85a585c73e
Merge branch 'master' into ecb-master+folder
...
Fixed conflicts in:
tests/block_bytecode/run_ls2003.m
2018-07-10 10:18:55 +02:00
0d4a677526
Added comments in example.
2018-07-09 20:30:38 +02:00
01d5a13082
preprocessor: submodule update: on-the-fly variable declaration in equation tags
2018-07-09 15:36:49 +02:00
b2c554623f
Various fixes related to the new layout of generated files
2018-06-28 18:14:40 +02:00
a1b8bd39b2
Move the location of various generated files on the filesystem
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- M and MEX files are now under +${MODELNAME}/
- bytecode, C source and JSON now under ${MODELNAME}/model/
2018-06-27 17:03:39 +02:00
c7fe3770df
Merge branch 'master' into ecb-master
2018-06-11 15:35:24 +02:00
1e5fab3881
Fix tests for stack_solve_algo=7
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Completes commit db0cf1b8ea#1616 .
2018-06-08 10:29:53 +02:00
db0cf1b8ea
Add unit tests for perfect foresight simulations with exogenous leads and lags
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Closes #1616
2018-06-07 20:46:30 +02:00
e9c631de7d
Merge branch 'master' into ecb-master
2018-06-07 18:47:36 +02:00
79484607a7
Fix various issues with stack_solve_algo=7 and lags on exogenous > 1
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Complete the fix started in 8913791ff0
2018-06-07 16:14:02 +02:00
6f6ef8fb30
Merge branch 'master' into ecb-master
2018-06-05 18:47:55 +02:00
fec0947c7b
Testsuite: clean files generated by move to temporary terms array
2018-06-04 18:08:28 +02:00
2dd940dc1a
datatomfile: Consistently replace char by cell arrays
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Required after 7be8f10e0e
2018-06-04 11:56:43 +02:00
30310bc7b4
Merge branch 'master' into ecb-master
2018-06-01 16:02:30 +02:00
1c9e186d57
Updated tests for nonlinear filters.
...
(cherry picked from commit e2cf2260dbd5cceeade11f0617ab33de2f8ee72b)
2018-06-01 12:13:54 +02:00
e62c2272b4
Merge remote-tracking branch 'github/master' into ecb-master
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Fixed conflicts:
matlab/modules/dates
2018-05-16 17:32:39 +02:00
f53be721c1
Added new option mh_tune_jscale.
...
Works only with the Random Walk Metropolis Hastings algorithm.
Closes #1598
2018-05-16 16:37:22 +02:00
7f3120eb2e
preprocessor: submodule update; introduction of on-the-fly variable declaration
2018-03-20 16:43:06 +01:00
85b88e133b
Fixed integration tests related to the simulation of backward models.
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Use the histval interface for setting the initial conditions.
2018-03-12 09:47:06 +01:00
d96aca093e
Fixes for julia 0.6.x.
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Updated the preprocessor module (adds new static and dynamic routines which
only return the jacobian).
2018-03-10 16:05:14 +01:00
6a6d21ef41
Fixed unit test (forecasts for backward models).
2018-02-28 15:34:19 +01:00
0617f58a14
Merge remote-tracking branch 'origin/master' into ecb-master
2018-02-26 18:17:30 +01:00
d9c5df4029
remove useless lines in tests
2018-02-22 14:36:42 +01:00
04ce089164
test suite: modify reporting test following dseries move to new MATLAB classes
2018-02-16 14:19:08 +01:00
3a052f500c
Merge branch 'master' into ecb-master
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Fixed conflict in dseries submodule.
2018-02-10 12:53:34 +01:00
dde1acd18d
Make fast_realtime accept observation as input
2018-01-26 18:23:49 +01:00
a002388fd0
add tags to equations in test file
2018-01-17 16:17:15 +01:00
82a01c251e
surgibbs: add thinning option
2018-01-12 14:43:39 +01:00
aceeef876b
ols: modify ols-style estimation routines to account for change in 7be8f10e0e
2018-01-12 11:45:50 +01:00
0d11246c35
Add fast_realtime option to integration test
2018-01-12 09:48:14 +01:00
fe8dfba59d
Merge branch 'master' into ecb-master
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# Conflicts:
# examples/NK_baseline_steadystate.m
# matlab/backward/backward_model_irf.m
# matlab/modules/dseries
# matlab/occbin/setss.m
# preprocessor/SymbolList.cc
# tests/identification/as2007/as2007_steadystate.m
# tests/identification/kim/kim2_steadystate.m
# tests/particle/dsge_base2_steadystate.m
# tests/steady_state/walsh1_old_ss_steadystate.m
2018-01-11 16:25:42 +01:00
049be61ef5
surgibbs: pass prior as argument, allow limiting the number of parameters estimated, check inputs, change variable name
2018-01-11 14:15:10 +01:00
b1d8e7aafa
Moved test files.
2018-01-10 16:04:19 +01:00
7be8f10e0e
Use cells of strings instead of char arrays.
2018-01-09 22:30:01 +01:00
61ff77c7ba
fix typos
2018-01-05 17:19:33 +01:00
c1de50bbc2
surgibbs: draft change and test
2018-01-05 17:13:46 +01:00
2be12bd50d
Provide data to integration test.
