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Reduce time intensity of unit tests by reducing number of iterations

time-shift
Johannes Pfeifer 2016-04-01 09:15:31 +02:00
parent 44b3092162
commit 450dd465fd
2 changed files with 7 additions and 2 deletions
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2
tests/conditional_forecasts/2/fs2000_est.mod
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@ -107,7 +107,7 @@ varobs gp_obs gy_obs;
options_.solve_tolf = 1e-12;
// Metropolis replications are too few, this is only for testing purpose
estimation(order=1,datafile=fsdat_simul,nobs=192,loglinear,mh_replic=10000,mh_nblocks=1,mh_jscale=0.8);
estimation(order=1,datafile=fsdat_simul,nobs=192,loglinear,mh_replic=2000,mh_nblocks=1,mh_jscale=0.8);
conditional_forecast_paths;
var gy_obs;

7
tests/optimizers/fs2000_2.mod
View File

@ -1,3 +1,8 @@
@#include "fs2000.common.inc"
estimation(mode_compute=2,order=1, datafile='../fs2000/fsdat_simul', nobs=192, mh_replic=0);
estimation(mode_compute=2,order=1, datafile='../fs2000/fsdat_simul', nobs=192, mh_replic=0,
optim=(
'MaxIter',5000,
'TolFun',1e-4,
'TolX',1e-4)
);