Commit Graph

526 Commits (edede274f27e1fcd4d43037e0cebae105c37adbd)

Author SHA1 Message Date
Sébastien Villemot 6391a60641 Testsuite: improve decoupling of check-matlab and check-octave rules 2013-06-13 10:41:08 +02:00
Sébastien Villemot d219d2b800 Add 3rd order unit test to testsuite 2013-04-25 12:24:29 +02:00
Sébastien Villemot 38824dc1e5 Implement tags [static] and [dynamic] for equations
Closes #307
2013-04-11 17:11:35 +02:00
Sébastien Villemot 4cab27249c Fix test w.r.t. clean rules 2013-03-29 17:22:43 +01:00
Sébastien Villemot a0b7178962 Automatic detrending engine can now handle models written in logs (ref. #309)
- new command `log_trend_var'
 - new option `log_deflator' to `var' command
2013-03-26 16:51:17 +01:00
Sébastien Villemot d308356a2f Revert "removing tests of conditional forecast that are blocking the test suite"
This reverts commit 8be13512d0.
2013-03-25 10:57:45 +01:00
Michel Juillard 8be13512d0 removing tests of conditional forecast that are blocking the test suite 2013-03-23 21:44:33 +01:00
Sébastien Villemot 214ff84429 Incorporate unit test for correlation in measurement errors 2013-03-22 15:01:40 +01:00
Stéphane Adjemian (Charybdis) 241afd1ae5 Removed fs2000_particle from the test suite. 2013-02-05 10:37:11 +01:00
Houtan Bastani c6a330ff7d add xfail test for all_values_required 2012-11-07 18:13:42 +01:00
Houtan Bastani feced78ee6 make check: support xfail tests 2012-11-07 18:13:41 +01:00
Houtan Bastani ca8610e768 aesthetic fix 2012-10-16 11:12:12 +02:00
Houtan Bastani 07d4d0bc8d make check: add more dependencies 2012-10-16 11:10:13 +02:00
Houtan Bastani 269c221a0e make check: add dependencies 2012-10-15 17:42:20 +02:00
Houtan Bastani 7dbfaebf59 test suite parallelization 2012-10-12 18:13:17 +02:00
Sébastien Villemot fd633cba2c Load system-wide initialization file when running octave tests
This is necessary to ensure that Octave Forge packages are loaded.
2012-10-09 09:57:21 +02:00
Sébastien Villemot 2f9e34c5e5 Various fixes related to data-loading
- 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
Michel Juillard c722f53955 fixed bug with options mode_compute=0,mode_file=....
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
Sébastien Villemot 78693d971b Fix following removal of run_test.m 2012-10-06 10:23:31 +02:00
Houtan Bastani 22d590eecd clean test files in ms-sbvar 2012-10-04 11:40:38 +02:00
Houtan Bastani 43d13fda96 remove file generated by kalman_filter_smoother/gen_data.mod in clean 2012-10-03 19:34:51 +02:00
Michel Juillard 2244af9c62 adding pruning option for 3rd order 2012-07-31 21:50:59 +02:00
Stéphane Adjemian (Charybdis) 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
Sébastien Villemot 57b7c0e94f Add unit test for kalman filter with missing observations
Contributed by Johannes Pfeifer
2012-07-06 10:32:34 +02:00
Houtan Bastani 3bfa231535 add test for conditional macro statements 2012-06-26 16:27:13 +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 a87cac34ca Preprocessor iface to extended_path 2012-06-08 17:36:32 +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 5dd9c844b3 Implement determistic simulation of purely backward models 2012-06-04 16:14:01 +02:00
Sébastien Villemot 25b6638522 Remove duplicate test file 2012-06-04 12:03:32 +02:00
Michel Juillard 944c19ab51 fixing extended_path test case 2012-06-02 11:36:00 +02:00
Michel Juillard ec05f302b7 Removing debugging code for extended path. Updating test cases. 2012-06-01 15:01:25 +02:00
Sébastien Villemot 84c37137c1 Minor fixes 2012-05-31 08:22:31 +02:00
Sébastien Villemot 7044c8da2b Add new command "calib_smoother"
Closes: #233
2012-05-30 16:28:29 +02:00
Michel Juillard eab165d3ee added in manual a section on how to use steady_state_model block with
initval and endval for deterministic models. Added test cases for
deterministic models.
2012-05-29 21:31:57 +02:00
Sébastien Villemot 91e041d704 Add unit test for purely forward models 2012-05-15 18:38:00 +02:00
Michel Juillard e0de97878f added validation test computing Ramsey policy with expecation
operator; updated build system