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This test, which is not run by the testsuite, fails.
2017-12-29 13:47:36 +01:00
792d452938
sur: update with changes recently made to pooled_ols
2017-12-12 12:37:45 +01:00
698192ab81
fix solow_irf to work with current state of backward_model_irf
2017-12-11 13:44:26 +01:00
58536c53b3
fix bug in test introduced in 8541579d48
2017-12-08 15:09:37 +01:00
8541579d48
pooled_ols: support endogenous without parameters on RHS
2017-12-08 14:53:39 +01:00
3cd4e732d3
SUR with test
2017-11-17 15:50:22 +01:00
33937cb604
add test for pooled_ols
2017-11-16 17:23:10 +01:00
96d716343d
add pooled_fgls (with test)
2017-11-16 17:23:07 +01:00
19c1b512a5
use json=compute in test
2017-11-02 15:45:24 +01:00
a82f2695cb
Pooled OLS + test
2017-10-25 14:18:19 +02:00
ac09cb3ee2
Merge branch 'master' into ecb-master
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Fixed conflicts in:
matlab/backward/backward_model_irf.m
matlab/modules/dseries
matlab/utilities/general/isint.m
preprocessor/DynareBison.yy
preprocessor/DynareFlex.ll
preprocessor/ModFile.cc
preprocessor/ParsingDriver.hh
2017-10-14 17:12:57 +02:00
a0ea6e3a21
Adjust tolerance of integration test
2017-10-05 11:33:17 +02:00
a1222a1d1b
Implement variance decomposition with measurement error
2017-10-05 11:33:17 +02:00
f0b9f453e9
Make empirical moments independent of simul_replic by outputting first instead of later replication
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Closes #1487
2017-10-04 15:32:28 +02:00
f284169248
Fixed integration tests related to simulation of backward models.
2017-09-30 16:44:23 +02:00
97743cbb3f
Merge branch 'master' into ecb-master
2017-09-13 18:27:15 +02:00
79e510a99e
Add integration tests for #1193 and #1510
2017-09-13 10:20:09 +02:00
25bf43983f
Add write_latex_steady_state_model to collect_latex_files.m
2017-09-01 17:58:25 +02:00
eb3f33df00
Merge branch 'master' into ecb-master
...
Fixed conflicts:
matlab/backward/backward_model_forecast.m
preprocessor/DynareBison.yy
preprocessor/ParsingDriver.hh
tests/practicing/datasaver.m
2017-08-30 11:51:56 +02:00
85d00ad267
test suite: remove practicing directory. closes #1500
2017-08-29 17:15:06 +02:00
bb3e71646a
Merge pull request #1497 from JohannesPfeifer/calib_smoother_test
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Add calib_smoother command with parameter_set option to integration
2017-08-29 11:02:34 +02:00
cfc7413e96
Add calib_smoother command with parameter_set option to integration
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Following #1477
2017-08-29 10:52:48 +02:00
6fcc26ce2b
test suite: aesthetic fix: remove British English :)
2017-08-29 10:27:49 +02:00
9a3ea53274
test suite: change test to test for existence of files in current directory only
2017-08-29 10:25:39 +02:00
32c3beb27d
Fixed bug introduced in 7d180e2fcb.
2017-08-16 22:17:20 +02:00
7d180e2fcb
Renamed integration test (removed capital letters).
2017-08-16 16:08:18 +02:00
a1c34979f5
Merge branch 'pr#1484'
2017-08-16 11:20:55 +02:00
fdb24d6a1d
Add unit test for sim1_linear.m
2017-08-01 11:36:07 +02:00
16e0fca19c
Added two examples (forecasts and IRFs in backward models).
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(cherry picked from commit 949440ef9c
2017-07-31 16:32:15 +02:00
949440ef9c
Added two examples (forecasts and IRFs in backward models).
2017-07-31 16:26:43 +02:00
75d3964a63
Fixed tests/Makefile.am (removed entry in MODFILES causing build failure).
2017-07-29 21:11:17 +02:00
dd3c4cd88c
Added example (estimation of single equation by ols).
2017-07-28 17:52:08 +02:00
85e946b0a8
Rewrote examples for single equation contribution plots.
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The mod files are self documented, and serve as a user guide for the
`plot_contributions` command.
2017-07-28 12:42:51 +02:00
5d0d943f0f
Moved files.
2017-07-28 10:20:21 +02:00
c5fb6dfe57
Merge branch 'master' into ecb-master
...
Fixed conflict in preprocessor/ModFile.cc
2017-07-27 22:48:29 +02:00
7a4658323f
update makefile for change in .mod file name
2017-07-26 15:07:46 -04:00
ea07b4bf97
change name of .mod file
2017-07-26 09:17:31 -04:00
209e16888d
Fixed bug in the integration test added in 45864f414f
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Wrong name for the data file. Also reduced the number of chains.
2017-07-24 10:55:49 +02:00
9203f9e52f
Fixed encondig in the integration test added in 45864f414f.
2017-07-24 10:53:14 +02:00
45864f414f
Added integration test.
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Trend + posterior filtered variables in a model with only one observed variable.
