Commit Graph

753 Commits (ffa281a058631d79687abc06a386bdcfefc4ae6a)

Author SHA1 Message Date
Houtan Bastani ae49cddd1d preprocessor: allow for [paths] block in dynare config file. closes #1039 2015-08-28 18:06:30 +02:00
Michel Juillard 511801c903 finalize svar_global_identification_check 2015-08-24 14:53:27 +02:00
Johannes Pfeifer 698a44c98a Add option for storing contemporaneous correlation 2015-08-11 11:27:55 +02:00
Johannes Pfeifer 40faefa182 Clarify unit test dependencies
fs2000 is needed by other tests while fs2000_mf.mod is redundant

Closes #1018
2015-08-06 14:27:36 +02:00
Houtan Bastani 779e59cf02 test suite: add missing deletion of downloaded binaries 2015-08-03 08:52:12 +02:00
Johannes Pfeifer 5adfe426bc Correct copy and paste mistake in comparison_policy_functions_dynare_mathematica.m 2015-08-01 08:26:38 +02:00
Johannes Pfeifer 30b277e6af Fix filename in unit test 2015-07-31 22:55:21 +02:00
Johannes Pfeifer a708037feb Unit test checking correctness of decision rules against results from Dynare 4.3.2
Detects problems as the unnoticed one introduced by caa04fb251
2015-07-31 17:45:32 +02:00
Johannes Pfeifer 7fbc587ae1 Lower tolerance for unit tests/irfs/example1_unit_std.mod
Otherwise, Octave complains
2015-07-30 10:00:40 +02:00
Michel Juillard e5d431919c fixing one more test case for deterministic simulations and leads lags
on more than one period
2015-07-29 16:36:13 +02:00
Michel Juillard 0cccceff86 fixed test cases for deterministic simulations with histval and leads
and lags on more than one period: All variables different from zero
must be declared in histval. The reference simulation has one lag
because of k(-1).
2015-07-29 16:12:53 +02:00
Johannes Pfeifer 0f50f33c2c Initialize M_.dname=M_.fname in global_initialization.m
Closes #979
2015-07-28 15:23:53 +02:00
Johannes Pfeifer 19b7f5ea7f Bugfixes related to collect_LaTeX_Files.m
- deals with potentially unset M_.dname
- loads missing float package
- prevents crash when longnames is not used
2015-07-26 17:49:54 +02:00
Johannes Pfeifer 126e04da20 Correct case-sensitive spelling in unit tests that stops testsuite in Linux 2015-07-24 08:34:16 +02:00
MichelJuillard d82524ad1d Merge pull request #987 from JohannesPfeifer/mixed_estimation
Prevent mixed ML/Bayesian estimation
2015-07-23 15:57:03 +02:00
MichelJuillard f21e02f6b9 Merge pull request #986 from JohannesPfeifer/foresight_auxvar_tests
Add unit tests for dealing with multiple leads and lags
2015-07-23 15:56:19 +02:00
Johannes Pfeifer 244462adb6 Add unit test for disallowing mixed ML/Bayesian estimation 2015-07-23 14:44:26 +02:00
Johannes Pfeifer 9f21d2724f Add unit tests for dealing with multiple leads and lags 2015-07-23 14:05:58 +02:00
Johannes Pfeifer 0fd76e0c6f Assigning unique function for each input argument of lyapunov_symm.m
The old way of redefining input arguments to satisfy different options was too error-prone. See 69daaa0460b0ddee97292c39d40355201e316622 of tholden
2015-07-22 15:11:39 +02:00
Johannes Pfeifer bccadf7b03 Add compilation of TeX-binder to unit test 2015-07-22 13:46:57 +02:00
Johannes Pfeifer 3c5705d8d4 Make covariance matrix in example positive definite 2015-07-21 16:18:45 +02:00
Johannes Pfeifer 386225d4e6 Delete redundant steady_state_model block (was present twice). 2015-07-21 11:49:48 +02:00
Johannes Pfeifer 1f0897005f Add mod.file lost in 6d048d8766 2015-07-21 10:02:34 +02:00
Johannes Pfeifer b159d4227c Fix wrong name of unit test in Makefile.am and make name more expressive 2015-07-20 21:17:44 +02:00
