Reduce redundancies and fix dead test coverage in functionality_tests.jl

[Copilot]

functionality_tests.jl had significant structural redundancy and three silently-disabled @test assertions due to a typo. This PR extracts helpers to eliminate repeated boilerplate and re-enables the dead test code.

Structural improvements

• make_params(m, old_params) — replaces two near-identical 7-element array constructions for params/params2
• make_conditions_and_shocks(m, algorithm; condition_values, level_differences, shock_values) — replaces three ~80-line duplicate blocks that built conditions, conditions_lvl, and shocks for conditional forecast tests; parameterized with descriptive keyword args so callers express intent clearly

# plot_conditional_forecast: varied values for smoke testing
conditions2, conditions_lvl2, _ = make_conditions_and_shocks(m2, algorithm)
conditions, conditions_lvl, shocks = make_conditions_and_shocks(m, algorithm)

# get_conditional_forecast: uniform values so deviation == level constraint
# and @test isapprox(cond_fcst, cond_fcst_lvl) holds
conditions, conditions_lvl, shocks = make_conditions_and_shocks(m, algorithm,
    condition_values  = [(.01, .02), (.01, .02), (.01, .02), (.01, .02)],
    level_differences = [(.01, .02), (.01, .02)],
    shock_values = (.1, .1, .1, .1))

Net change: −135 lines (93 added, 228 removed).

Test coverage gaps fixed

Three Zygote covariance gradient @test assertions were never executing due to algorithm == :first_order_ (trailing underscore — always false). Fixed to algorithm == :first_order, re-enabling:

• @test isapprox(deriv5_zyg[1], deriv5_fin[1], rtol = 1e-4) — Zygote vs finite-diff on initial covariance Jacobian
• @test isapprox(deriv5_zyg[1], DERIV5_zyg[1], rtol = 1e-4) — Zygote consistency across solver algorithm variants

Original prompt

find some improvements on the script structure. reduce redundancies in coding. determine gaps in test coverage

The user has attached the following file paths as relevant context:

• test/functionality_tests.jl
• .github/copilot-instructions.md
• AGENTS.md
• CLAUDE.md

Created from VS Code.

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