2017-07-23 23:34:49 +02:00
92be7a6b27
sur gibbs sampling: first pass
2017-07-12 16:59:06 +02:00
7a61bff6c4
sur: first draft
2017-07-11 16:02:03 +02:00
07fb484987
ols: run multiple estimations when more than one tag is passed
2017-07-07 17:53:25 +02:00
12cd0d8194
ols: add test statistics
2017-07-07 15:04:37 +02:00
43025d6420
preprocessor: add possibility to add vector to adl command
2017-07-03 17:29:58 +02:00
4183c32525
declare parameters when adl is encountered
2017-06-30 16:22:24 +02:00
c9ea44002a
Added integration test.
2017-06-30 11:02:31 +02:00
f934e40c4b
Added dynare command options in mod file.
2017-06-30 11:02:12 +02:00
cf4579fc61
Merge branch 'master' into ecb-master
2017-06-30 10:55:31 +02:00
63d6dfccf4
Added the possibility to dynare the dynare command options in the mod file.
2017-06-30 10:16:26 +02:00
133d6544e7
Make example less trivial (with negative values).
2017-06-29 16:08:12 +02:00
a59a2fae2d
Merge branch 'master' into ecb-master
2017-06-29 13:33:29 +02:00
477a55da2e
Efficiency and interface changes.
...
- Do not loop on all the variables in the dseries objects.
- Do not pass a structure for the parameters (read in M_.params instead).
- Add a baseline scenario.
2017-06-29 13:29:16 +02:00
29a1e3d015
Renamed folders.
2017-06-28 18:34:29 +02:00
b81e0cd91e
Added json file in the clean rule.
2017-06-28 16:03:52 +02:00
d840695ae0
plot contributions
2017-06-26 22:30:59 +02:00
d8ffd5e83c
Merge branch 'master' into ecb-master
2017-06-19 18:02:57 +02:00
119b5a62f2
Merge branch 'master' into json
2017-06-16 20:03:36 +02:00
7eaea0c772
Include tests/load_octave_packages.m in the distributed tarball.
2017-06-13 15:50:34 +02:00
21fa1ec86a
Testsuite for octave: remove obsolete workaround.
2017-06-07 17:59:09 +02:00
8015144817
Merge pull request #1460 from JohannesPfeifer/hessian_zero
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Make sure that reverting to order=1 if Hessian is 0 does not crash ot…
2017-06-04 21:42:52 +02:00
7d373f0d7e
Merge branch 'master' into ecb-master
2017-06-03 14:51:28 +02:00
99cb731112
Fixed indentation of matlab files.
2017-06-01 19:43:18 +02:00
d75e7278c2
Make sure that reverting to order=1 if Hessian is 0 does not crash other functions
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Closes #1453
2017-05-27 19:26:12 +02:00
3c3fc0ace4
Fixed integration test.
2017-05-20 10:15:31 +02:00
a53636e24e
Fixed copyright notices.
2017-05-16 14:11:15 +02:00
e3c12f5094
var_expectation: stop processing if variable used that was not in model
2017-05-04 16:56:50 +02:00
63180c9e59
var_model: allow non model-block variables in VAR
2017-05-04 16:15:33 +02:00
c2556cc80e
Merge branch 'master' into ecb-master
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Model inversion of backward looking models.
2017-05-02 23:15:42 +02:00
5bae0a8cb1
build system: add clean rule for test suite
2017-04-25 12:24:03 +02:00
db535236b2
Merge branch 'master' into ecb-master
2017-04-14 11:35:43 +02:00
19b206338d
Fixed tests/dates/fs2000.mod and added in testsuite.
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Provides an example showing how to directly pass a dseries object to the data
command for estimation.
2017-04-05 11:44:27 +02:00
d43af0e4d7
Fixed wrong spaces/tab in tests/Makefile.am.
2017-04-05 11:44:27 +02:00
00299a92c1
Make sure options_.first_obs is properly set
2017-04-05 11:44:27 +02:00
753d8a17f0
preprocessor: move equation tags out of dmath mode, include all equation tags in one set of brackets, allow equation tags to be interpreted as latex, modify manual and test accordingly. #477
2017-04-05 11:01:25 +02:00
59bafbf294
Add write_equation_tags option to integration test
2017-04-04 23:52:39 +02:00
c1434118bd
Added integration test for nonlinear filters with unit roots.
2017-04-03 11:25:05 +02:00
b3ecc8c003
preprocessor: add plot_shock_decomposition command. closes #1406
2017-03-24 12:11:36 +01:00
d1062875cd
Added README in tests/ECB.
2017-03-22 09:41:10 +01:00
0a017dd1bb
var test, add estimation for nkm model, fix plotting
2017-03-22 09:41:10 +01:00
8d1c8f35ae
var_forecast: example with two variables in var
2017-03-22 09:41:10 +01:00
858f26804f
var_forecast test: update following changes
2017-03-22 09:41:10 +01:00
dc7fca7ece
var_forecast: use example1 in forecast, add code to use estimation via rfvar3
2017-03-22 09:41:10 +01:00
7c9e54c8b4
var_forecast tests
2017-03-22 09:41:10 +01:00
e1033c76b9
Added declaration of observed exogenous variables.
...
With integration test.
2017-03-22 09:41:09 +01:00
5282e737e7
preprocessor: add realtime_shock_decomposition statement. #1406
2017-03-21 15:20:32 +01:00
9633f3ab77
Fixed bug introduced in 68b18b04f4.