2012-04-20 14:06:33 +02:00
Stéphane Adjemian (Charybdis) 91d47148c5 Removed particle filters related mod files from the test suite. 2012-03-05 23:13:32 +01:00
Sébastien Villemot 9610cb0b20 Testsuite: add missing files to dist rule 2012-03-05 19:46:01 +01:00
Sébastien Villemot a708d92d45 Added particle filter tests to the testsuite 2012-03-05 19:45:03 +01:00
Sébastien Villemot 31d6d39811 Added test for CMAES 2012-03-05 19:32:18 +01:00
Michel Juillard 1f055cd539 adding two tests to the list of daily tests
(./optimal_policy/nk_ramsey.mod ./ep/linear.mod)
2012-01-22 16:13:14 +01:00
Sébastien Villemot 87052bc243 Testsuite: add extended path test 2011-12-12 10:43:38 +01:00
Michel Juillard 0f8cb1889f adding new tests 2011-12-01 22:07:29 +01:00
Sébastien Villemot fa77b90acc Testsuite: add missing file to EXTRA_DIST 2011-11-30 15:25:51 +01:00
Sébastien Villemot abdd700da9 Testsuite: delete some more generated files 2011-11-30 14:25:58 +01:00
Sébastien Villemot 1ecb2c6be9 Testsuite: fix "make clean" target 2011-11-30 14:25:58 +01:00
Sébastien Villemot 351133500e Fix typo 2011-11-06 11:26:52 +01:00
Sébastien Villemot 9cc3625520 Remove extra space (was causing spurious fail in testsuite) 2011-11-04 18:05:39 +01:00
Michel Juillard 7175e7ce32 fixing tests 2011-11-04 09:11:25 +01:00
Michel Juillard cfb57feff5 correcting tests 2011-11-03 11:14:37 +01:00
Michel Juillard 7a129e14bc fixing tests 2011-11-02 21:16:49 +01:00
Michel Juillard 31349d0b57 adding new test 2011-11-02 20:54:58 +01:00
Houtan Bastani 4cbe2d4634 modify test to include nested expectations 2011-10-26 14:30:47 +02:00
Sébastien Villemot 44499a5fe3 Added missing file to EXTRA_DIST 2011-10-25 18:31:17 +02:00
Sébastien Villemot e8c6108238 testsuite: add recent steadystate files to EXTRA_DIST 2011-10-25 18:19:51 +02:00
Michel Juillard 9f2a4fddc0 adding tests for recursive estimation 2011-10-21 22:13:56 +02:00
Houtan Bastani 6a6ad0ecff fix makefile typo 2011-10-19 14:19:35 +02:00
Michel Juillard 9425b36358 fixing problems related to auxiliary variables 2011-10-19 12:47:15 +02:00
Michel Juillard 1bb567abdf updating list of tests 2011-10-13 22:06:07 +02:00
Michel Juillard ee7078e56c factoring out steady-state computations; steady_state_model now
generates <fname>_steadystate2.m returning parameters as well in case
they have been modified by the user. Added several test cases.
2011-10-12 21:51:14 +02:00
Sébastien Villemot 37b304033c Fix typo 2011-10-09 10:15:58 +02:00
Houtan Bastani 03a4680fbb add missing file to extra_dist 2011-10-07 11:57:53 +02:00
Houtan Bastani 973d0f33c9 MS-SBVAR: add test for repeated calls to ms_* routines 2011-10-07 11:57:53 +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
Sébastien Villemot c5b2afa3c1 Testsuite: fix typos and wrong filename for identification tests 2011-09-30 14:47:36 +02:00
Marco Ratto 509b34aa9f added gsa to testsuite 2011-09-28 21:21:54 +02:00
Marco Ratto 0013740bc3 added identification to testsuite 2011-09-28 20:49:08 +02:00
Sébastien Villemot aa1306651d Testsuite: fix crash introduced in 347ab4d0c0 2011-09-27 14:33:43 +02:00
Michel Juillard 743c6f5880 tests: corrected bug introduced in 290270afb8 2011-09-17 17:01:36 +02:00
Houtan Bastani 673fed2110 remove duplicate test files (duplicate test_lower_cholesky.mod, test_upper_cholesky.mod) 2011-09-09 13:27:00 -04:00
Sébastien Villemot 290270afb8 Testsuite:
- no longer use the 'noclearall' option when calling Dynare
- test the simulation path for the various stack_solve_algo options
- simplify code
2011-09-09 16:56:45 +02:00
Houtan Bastani 9a0a87ca44 save make-check summary to text file 2011-08-19 19:18:14 +02:00
Houtan Bastani f6f61df162 fix typo 2011-08-18 09:41:54 +02:00
Houtan Bastani 0da1aab3a8 preprocessor: add absolute value and signum 2011-08-16 14:52:35 +02:00
Houtan Bastani 367013dfd0 add tests to Makefile 2011-08-02 11:58:27 +02:00
Houtan Bastani e20b1dd27c test for irf_shocks 2011-07-07 16:08:13 +02:00
Houtan Bastani 8181dc44be build system: make check works with both matlab and octave 2011-05-04 16:28:13 +02:00
