministic models. Added test cases for
deterministic models.
2012-05-29 21:31:57 +02:00
91e041d704
Add unit test for purely forward models
2012-05-15 18:38:00 +02:00
e0de97878f
added validation test computing Ramsey policy with expecation
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operator; updated build system
2012-04-20 14:06:33 +02:00
91d47148c5
Removed particle filters related mod files from the test suite.
2012-03-05 23:13:32 +01:00
9610cb0b20
Testsuite: add missing files to dist rule
2012-03-05 19:46:01 +01:00
a708d92d45
Added particle filter tests to the testsuite
2012-03-05 19:45:03 +01:00
31d6d39811
Added test for CMAES
2012-03-05 19:32:18 +01:00
1f055cd539
adding two tests to the list of daily tests
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(./optimal_policy/nk_ramsey.mod ./ep/linear.mod)
2012-01-22 16:13:14 +01:00
87052bc243
Testsuite: add extended path test
2011-12-12 10:43:38 +01:00
0f8cb1889f
adding new tests
2011-12-01 22:07:29 +01:00
fa77b90acc
Testsuite: add missing file to EXTRA_DIST
2011-11-30 15:25:51 +01:00
abdd700da9
Testsuite: delete some more generated files
2011-11-30 14:25:58 +01:00
1ecb2c6be9
Testsuite: fix "make clean" target
2011-11-30 14:25:58 +01:00
351133500e
Fix typo
2011-11-06 11:26:52 +01:00
9cc3625520
Remove extra space (was causing spurious fail in testsuite)
2011-11-04 18:05:39 +01:00
Johannes Pfeifer
Houtan Bastani
Michel Juillard
Stéphane Adjemian (Hermes)
Marco Ratto
Johannes Pfeifer
Sébastien Villemot
Houtan Bastani
Sébastien Villemot