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Update of EXTRA_DIST was missing.
2017-03-20 22:17:54 +01:00
6d6f850a49
Test the value of oo_.deterministic_simulation.status in tests/deterministic_simulations/*
2017-03-20 16:27:13 +01:00
828df26d71
Makefile.am: Add loglinear as test group
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(cherry picked from commit a4c28306097f75b5dae2ded92628b26530f5dd20)
2017-03-20 09:43:23 +01:00
c7926e250a
Fixed spaces in 750f1d9ff4728216db0df8da69ef59f4d7dc254b.
2017-03-20 09:42:15 +01:00
9adc2e9ca9
makefile: Replace 8 spaces by correct tab
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(cherry picked from commit 750f1d9ff4728216db0df8da69ef59f4d7dc254b)
2017-03-20 09:40:57 +01:00
68b18b04f4
Expand loglinear integration tests
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(cherry picked from commit 7c17e97546df6ab269be939e6f7e8b32f45b5cc0)
2017-03-20 09:35:24 +01:00
8dc27292c9
Adapted integration test consistently with 0752d6a8e6.
2017-03-18 20:54:32 +01:00
727a9582c8
speed-up execution of test
2017-03-18 10:27:36 +01:00
bc6c6fc486
Removed remaining calls or references to cputime.
2017-03-17 22:49:01 +01:00
117458e663
Complete c921212fe5.
2017-03-17 18:33:17 +01:00
052655e353
Changed some integration tests for lowering the execution time of the testsuite.
2017-03-17 18:24:56 +01:00
2125d82cae
Adapted integration tests to ea49f971e58a4b40b422d06d808d863124092ef4.
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FilteredVariablesKStepAheadVariances is computed and saved iff
filter_covariance option is used in estimation command.
2017-03-17 18:10:00 +01:00
d35ee4b58e
adapted testing routine
2017-03-17 12:41:59 +01:00
f66191f59f
added tex wrapper + small fixes to the test
2017-03-17 12:41:59 +01:00
fcdecb5b1f
test file for plot_shock_decomposition and realtime_shock_decomposition
2017-03-17 12:41:59 +01:00
c921212fe5
Renamed trs field consistently with 1022e675c1.
2017-03-16 23:41:27 +01:00
1022e675c1
Do not use cputime as advised by Mathworks.
...
cputime time is not a good measure of performance on multithreaded applications.
TODO
- Change trs field,
- Adapt testsuite code.
2017-03-16 18:27:01 +01:00
ae3752a0d3
Lowered threshold value for a test.
2017-03-16 15:51:11 +01:00
9f7b084970
Merge branch 'master' into json
2017-03-10 17:20:15 +01:00
38f36091a9
test suite: increase timeout option for downloading files to 30 seconds
2017-03-08 12:30:58 +01:00
5063020c5d
Merge branch 'master' into json
2017-03-03 14:42:25 +01:00
1007ea1301
preprocessor: JSON output for statements, #1387
2017-02-20 11:23:10 +01:00
593d62a7c1
Removed optimizers/fs2000_12.mod from testsuite...
...
Because the Global Optimization Toolbox is not installed on dynbot@sedna.
2017-02-08 14:29:34 +01:00
b14cf33c8f
Changed priors in tests/optimizers/fs2000_* integration tests.
...
To avoid asymptote at zero on the autoregressive parameter rho.
2017-02-08 13:07:25 +00:00
5b73d7d59c
Added new optimization routine (particleswarm).
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Only available under Matlab if the Global Optimization Toolbox is installed.
2017-02-08 13:07:25 +00:00
f1d607af99
preprocessor: remove extra exogenous variables. closes #841
2017-01-27 22:48:17 +01:00
cfae273038
keep track of all times an undeclared variable is encountered
2017-01-27 20:36:26 +01:00
1cabe76b06
Do not compute posterior kernel densities in some integration tests.
...
These data are not used in the tests, and take a lot of space in RAM and on
the disk (when the results, e.g. oo_, are saved in <MOD_FILE_NAME>_results.mat).
2017-01-27 15:15:55 +01:00
b152f3920d
Added the possiblity to run the testsuite on a subset of tests.
...
*Example*
To run all the tests related to the numerical gradient, just type:
~$ make m/gradient
in the tests subfolder. These tests will be done with Matlab. If you want to
test these routines against Octave instead:
~$ make o/gradient
If you want to test against Matlab and Octave:
~$ make gradient.
*Remark*
[1] Integration tests in subfolders can be accessed using the same approach. For
instance:
~/m/observation_trends_and_prefiltering/MCMC
will run all the mod files with matlab in tests/observation_trends_and_prefiltering/MCMC.
[2] Autocompletion works.
[3] Some folders/subfolders are still missing...
(cherry picked from commit 0271f2e8c13d5fe94871fa7aed027047a2cfd36f)
2017-01-24 16:00:50 +00:00
d5a6f132b5
unit tests: remove more unused exogenous variables
2017-01-10 19:58:44 +01:00
c5c465d675
Remove unused exogenous variables from unit tests
2017-01-08 19:00:04 +01:00
420fb3896b
Merge pull request #1361 from JohannesPfeifer/endogenous_prior_restrictions
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Document irf_calibration and moment_calibration in the context of est…
2017-01-05 09:08:52 +01:00
b464226eaa
Merge pull request #1358 from JohannesPfeifer/nograph
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Implement posterior_nograph option
2017-01-05 06:52:08 +01:00
3708b5c4e5
Fixed typo (integration test for nested parenthesis).