Sébastien Villemot 44903ea38a Build system: remove unused directive 2011-04-28 10:44:02 +02:00
Houtan Bastani 4e9f5e023a build system: change testing system 2011-03-29 17:54:44 +02:00
Houtan Bastani 8ec8944864 test for removing trends added to test system 2011-03-23 15:01:23 +01:00
Sébastien Villemot cb113b7026 Added test for discretionary policy to the testsuite 2011-03-14 11:47:46 +01:00
Sébastien Villemot 8e52c4cf26 Build system: fix files cleanup 2011-02-07 12:49:03 +01:00
Sébastien Villemot a6fe91a89a Build system: fix mistake in previous commit 2011-02-05 10:35:52 +01:00
Sébastien Villemot 92a922c3d6 Build system: add missing steadystate files to dist file 2011-02-04 19:26:47 +01:00
Sébastien Villemot 7c65bceb0e Preprocessor: in steady_state_model block, allow MATLAB functions which return several arguments (closes #37) 2011-01-26 13:55:01 -05:00
Sébastien Villemot a9d89821b7 Added new test to testsuite's Makefile 2011-01-10 12:21:18 +01:00
Houtan Bastani a11817cfa4 k-order: added support for m-files, added tests and modified manual 2010-12-22 09:48:05 +01:00
Houtan Bastani 641f03b8d0 fixed bug that would force node sharing when two or more expectation operators had the same expression but different information sets 2010-12-08 12:29:47 +01:00
Stéphane Adjemian (Charybdis) 032957b36f Added seeds.mod in the test suite. 2010-11-26 17:41:19 +01:00
Stéphane Adjemian (Charybdis) f8b82430cb Added example1_with_tags.mod in the tests. 2010-11-26 11:27:49 +01:00
Sébastien Villemot 07a0ef1a18 Testsuite: include block+bytecode tests in "make check" 2010-10-28 12:12:03 +02:00
Sébastien Villemot 0c958f16e5 Testsuite: reorganize for bock and bytecode, using a script for systematically testing options combinations 2010-10-22 16:52:02 +02:00
Sébastien Villemot 6ba0ff5415 Testsuite: cleanup partial information files 2010-10-22 16:52:02 +02:00
Sébastien Villemot 81823ad035 New oct-file for "ordschur": the diffuse filter now works under Octave 2010-10-21 15:43:13 +02:00
Sébastien Villemot 4a252d8d7c Histval block:
- fail when user tries to initialize a variable at a period which is not in the model, and make the error message explicit
- correctly handle exogenous variables in stochastic mode, which are also substituted with an aux var
- added test files
2010-10-20 14:47:03 +02:00
Houtan Bastani 894155be88 trend_var, growth_factor, deflator: stationarize a nonstationary model and test 2010-10-18 16:07:42 +02:00
Sébastien Villemot b41f2f6ccd Testsuite: add tests files for partial information 2010-10-11 16:48:41 +02:00
Houtan Bastani 078574ee4a external_function: add support for use_dll 2010-10-07 18:05:07 +02:00
Sébastien Villemot d0161843a4 Testsuite: removed duplicate test case (now under tests/steady_state) 2010-09-24 18:35:31 +02:00
Sébastien Villemot 648c3cd177 Preprocessor: implement STEADY_STATE operator with "use_dll" and "block"
options (closes #98)
2010-09-20 17:04:38 +02:00
Stéphane Adjemian (Scylla) 32a3fe11f4 Added mod files in the test suite (for dsge-var models). 2010-06-24 16:03:17 +02:00
Houtan Bastani b5a3cb227c add native matlab statements with comments to test suite 2010-06-22 10:38:18 +02:00
Sébastien Villemot 4cca2874ae Testsuite:
* added optimal_policy/mult_elimination_test.mod to the testsuite
* moved ramsey.mod to optimal_policy/
2010-05-31 16:19:21 +02:00
Sébastien Villemot 7eff7c40c6 Build system: fixed bug 2010-05-03 11:51:39 +02:00
Sébastien Villemot 37abe362a3 Preprocessor: added new 'steady_state_model' keyword for automatically creating steady state file 2010-04-23 18:39:07 +02:00
Sébastien Villemot d72ca78d0b Build system: added new tests for normcdf(), normpdf(), erf() and steady_state() 2010-04-16 18:34:50 +02:00
Sébastien Villemot 7b8166043e Preprocessor: full support for normcdf() function, in evaluation and in C files (closes #84) 2010-02-23 14:39:49 +01:00
Sébastien Villemot 99e0d248c7 Testsuite: added test for osr 2010-02-17 18:40:52 +01:00
sebastien c44452d820 Fast deterministic simulations:
* when using "bytecode" without "block", enforce "stack_solve_algo=5"
* added a test for "bytecode" without "block" option


