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Changed optimization algorithm in integration tests. 

fs2000_uncorr_ME_missing was failing on some servers due to a numerical
precision issue. It appears that the problem drops off if the smoothed
variables are computed on another point (given by another optimization
algorithm).
time-shift
Stéphane Adjemian (Charybdis) 2018-10-04 12:02:31 +02:00
parent 6a847931dc
commit 084b7ac537
Signed by untrusted user who does not match committer: stepan
GPG Key ID: A6D44CB9C64CE77B
1 changed files with 1 additions and 1 deletions
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tests/kalman/likelihood_from_dynare/fs2000_estimation_check.inc
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@ -1,6 +1,6 @@
%%default
options_.lik_init=1;
estimation(kalman_algo=0,mode_compute=4,order=1,datafile=@{data_file_name},smoother,filter_decomposition,forecast = 8,filtered_vars,filter_step_ahead=[1,3],irf=20) m P c e W R k d y gy_obs;
estimation(kalman_algo=0,mode_compute=8,order=1,datafile=@{data_file_name},smoother,filter_decomposition,forecast = 8,filtered_vars,filter_step_ahead=[1,3],irf=20) m P c e W R k d y gy_obs;
fval_algo_0=oo_.likelihood_at_initial_parameters;
%%Multivariate Kalman Filter
options_.lik_init=1;