2017-01-05 00:32:37 +01:00
90982d5fa0
Merge pull request #1357 from rattoma/parallel
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Provisions for new node option NumberOfThreadsPerJob. Document option
2017-01-04 23:29:24 +01:00
11962c0a21
Added integration test for nested parenthesis.
...
example1long.mod is the benchmark (less than 32 nested parenthesis). The two
other mod files have more than 32 nested parenthesis (rewrite the sum of
discounted ys using the Horner factorization). Both files compare the approaches
discussed in issue #1201 with the benchmark.
2017-01-04 23:23:41 +01:00
6c9a08d7e2
Further adjust tolerance of Octave unit tests
2016-12-28 19:30:24 +01:00
8900b99a74
Add posterior_nograph option to fs2000.mod unit test
2016-12-26 13:11:02 +01:00
c7290a5f03
Document irf_calibration and moment_calibration in the context of estimation
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Also adds unit test. Closes #1318
2016-12-23 12:11:10 +01:00
5e010f57c0
Document different treatment of mh_recover and load_mh_file under Octave
...
Also adjusts unit tests accordingly. Closes #1332
2016-12-23 10:47:58 +01:00
2d17ff43a4
fs2000.mod unit test: move setting of Laplace marginal density to appropriate place
2016-12-20 08:40:34 +01:00
2b9779204a
added example for new option NumberOfThreadsPerJob
2016-12-19 23:33:03 +01:00
352786c2b4
load_mh_file: recompute results by default and load on request
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Prevents general overwriting of results in oo_ and having stale results
2016-12-19 19:37:34 +01:00
5515da191a
Add Raftery/Lewis (1992) convergence diagnostics
2016-12-17 17:22:05 +01:00
0f04a0f921
Geweke diagnostics: fix bug in interface that prevents setting the respective options
2016-12-17 17:22:05 +01:00
ab2a4f574b
Merge pull request #1342 from JohannesPfeifer/univariate_diffuse_test
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Trigger computation of state uncertainty in unit test
2016-12-17 17:18:58 +01:00
060ecceede
test suite: reporting: fix bug
2016-12-12 16:53:57 +01:00
c2e5d5c2c2
Changed calibration.
2016-12-06 23:34:11 +01:00
b43ef94e7b
Cosmetic change.
2016-12-06 23:26:31 +01:00
535fa1a721
Added integration test...
...
For nonlinear simul_backward_model. Use a Solow model with varying
growth rates of efficiency and population.
2016-12-06 22:57:12 +01:00
6fd715a3b8
adding simul_backward and simul_backward_linear
2016-12-05 16:17:14 +01:00
4689805e98
Added integration tests for the simulation of stochastic backward models.
2016-12-01 23:22:08 +01:00
cacd60814b
Revert "test suite: change related to b5f0621f02. revert when new Octave is released"
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This reverts commit 0b6588c932
2016-11-29 14:47:27 +01:00
b85267e03c
fixed typo in Makefile.am
2016-11-24 10:00:34 +01:00
80eeee697d
diffuse_filter: add test for compute_Pinf_Pstar
2016-11-23 20:52:57 +01:00
8ce3d2c936
Trigger computation of state uncertainty in unit test
2016-11-23 10:50:31 +01:00
31d2c7e332
Merge pull request #1324 from JohannesPfeifer/kalman
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Three bugfixes for missing_DiffuseKalmanSmootherH1_Z.m that led to wrong results
2016-11-13 19:13:10 +01:00
7831dccd2a
Transform save_tmp_file into an option and change defaults
2016-11-04 19:56:55 +01:00
985fce4955
Revert "Reverted merge of pr#1323."
2016-11-04 12:10:10 +01:00
4532d13fd3
Merge pull request #1295 from JohannesPfeifer/stochastic_singularity
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Stochastic singularity
2016-11-04 10:56:50 +01:00
3ebc982b02
Add state_uncertainty to Bayesian smoother
2016-11-04 09:23:55 +01:00
98cf1bfc1d
Add smoothed state uncertainty to Kalman smoother routines
2016-11-04 09:23:55 +01:00
b069241d18
Merge pull request #1217 from JohannesPfeifer/qz_estimation
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Make sure diffuse_filter triggers qz_criterium>1
2016-11-04 06:47:17 +01:00
a60f5a81fe
Reverted merge of pr#1323.
