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Enable erroneously disabled unit tests #1155

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merged 12 commits into from Apr 12, 2016

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commented Apr 1, 2016

  • Fixes merge error that disabled some unit tests
  • Solves treatment of various options and trends in smoother used in imcforecast.m (#1145)
  • Adds unit tests for this
  • Reduces run-time for two unit tests by reducing number of iterations
  • Fixes area plot of conditional_forecast
  • Makes sure metropolis log-file is closed when aborting metropolis_hastings_initialization.m
  • Fix inconsistency in treatment bounds in metropolis_hastings_initialization (all other functions treat estimate at bound as admissible, leading to cryptic crashes)

@JohannesPfeifer JohannesPfeifer force-pushed the JohannesPfeifer:prefilter_tests branch from 83a3ebb to 165390c Apr 1, 2016

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commented Apr 9, 2016

@JohannesPfeifer, I did not look for the origin of the problem, but the testsuite returned the following results (in your branch):

================================
DYNARE MAKE CHECK MATLAB RESULTS
================================
| TOTAL: 669
|  PASS: 633
|  FAIL: 31
| XFAIL: 5
| XPASS: 0
| LIST OF FAILED TESTS:
|     * moments/example1_bp_test.mod
|     * optimal_policy/Ramsey/ramsey_ex_aux.mod
|     * expectations/expectation_ss_old.mod
|     * kalman/likelihood_from_dynare/fs2000_corr_ME.mod
|     * kalman/likelihood_from_dynare/fs2000_corr_ME_missing.mod
|     * kalman/likelihood_from_dynare/fs2000_uncorr_ME.mod
|     * kalman/likelihood_from_dynare/fs2000_uncorr_ME_missing.mod
|     * observation_trends_and_prefiltering/MCMC/Trend_loglin_no_prefilt_first_obs_MC.mod
|     * observation_trends_and_prefiltering/MCMC/Trend_loglin_prefilt_first_obs_MC.mod
|     * observation_trends_and_prefiltering/MCMC/Trend_loglinear_no_prefilter_MC.mod
|     * observation_trends_and_prefiltering/MCMC/Trend_loglinear_prefilter_MC.mod
|     * observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_first_obs_MC.mod
|     * observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_MC.mod
|     * observation_trends_and_prefiltering/MCMC/Trend_prefilter_first_obs_MC.mod
|     * observation_trends_and_prefiltering/MCMC/Trend_prefilter_MC.mod
|     * observation_trends_and_prefiltering/ML/Trend_loglinear_no_prefilter.mod
|     * observation_trends_and_prefiltering/ML/Trend_loglinear_no_prefilter_first_obs.mod
|     * observation_trends_and_prefiltering/ML/Trend_loglinear_prefilter.mod
|     * observation_trends_and_prefiltering/ML/Trend_loglinear_prefilter_first_obs.mod
|     * observation_trends_and_prefiltering/ML/Trend_no_prefilter.mod
|     * observation_trends_and_prefiltering/ML/Trend_no_prefilter_first_obs.mod
|     * observation_trends_and_prefiltering/ML/Trend_prefilter.mod
|     * observation_trends_and_prefiltering/ML/Trend_prefilter_first_obs.mod
|     * observation_trends_and_prefiltering/calib_smoother/Tr_no_prefilter_calib_smoother.mod
|     * observation_trends_and_prefiltering/calib_smoother/Tr_no_prefilt_first_obs_cal_smooth.mod
|     * observation_trends_and_prefiltering/calib_smoother/Tr_prefilter_calib_smoother.mod
|     * observation_trends_and_prefiltering/calib_smoother/Tr_prefilt_first_obs_cal_smooth.mod
|     * observation_trends_and_prefiltering/calib_smoother/Tr_no_prefilter_loglin_calib_smoother.mod
|     * observation_trends_and_prefiltering/calib_smoother/Tr_no_prefil_f_obs_loglin_cal_smoother.mod
|     * observation_trends_and_prefiltering/calib_smoother/Tr_prefilter_loglin_calib_smoother.mod
|     * observation_trends_and_prefiltering/calib_smoother/Tr_prefil_f_obs_loglin_cal_smoother.mod
|
| LIST OF 10 SLOWEST TESTS:
|     * observation_trends_and_prefiltering/MCMC/Trend_prefilter_MC.mod - 1690.460000
|     * observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_MC.mod - 1678.710000
|     * observation_trends_and_prefiltering/MCMC/Trend_loglinear_no_prefilter_MC.mod - 1665.800000
|     * observation_trends_and_prefiltering/MCMC/Trend_loglinear_prefilter_MC.mod - 1664.470000
|     * observation_trends_and_prefiltering/MCMC/Trend_prefilter_first_obs_MC.mod - 1582.590000
|     * observation_trends_and_prefiltering/MCMC/Trend_loglin_no_prefilt_first_obs_MC.mod - 1566.750000
|     * observation_trends_and_prefiltering/MCMC/Trend_loglin_prefilt_first_obs_MC.mod - 1560.480000
|     * observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_first_obs_MC.mod - 1524.770000
|     * gsa/ls2003.mod - 1078.050000
|     * optimizers/fs2000_6.mod - 973.140000

@JohannesPfeifer JohannesPfeifer force-pushed the JohannesPfeifer:prefilter_tests branch from 28b2df1 to f85d2ef Apr 9, 2016

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commented Apr 9, 2016

@stepan-a Could you please send me the error message for
observation_trends_and_prefiltering/ML/Trend_prefilter.mod
I cannot replicate the issue on Sedna

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commented Apr 9, 2016

@JohannesPfeifer You can find the log file for the first failing integration test here. I have the impression that the problem is related to the statistical toolbox which is installed on sedna but not on lupi (where I run the testsuite) because we do not require this toolbox. The mod file fails because matlab does not find the corrroutine. We should add it in missing (a code is available in Octave).

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commented Apr 9, 2016

@stepan-a I added the corr.m function. Could you please try again?

@MichelJuillard MichelJuillard merged commit d41a64e into DynareTeam:master Apr 12, 2016

@JohannesPfeifer JohannesPfeifer deleted the JohannesPfeifer:prefilter_tests branch Apr 12, 2016

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