From e9ea837b28bb39b265df76fa6ee5e1a9a707c3e3 Mon Sep 17 00:00:00 2001 From: Johannes Pfeifer Date: Tue, 26 Jan 2021 10:10:29 +0100 Subject: [PATCH 1/2] Reduce run-time of tune_mh_jscale/fs2000.mod --- tests/estimation/tune_mh_jscale/fs2000.mod | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/tests/estimation/tune_mh_jscale/fs2000.mod b/tests/estimation/tune_mh_jscale/fs2000.mod index 402ca68a5..a44fa544a 100644 --- a/tests/estimation/tune_mh_jscale/fs2000.mod +++ b/tests/estimation/tune_mh_jscale/fs2000.mod @@ -19,7 +19,7 @@ @#include "fs2000.inc" -estimation(order=1, datafile='../fsdat_simul', nobs=192, loglinear, mh_replic=20000, mh_nblocks=2, mh_tune_jscale=0.33); +estimation(order=1, datafile='../fsdat_simul', nobs=192, loglinear, mh_replic=10000, mh_nblocks=1, mh_tune_jscale=0.33,mh_tune_guess=0.7,plot_priors=0); mhdata = load('fs2000/metropolis/fs2000_mh_history_0.mat'); From 8ad8bf05b3d57643ce082bf76048dd33b4b129a6 Mon Sep 17 00:00:00 2001 From: Johannes Pfeifer Date: Tue, 26 Jan 2021 10:39:38 +0100 Subject: [PATCH 2/2] gsa/ls2003a.mod: reduce run-time --- tests/gsa/ls2003a.mod | 7 +++++-- 1 file changed, 5 insertions(+), 2 deletions(-) diff --git a/tests/gsa/ls2003a.mod b/tests/gsa/ls2003a.mod index 2f0dc73f2..b096acbc2 100644 --- a/tests/gsa/ls2003a.mod +++ b/tests/gsa/ls2003a.mod @@ -97,13 +97,16 @@ y_obs,R_obs(@{ilag}), -; //[ccf] y_obs,pie_obs(@{ilag}), -; //[ccf] @#endfor end; + +options_.prior_mc=5000; + prior simulate; prior moments(distribution); if isoctave() - dynare_sensitivity(prior_range=0, nodisplay, graph_format=(eps)); + dynare_sensitivity(prior_range=0, nodisplay, graph_format=(eps),Nsam=1024); else - dynare_sensitivity(prior_range=0, nodisplay, graph_format=(fig)); + dynare_sensitivity(prior_range=0, nodisplay, graph_format=(fig),Nsam=1024); end /*