2016-11-03 23:09:31 +01:00
b2954b4103
Add bvar_irf to unit test
2016-11-03 17:22:44 +01:00
5fe79aeda2
Add unit test for qz_criterium
2016-10-27 20:16:43 +02:00
2499a13e5a
test suite: add stats directory for stats tests so that those functions are called instead of the built in octave functions
2016-10-25 18:13:07 +02:00
7370d49792
test suite: suppress dynare_config output
2016-10-25 16:31:33 +02:00
0b6588c932
test suite: change related to b5f0621f02. revert when new Octave is released
2016-10-25 16:31:33 +02:00
7dafeb2bc8
test suite: fix bug introduced in f5f71ca838
2016-10-24 12:56:26 +02:00
764d2e6ba5
test suite: use dynare_config instead of calling dynare on non_existant_mod_file.mod to set up paths
2016-10-24 11:39:54 +02:00
f5f71ca838
test suite: load Octave packages potentially needed when running test suite
2016-10-21 17:40:27 +02:00
4a1ad80747
test suite: add license/copyright info
2016-10-19 15:12:44 +02:00
22a5739eb7
test suite: don't use when running octave test
2016-10-19 15:11:30 +02:00
d045fc65a5
test suite: remove ‘exit;’ causes octave 4.2.0 rc2 to terminate with uncaught exception of type octave::exit_exception
2016-10-18 15:04:03 +02:00
e953b16d4a
Add correctness check for trigonometric functions to use_dll test
2016-10-16 13:54:29 +02:00
b5f0621f02
test suite: workaround for bug in Octave 4.2.0-rc2 https://savannah.gnu.org/bugs/?49334
2016-10-13 15:30:05 +02:00
22b20eee96
Widen tolerance of trend unit tests under Octave
2016-10-06 21:01:35 +02:00
1da488db52
Add test case for stochastic singularity
2016-10-02 12:56:04 +02:00
f553f893c6
Make sure qz_criterium being reset by evaluate_smoother.m does not affect subsequent commands
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- 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
8edea5edb0
octave only supports .xlsx Excel extension (no longer supports .xls extension). #1293
2016-09-27 16:00:34 +02:00
daa77a7a68
test suite: add .mod file name to execution command to see which test is running in top
2016-09-27 10:55:03 +02:00
d4f5977380
test suite: when saving use .mat file extension because Octave doesn’t add it by default
2016-09-23 18:49:51 +02:00
99d7b2b8b2
test suite: add rules for o.trs left out of 6b2c7c36d4
2016-09-21 16:16:29 +02:00
aa08138206
test suite: resolve more race conditions
2016-09-21 16:14:59 +02:00
6b2c7c36d4
test suite: resolve race condition in tests/observation_trends_and_prefiltering/MCMC/*.mod
2016-09-21 11:42:13 +02:00
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
e46a3249c0
fixes testsuite for model comparison
2016-09-08 15:45:38 +02:00
71c2bc665a
changes in 7d7eb73ba8 were excessive. Can simply add [] around last arguments
2016-08-24 11:56:32 +02:00
7d7eb73ba8
test suite: bug fix: repmat syntax changed in R2013b
2016-08-24 11:11:58 +02:00
3fc011a1b2
Adjust unit test for stack_solve_algo=7 to actually trigger different algorithms
2016-08-23 17:28:41 +02:00
077917b1f4
dynare_solve: use correct termination criterion with stack_solve_algo=7
2016-08-23 17:28:41 +02:00
299d7edf8b
Expand stack_solve_algo=7 unit tests to other solve_algo
2016-08-23 17:28:41 +02:00
425ada90bb
Fix traceplot command in TeX unit test
2016-08-23 17:22:41 +02:00
960aeb0d8d
Add fast Kalman filter to stationary unit tests
2016-08-22 19:24:35 +02:00
a7e3ecea63
Add diffuse Kalman filter unit tests
2016-08-22 19:24:35 +02:00
06ff0c7bb6
Factorize Kalman filter unit tests
2016-08-22 19:24:35 +02:00
69c5575e19
Add smoother checks to Kalman unit tests
2016-08-22 19:24:35 +02:00
915b437efc
Add correctness check for Kalman filter unit tests
2016-08-22 19:24:35 +02:00
b201ca4e4b
Add proper measurement error to Kalman filter test files
2016-08-22 19:24:35 +02:00
df8ad833fb
Transform automatic loading of optimal_mh_scale_parameter.mat into option scale_file
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Closes #503
2016-08-22 16:27:32 +02:00
d27bbe667f
Merge pull request #1230 from JohannesPfeifer/load_mh_file
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Save chain's proposal density and make load_mh_file and mh_recover load it
2016-08-21 16:12:12 +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
7621ebb5ea
Harmonize spelling and function arguments of collect_latex_files.m
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All lower caps and no inputs
2016-07-01 19:09:29 +02:00
8694617bd0
Add rplot to TeX-test
2016-07-01 19:09:29 +02:00
c5f8fe7f85
Added integration test for {variables,parameters} partitioning.
2016-06-27 12:10:15 +02:00
e214ec2976
Allow for parameter_set=mle_mode in conditional_forecast
2016-06-17 00:21:08 +02:00
1c420e6056
Allow for parameter_set=mle_mode in shock_decomposition
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Required after writing results into oo_.mle_mode for ML estimation
2016-06-17 00:21:08 +02:00
5d6d1336ef
Enable filter_covariance option in posterior sampling
2016-06-16 12:05:38 +02:00
b70fe62503
Minor change in user reference manual.
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The write_latex_prior_table has not to follow the estimation command but
the estimated_params block.
2016-06-15 17:15:53 +02:00
e94a698a9b
Implement write_latex_prior_table.m
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Fixes and replaces write_table_prior.m and uses consistent name. Also includes documentation
2016-06-15 16:47:39 +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
c9d3db7db2
Changed optimization algorithm in integration test.