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3388 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-27 10:13:14 +00:00
sebastien 4a3709da09 Minor fixes to build system and license notices
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3356 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-13 17:39:59 +00:00
sebastien 0542308374 Updated Collard's guide for Dynare 4.1
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3283 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-22 10:34:06 +00:00
sebastien 0011678cb5 Changes by Ferhat:
* fix options stack_solve_algo={2,3,4} (closes #68)
* fix crashes for singular normalizations (closes #44) and implement decreasing cutoff
* fail for stack_solve_algo=2 under Octave (because there is no gmres function in Octave)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3279 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-21 10:29:21 +00:00
sebastien 462cba9158 Build system: minor adjustments
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3272 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-18 15:30:43 +00:00
sebastien 36c093c678 Build system: completed clean rule after testsuite exercising
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3271 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-18 14:07:35 +00:00
sebastien 614b79cf72 Updated and enhanced tests for block and bytecode options
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3245 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 13:41:22 +00:00
sebastien cf77c3f245 * Fix USE_DLL option at order 2 (closes #64)
* Added a corresponding test


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3236 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-14 11:06:29 +00:00
sebastien 686e9858f7 k_order_perturbation tests: added some comments and incorporated them into the testsuite
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3189 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 18:07:36 +00:00
sebastien af732433d7 predetermined_variables:
* reworked a little bit the implementation
* documented the command in the reference manual
* added a test


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3143 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-09 11:03:18 +00:00
sebastien 63d4fe0910 Build system:
* added flags "--disable-matlab" and "--disable-octave" to top-level configure script, to manually disable building of MEX files for MATLAB / Octave
* incorporated new conditional variance decomposition test to testsuite


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3115 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-02 13:44:45 +00:00
sebastien ffd9b2d405 preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-29 17:16:10 +00:00
sebastien aa6ff983a9 AIM solver:
* added interface in the MOD file, with a new option "aim_solver" to stoch_simul and estimation
* documented the option in the reference manual


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3059 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 15:44:56 +00:00
sebastien fa86fc83cf Build system: minor fix
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2934 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-16 16:46:52 +00:00
sebastien fa1746f022 Testsuite for Octave: move definition of Gnuplot terminal to Octave script
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2924 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-15 16:49:39 +00:00
sebastien ddd286863d * Convert the rest of the already existing build system to Automake
* Add new autoconf macros


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2914 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-10 09:50:58 +00:00