MichelJuillard 80253835a7 Merge pull request #738 from JohannesPfeifer/Kalman
Kalman
2015-07-20 15:02:40 +02:00
MichelJuillard f94910173d Merge pull request #937 from JohannesPfeifer/graph_fix
Various fixes related to graphs and eps-TeX-loaders
2015-07-20 14:36:20 +02:00
MichelJuillard 2269b38465 Merge pull request #740 from JohannesPfeifer/relative_irf
Fix and document relative_irf
2015-07-20 14:20:00 +02:00
MichelJuillard e174f5f00a Merge pull request #726 from JohannesPfeifer/steady_linear
Prevent incorrect steady state from being accepted if model is not truly linear
2015-07-20 14:06:03 +02:00
Johannes Pfeifer 1dfb6ea327 Add unit tests for Kalman filter calls from Matlab 2015-07-20 13:10:30 +02:00
MichelJuillard ce3dc068c3 Merge pull request #692 from JohannesPfeifer/imcforecast
Account for initial values when making conditional forecasts
2015-07-20 10:18:43 +02:00
Stéphane Adjemian (Charybdis) caaabe9436 Added integration test for the linear_approximation option in
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
Michel Juillard dd1f761549 adding tests using lmmcp
(cherry picked from commit 2ddfcf2f73)
2015-07-07 16:45:20 +02:00
Johannes Pfeifer d76b3a722e Make use of preprocessor to set options_.silent_optimizer 2015-07-06 08:22:13 +02:00
Stéphane Adjemian 71700dff76 Merge pull request #942 from JohannesPfeifer/TaRB_integration
Integrate the TaRB-algorithm into Dynare
2015-06-19 14:30:56 +02:00
Stéphane Adjemian (Charybdis) 462639103f Added command to download binary data file from www.dynare.org/Datasets. 2015-06-18 14:55:21 +02:00
Stéphane Adjemian (Charybdis) af29c078ad Added integration test (deterministic simulation invoking solve_one_boundary routine). 2015-06-18 14:50:21 +02:00
Stéphane Adjemian 3fd010ff91 Merge pull request #957 from JohannesPfeifer/fs2000_steady_state
Update unit tests to use correct steady state files
2015-06-18 14:25:01 +02:00
Houtan Bastani aeb1542b48 preprocessor: add VerbatimStatement class. Closes #953 2015-06-16 12:48:32 +02:00
Johannes Pfeifer aa4f38b60a Add unit test to filter out incorrectly accepted steady state 2015-06-08 18:10:57 +02:00
Johannes Pfeifer 52f9d164ac Add routine for creating parameter table 2015-06-08 17:59:57 +02:00
Johannes Pfeifer e1aaa1796f Add unit test for LaTeX eps-loaders 2015-06-08 17:59:56 +02:00
Johannes Pfeifer aa4b07610e Add unit test for TaRB MH-algorithm 2015-06-08 16:48:58 +02:00
Johannes Pfeifer 0769fd1cce Add verbosity and SaveFile options to some optimizers
Also moves additional optimizer-related files to corresponding subfolder
Closes #894
2015-06-08 16:44:44 +02:00
Johannes Pfeifer e7bf0672f5 Add unit test for relative_irf option 2015-06-08 16:39:08 +02:00
Johannes Pfeifer fe221bbc42 Add/adapt unit test for conditional forecasts with initval and histval blocks 2015-06-08 16:12:37 +02:00
Johannes Pfeifer ad66a7bb35 Account for initial values when making conditional forecasts
- 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
Houtan Bastani 41155369ac Merge pull request #955 from JohannesPfeifer/identification_fixes
Various fixes to GSA and Identification
2015-06-08 10:17:24 +02:00
Johannes Pfeifer 2479a4fa66 Delete redundant initval-block from fs2000.common.inc 2015-06-07 18:11:28 +02:00
Johannes Pfeifer ba7087ca65 Add moments_varendo to fs2000 unit test
Was not triggered elsewhere
2015-06-07 17:27:30 +02:00
Johannes Pfeifer 0104f91f4b Replace initval blocks by steady_state_model blocks in fs2000 unit tests
Speeds up estimation
2015-06-07 17:11:39 +02:00