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mode_compute=9 fails to find a mode with a positive definite hessian
matrix, swithed to mode_compute=8 (Dynare's implementation of the
simplex algorithm).
2016-06-15 14:19:43 +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
22a205d59a
Speed up fs2000_analytic_derivation.mod unit test by using previous mode-file
2016-06-15 00:30:28 +02:00
1f433f0c97
Expand fs2000_5.mod unit test to second Hessian computation method
2016-06-15 00:30:28 +02:00
2a65e7a85a
Merge branch 'master' into johannes-identification-fixes
2016-06-14 18:17:36 +02:00
be08d2f65d
Prevent testsuite to freeze if latex compilation fails.
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Added -interaction=batchmode option.
2016-06-14 17:09:00 +02:00
b3877b3a9e
Save chain's proposal density and make load_mh_file and mh_recover load it
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Closes #504
2016-06-14 15:09:05 +02:00
5814ae32e8
Updated README file in tests/julia/rbc subfolder.
2016-06-14 13:56:59 +02:00
faab010753
Change file ending from TeX to tex to prevent problems on Linux
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Related to b454c28096
2016-06-14 12:13:48 +02:00
59cbee2b56
Provide output on posterior variance decomposition
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Closes #1219
2016-06-14 11:53:38 +02:00
c7472a5020
Add some TeX names to ls2003.mod
2016-06-14 11:52:49 +02:00
42f47e0f55
Correctly indent filt_mc_.m
2016-06-14 11:52:49 +02:00
9b82c72e4f
Remove global options structure from dyntable
2016-06-14 11:52:17 +02:00
06a8eeeea7
Speed up runtime of ls2003.mod by reducing number of MC samples
2016-06-14 11:52:17 +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
b454c28096
fix latex compilation on linux. #1207
2016-06-14 11:37:16 +02:00
e789cc7d91
Added example of perfect forsesight model (julia).
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Note that PyPlot package must be installed.
2016-06-14 11:21:23 +02:00
9ca893ca1d
Added routines for steady state computation (julia).
2016-06-14 11:21:23 +02:00
7df352a60b
correct the name of simulated dataset files.
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(cherry picked from commit e35beb605bafbd462ec7dc79f0d67f7455a93dbd)
2016-06-01 16:40:26 +02:00
c159dff19c
adding hook for PATH solver
2016-05-31 12:10:12 +02:00
eca30eff75
Modify lmmcp unit test to have second (name) tag
2016-05-28 19:31:53 +02:00
03da338b05
Added more informative error messages.
2016-05-25 12:54:47 +02:00
6007d51ef4
Code factorization.
2016-05-25 12:42:56 +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
13ca15a278
Allow (S)EP with arbitrary sequence of innovations.
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The third input argument of extended_path Matlab/Octave's routine is the
sequence of shocks (T*n array, where n is the number of exogenous
variables and T is the size of the sample). If the third argument is
empty, the (stochastic) extended path is run with gaussian
innovations (this corresponds to the previous behaviour).
TODO:
- Fix the compatibility with ep.replic_nbr
- Check the 'calibrated' mode.
2016-05-24 17:28:24 +02:00
b60bd7b36b
Removed globals from extended_path routine.
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
7eed391eb7
Do not display max. abs. error.
2016-05-24 17:26:06 +02:00
4e8fcf6d47
Use lmmcp option in integration tests.
2016-05-24 17:26:06 +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
f0229f3b1c
Removed workspace() in examples.
2016-05-23 13:48:19 +02:00
2e8f528bef
Cosmetic changes.
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+ Renamed model as model_
+ Renamed options as options_
+ Renamed output as oo_
+ Also export oo_ and options_
+ Fixed typos in comments.
2016-05-23 13:48:19 +02:00
c3b5aee714
Specialize @dynare macro if one model is processed.
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In this case importall is used instead of import.
2016-05-23 13:48:19 +02:00
4bf436ec33
Fixed typo in comments.
2016-05-23 13:48:19 +02:00
5998558c32
Fixed deprecated require issue + Changed interface
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+ Fixed deprecated require().
+ Changed @dynare macro and added new macro @compile.
The new macro @compile just runs the preprocessor, while the macro
@dynare calls compile and put the generated objects in the
workspace. Note that this macro can take an arbitrary number of mod
files as argument.
*Example*
@dynare "rbc.mod" "nk.mod"
Will run the preprocessor on both models, and the generated
data (model descriptions, options, ...) are available in the
workspace. For instance, to obtain the number of equations:
julia> rbc.model.eq_nbr
6
julia> nk.model.eq_nbr
10
@compile "rbc.mod" "nk.mod"
Will run the preprocessor on both models, but will not load the
generated data in the workspace. This can be done as follows:
julia> using rbc
+ Changed examples (rbc1 has a steady state block but not rbc2), using
new interface.
