Sébastien Villemot
f594c27fd5
Conditional forecast test: remove spurious changes introduced in dfa744fcb3
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As a consequence, reactivate the tests
2013-03-26 17:31:34 +01:00
Sébastien Villemot
3c5ce6aab9
Use syntax log_trend_var(log_growth_factor = …) for consistency
2013-03-26 17:10:37 +01:00
Sébastien Villemot
e504ea0682
Also ignore TeX files produced with options_.TeX = 1
2013-03-26 16:51:17 +01:00
Sébastien Villemot
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
Sébastien Villemot
25269c3c6b
Temporarily disable another test which goes into an infinite loop
2013-03-25 12:58:17 +01:00
Sébastien Villemot
3079ad49fa
Temporarily disable conditional_forecast tests
2013-03-25 11:18:02 +01:00
Sébastien Villemot
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
Michel Juillard
8be13512d0
removing tests of conditional forecast that are blocking the test suite
2013-03-23 21:44:33 +01:00
Stéphane Adjemian
a5e9c7bef4
Merge pull request #340 from FerhatMihoubi/master
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last commits
2013-03-22 12:37:36 -07:00
Ferhat Mihoubi
dfa744fcb3
- adds new files: Evaluate.cc and Evaluate.hh to bytecode
2013-03-22 16:34:50 +01:00
Sébastien Villemot
214ff84429
Incorporate unit test for correlation in measurement errors
2013-03-22 15:01:40 +01:00
Johannes Pfeifer
82c6ff3b1b
Merge commit '34fb9f1c62c63e7e4ab41656a7690167449e596f'
2013-03-21 21:22:20 +01:00
Johannes Pfeifer
0311c4add4
Add unit test for correlated measurement error
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Tests both ML and Bayesian estimation and test calibrated correlation of
those shocks
2013-03-21 20:51:21 +01:00
Stéphane Adjemian (Charybdis)
865f300032
Make load and save routines for dynSeries objects support tex variable names.
2013-03-21 16:42:10 +01:00
Stéphane Adjemian (Ulysses)
95f36eccb7
Added data file for unitary tests (dynSeries class).
2013-03-14 11:08:34 +01:00
Michel Juillard
dd75baa9b4
stochastic extended path: new algorithm with leaner tree, new hybrid
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option using second order perturbation correction,
solve_stochastic_perfect_foresight_model.m moves to matlab/ep directory
2013-03-11 16:09:08 +01:00
Michel Juillard
bbd95b3a60
adding Ed Herbst fast implementation of the Kalman filter and test
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cases with timing. Still needs preprocessor interface (option) and documentation.
2013-02-21 17:47:16 +01:00
Stéphane Adjemian (Charybdis)
241afd1ae5
Removed fs2000_particle from the test suite.
2013-02-05 10:37:11 +01:00
Stéphane Adjemian (Charybdis)
d63904ec65
Changed options of the estimation command in fs2000_particle.mod (added optimization of the posterior kernel).
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In the end the hessian at the mode has the wrong sign...
2013-02-05 10:37:11 +01:00
Stéphane Adjemian (Charybdis)
2fc7aa7b94
Reduced the number of particles in particle/dsge_base2.mod.
2012-12-21 17:21:07 +01:00
Stéphane Adjemian (Charybdis)
bd01669fb9
Fixed crash with particle/dsge_base2.mod in the test suite.
2012-12-21 17:21:07 +01:00
Stéphane Adjemian (Charybdis)
c6f3f531b6
Added missing csv file in /tests folder (used by unitary tests in dynSeries class).
2012-12-07 16:43:06 +01:00
Michel Juillard
2c545eaf8b
adding test case with lagged exogenous variable (currently fails)
2012-12-04 10:46:44 +01:00
Stéphane Adjemian (Charybdis)
9f1ad5568e
New nonlinear filters routines and bug fixes.
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Merge remote-tracking branch 'refs/remotes/fred/master'
2012-11-19 16:23:07 +01:00
Michel Juillard
5c893f501b
making extended path ready for parallel computing with parfor
2012-11-17 20:55:01 +01:00
Sébastien Villemot
020328a844
Adapt for new syntax of model_diagnostics
2012-11-17 10:29:14 +01:00
Sébastien Villemot
c121aa14b1
Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
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Replace them by equivalents in M_ (and an extra one: M_.dynamic).
IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.
We now have the following indentities:
M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
2012-11-16 20:05:13 +01:00
Frédéric Karamé
a6576debd5
details all the options for testing particle filters.
2012-11-16 12:25:44 +01:00
Stéphane Adjemian (Charybdis)
34bcc9a20a
Added burnside asset pricing model in tests/ep.
2012-11-09 14:32:44 +01:00
Stéphane Adjemian (Charybdis)
59247ddcfa
Added test mod file in tests/particle (not to be used in the testsuite).
2012-11-09 14:32:44 +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
76ccaac947
make check: remove unused output from test file
2012-11-07 18:13:41 +01:00
Stéphane Adjemian (Charybdis)
2c674ce529
Use resampling in tests/particle/dsge_base2.mod.
2012-11-07 15:59:37 +01:00
Stéphane Adjemian (Charybdis)
b82813d3f9
Removed call to mean_preserving_spread routine in tests/rbc.mod.
2012-11-07 10:13:12 +01:00
Stéphane Adjemian (Charybdis)
63e4bb3f87
Removed plot of a variable that does not exist anymore (LagrangeMultiplier) in tests/rbcii.mod.
2012-11-07 10:13:12 +01:00
Stéphane Adjemian (Charybdis)
9e0e025eba
Changed computing tasks in tests/rbcii.mod.
2012-11-07 10:13:12 +01:00
Stéphane Adjemian (Charybdis)
3271296592
Do not use mean_preserving_spread routine (far too expensive). Added use_dll option (necessary because calls to getPowerDeriv routine dramatically increases execution time).
2012-11-07 10:13:12 +01:00
Stéphane Adjemian (Charybdis)
f823bcf5fa
Deleted useless matlab routine for steady state (tests/rbcii.mod).
2012-11-07 10:13:11 +01:00
Stéphane Adjemian (Charybdis)
e75a54d35c
Fixed steady state in rbcii.mod (steady state levels in the unconstrained regime were wrong).
2012-11-07 10:13:11 +01:00
Stéphane Adjemian (Charybdis)
a219a4b9e7
Fixed bug and cosmetic changes.
2012-11-07 10:13:11 +01:00
Stéphane Adjemian (Charybdis)
f9d8ee682c
Reduced the number of simulations.
2012-11-07 10:13:11 +01:00
Stéphane Adjemian (Charybdis)
59a62d87af
Fixed bugs.
2012-11-07 10:13:11 +01:00
Sébastien Villemot
0ab230b474
Fix copyright notices
2012-10-31 17:03:49 +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
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This is necessary to ensure that Octave Forge packages are loaded.
2012-10-09 09:57:21 +02:00
Sébastien Villemot
b8b7d90e10
Add explicit extension to datafile, since test.m is an internal Octave function
2012-10-08 15:01:50 +02:00