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Fix for testsuite on Octave AnScho_matched_moments.mod

pac-components
Willi Mutschler 2021-09-16 12:44:40 +02:00
parent 5a21b11d77
commit 5199ea414b
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GPG Key ID: 91E724BF17A73F6D
2 changed files with 9 additions and 9 deletions
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10
tests/estimation/method_of_moments/AnScho/AnScho_MoM_common.inc
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@ -187,9 +187,9 @@ YGR(0)^1*YGR(0)*YGR; %redundant
INT(-2)^2*INFL(-1)^4;
INFL(1)^4*INT(0)^2; %redundant
INT(0)^2*INFL(1)^4; %redundant
YGR^2*INFL(-3)^4*INT(5)^6;
YGR^2*INT(5)^6*INFL(-3)^4;%redundant
INT(5)^6*YGR^2*INFL(-3)^4;%redundant
%YGR^2*INFL(-3)^4*INT(5)^6;
%YGR^2*INT(5)^6*INFL(-3)^4;%redundant
%INT(5)^6*YGR^2*INFL(-3)^4;%redundant
@#endif
end;
@ -245,6 +245,7 @@ method_of_moments(
@#else
, mode_compute = 13 % specifies the optimizer for minimization of moments distance
, additional_optimizer_steps = [1] % vector of additional mode-finders run after mode_compute
, mode_check % plot the target function for values around the computed minimum for each estimated parameter in turn
@#endif
% optim: a list of NAME and VALUE pairs to set options for the optimization routines. Available options depend on mode_compute, some exemplary common options:
, optim = ('TolFun' , 1e-6 % termination tolerance on the function value, a positive scalar
@ -271,8 +272,7 @@ method_of_moments(
% , sylvester_fixed_point_tol = 1e-12 % convergence criterion used in the fixed point Sylvester solver
% , qz_criterium = 0.999999 % value used to split stable from unstable eigenvalues in reordering the Generalized Schur decomposition used for solving first order problems
% , qz_zero_threshold = 1e-6 % value used to test if a generalized eigenvalue is 0/0 in the generalized Schur decomposition
% , schur_vec_tol=1e-11 % tolerance level used to find nonstationary variables in Schur decomposition of the transition matrix
, mode_check % plot the target function for values around the computed minimum for each estimated parameter in turn
% , schur_vec_tol=1e-11 % tolerance level used to find nonstationary variables in Schur decomposition of the transition matrix
% , mode_check_neighbourhood_size = 5 % width of the window (expressed in percentage deviation) around the computed minimum to be displayed on the diagnostic plots
% , mode_check_symmetric_plots=1 % ensure that the check plots are symmetric around the minimum
% , mode_check_number_of_points = 20 % number of points around the minimum where the target function is evaluated (for each parameter)

8
tests/estimation/method_of_moments/AnScho/AnScho_matched_moments.mod
View File

@ -62,9 +62,9 @@ matched_moments_orig = {
[iINT iINFL ] [-2 -1 ], [2 4 ];
[iINFL iINT ] [1 0 ], [4 2 ];
[iINFL iINT ] [1 0 ], [4 2 ];
[iYGR iINFL iINT] [0 -3 5], [2 4 6];
[iINFL iYGR iINT] [-3 0 5], [4 2 6];
[iINFL iYGR iINT] [-3 0 5], [4 2 6];
% [iYGR iINFL iINT] [0 -3 5], [2 4 6];
% [iINFL iYGR iINT] [-3 0 5], [4 2 6];
% [iINFL iYGR iINT] [-3 0 5], [4 2 6];
};
% Removed duplicate moment conditions
@ -114,7 +114,7 @@ matched_moments_no_duplicate= {
[iINT iINFL ] [-2 -1 ], [2 4 ];
% [iINFL iINT ] [1 0 ], [4 2 ];
% [iINFL iINT ] [1 0 ], [4 2 ];
[iYGR iINFL iINT] [0 -3 5], [2 4 6];
% [iYGR iINFL iINT] [0 -3 5], [2 4 6];
% [iINFL iYGR iINT] [-3 0 5], [4 2 6];
% [iINFL iYGR iINT] [-3 0 5], [4 2 6];
};