2016-05-23 13:48:19 +02:00
fb57ef453d
Put all OSR unit tests into subfolder and add one for parameter bounds
2016-05-22 11:41:54 +02:00
0521aa4e09
Merge pull request #1188 from JohannesPfeifer/slice_marco
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Add slice and factorization of posterior samplers
2016-05-22 01:45:14 +02:00
5fcd502f3c
preprocessor: allow comments in parallel config file. closes #1194
2016-05-20 17:22:26 +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
fad10d63b6
Adjust unit tests to reflect factorization of posterior sampler interface
2016-05-19 14:37:05 +02:00
a9fc65fbce
Use steady_state_model block in fs2000_slice.mod
2016-05-19 14:37:05 +02:00
7b3c42c6e1
provisions for reworked posterior sampling options:
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- handle sub lists of individual samplers
- split checks in dynare_estimation_init.m and before running posterior_sampler.m [invhess checks]
- posterior sampler options checks moved from initial_estimation_checks.m to check_posterior_sampler_options.m
- added use_mh_covariance_matrix to imh and rwmh
- slice re-sets mode_compute=0 cova_compute=0
- updated test function
2016-05-19 14:37:05 +02:00
cf6e3cb14c
preprocessor: rework posterior sampler options, #1177
2016-05-19 14:37:05 +02:00
ab8aa917e3
slice test moved to estimation folder
2016-05-19 14:34:09 +02:00
0497943f02
two steps slice sampling with rotation
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
ccb197e74f
fix copyright dates
2016-05-09 12:42:58 +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
5d321c86ce
add test case for purely backward model
2016-04-16 17:21:42 +02:00
bfe3dded99
Add diffuse filter statement to nonstationary mod-file to prevent unit test from crashing
2016-04-15 15:00:50 +02:00
3d6c184566
Merge pull request #1168 from JohannesPfeifer/filter_tests
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Improve speed of filtering unit tests and clean up setting of options
2016-04-15 09:50:49 +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
aff80b4ee3
Improve speed of filtering unit tests and clean up setting of options
2016-04-15 09:23:07 +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
9d6126c5f6
Make fs2000_smoother_only.mod call all Kalman options
2016-04-14 20:11:50 +02:00
efc193e429
Fixed typo in testsuite.
2016-04-13 22:25:52 +02:00
994b9e5f16
Reduce runtime of unit tests by decreasing iteration number
2016-04-12 14:58:11 +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
5c40bcef8d
Fix trend unit tests to account for classical smoother returning results in declaration rule order after fixing #1161
2016-04-12 11:41:15 +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
450dd465fd
Reduce time intensity of unit tests by reducing number of iterations
2016-04-09 09:45:21 +02:00
44b3092162
Fix merge conflict that undid commit 943db6fb24
2016-04-09 09:45:21 +02:00
31c422e3d1
Add datafile to observation trends and prefiltering tests
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
da5f7243e9
Add missing data file and options for kalman_filter_smoother/compare_results_simulation unit tests
2016-03-23 10:48:23 +01:00
2139420336
Factorize unit tests for observation trends
2016-03-23 10:48:22 +01:00
acd08bba0e
Add means and trends to Bayesian smoother results
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Also adjusts unit test
2016-03-23 10:47:25 +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
066c79f46a
test case for previous commit
2016-03-07 21:51:45 +01:00
2e359cac02
Widen tolerance criterion in unit test
2015-12-17 17:06:53 +01:00
af627b8ecf
Adapt estimated parameters to not hit prior bounds
2015-12-17 17:06:33 +01:00
e5894c4157
Add eps-loaders to GSA output
2015-12-14 14:09:37 +01:00
4f9b141c76
Add eps-loaders to identification codes
2015-12-14 11:26:33 +01:00
1c630a8172
Add trace_plot to LaTeX unit test
2015-12-13 17:45:10 +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
717967f31f
adding forgotten test file
2015-11-28 21:02:10 +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
f583add550
prior_posterior_function: save results to different structures, depending on which command was called
2015-10-14 11:19:12 +02:00
fd5ce1366e
preprocessor: change prior_posterior_function into two arguments. closes #1076
2015-10-14 11:02:35 +02:00
6ea5bdde34
Merge branch 'johannes_bandpass'
2015-10-13 23:56:22 +02:00
a13c852feb
Removed calls to autocorr routine in integration test.
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This routine is part of the matlab's statistical toolbox which is not
required by Dynare (and not available on karaba). Use
sample_autocovariance routine instead.
2015-10-13 23:50:38 +02:00
f7175745ac
Add one-sided HP filter
2015-10-13 20:50:03 +02:00
8c44936846
prior_posterior_function: modify test to accord with preprocessor changes #1076
2015-10-13 17:41:45 +02:00
c45a054c6f
modify calling structure of execute_prior_posterior_function and update doc
2015-10-13 15:13:35 +02:00
d3eca9338b
Merge pull request #1038 from JohannesPfeifer/kernel_density
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Allow computing posterior kernel density
2015-10-12 23:23:07 +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
40877685f2
Add LaTeX-output option to table from stoch_simul.m
2015-10-12 20:42:04 +02:00
3902c86407
Add unit test for variance decomposition
2015-10-12 20:42:02 +02:00
b7cbb563d6
Allow suppressing density of smoother and forecast objects
2015-10-12 15:34:52 +02:00
Stéphane Adjemian(Charybdis)
Houtan Bastani
Sébastien Villemot
Johannes Pfeifer
Frédéric Karamé
Houtan
Sébastien Villemot
Marco Ratto
Michel Juillard
Michel Juillard
Johannes Pfeifer