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Test for analytical_derivatives: use mode_compute=9 

This optimizer seems more robust accross different hardware (with other
optimizers, the algorithm does not converge to a local maximum, e.g. on the
runner "lupi").
time-shift
Sébastien Villemot 2018-09-27 15:05:14 +02:00
parent feeda74dfb
commit 39110b3087
1 changed files with 1 additions and 1 deletions
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2
tests/analytic_derivatives/fs2000_analytic_derivation.mod
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@ -81,7 +81,7 @@ varobs gp_obs gy_obs;
options_.solve_tolf = 1e-12;
estimation(order=1,mode_compute=5,analytic_derivation,kalman_algo=1,datafile=fsdat_simul,nobs=192,mh_replic=0,mh_nblocks=2,mh_jscale=0.8);
estimation(order=1,mode_compute=9,analytic_derivation,kalman_algo=1,datafile=fsdat_simul,nobs=192,mh_replic=0,mh_nblocks=2,mh_jscale=0.8);
estimation(order=1,mode_compute=5,mode_file=fs2000_analytic_derivation_mode,analytic_derivation,kalman_algo=2,datafile=fsdat_simul,nobs=192,mh_replic=0,mh_nblocks=2,mh_jscale=0.8);
estimation(order=1,mode_compute=4,mode_file=fs2000_analytic_derivation_mode,analytic_derivation,kalman_algo=1,datafile=fsdat_simul,nobs=192,mh_replic=0,mh_nblocks=2,mh_jscale=0.8);
estimation(order=1,mode_compute=4,mode_file=fs2000_analytic_derivation_mode,analytic_derivation,kalman_algo=2,datafile=fsdat_simul,nobs=192,mh_replic=0,mh_nblocks=2,mh_jscale=0.8);