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tests/moments/fs2000_post_moments.mod: increase tolerance under Octave

remove-priordens
Sébastien Villemot 2023-11-15 15:16:06 +01:00
parent 4b4cfba2dc
commit 551060ae27
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1 changed files with 9 additions and 3 deletions
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12
tests/moments/fs2000_post_moments.mod
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@ -242,11 +242,17 @@ for var_iter_1=1:nvars
end
end
if isoctave
tol = 2e-3;
else
tol = 1e-8;
end
variance_decomposition_ME=mean(variance_decomposition_ME,3);
nvars=length(options_.varobs);
for var_iter_1=1:nvars
for shock_iter=1:M_.exo_nbr
if max(abs(variance_decomposition_ME(obs_order(var_iter_1),shock_iter)/100-oo_.PosteriorTheoreticalMoments.dsge.VarianceDecompositionME.Mean.(options_.varobs{var_iter_1}).(M_.exo_names{shock_iter})))>1e-8
if max(abs(variance_decomposition_ME(obs_order(var_iter_1),shock_iter)/100-oo_.PosteriorTheoreticalMoments.dsge.VarianceDecompositionME.Mean.(options_.varobs{var_iter_1}).(M_.exo_names{shock_iter}))) > tol
error('Variance decomposition does not match')
end
end
@ -258,7 +264,7 @@ horizon_size=size(conditional_variance_decomposition,2);
for var_iter_1=1:nvars
for shock_iter=1:M_.exo_nbr
for horizon_iter=1:horizon_size
if max(abs(conditional_variance_decomposition(var_iter_1,horizon_iter,shock_iter)-oo_.PosteriorTheoreticalMoments.dsge.ConditionalVarianceDecomposition.Mean.(M_.endo_names{var_iter_1}).(M_.exo_names{shock_iter})(horizon_iter)))>1e-8
if max(abs(conditional_variance_decomposition(var_iter_1,horizon_iter,shock_iter)-oo_.PosteriorTheoreticalMoments.dsge.ConditionalVarianceDecomposition.Mean.(M_.endo_names{var_iter_1}).(M_.exo_names{shock_iter})(horizon_iter))) > tol
error('Conditional Variance decomposition does not match')
end
end
@ -272,7 +278,7 @@ horizon_size=size(conditional_variance_decomposition_ME,2);
for var_iter_1=1:nvars
for shock_iter=1:M_.exo_nbr+1
for horizon_iter=1:horizon_size
if max(abs(conditional_variance_decomposition_ME(obs_order(var_iter_1),horizon_iter,shock_iter)-oo_.PosteriorTheoreticalMoments.dsge.ConditionalVarianceDecompositionME.Mean.(options_.varobs{var_iter_1}).(exo_names{shock_iter})(horizon_iter)))>1e-8
if max(abs(conditional_variance_decomposition_ME(obs_order(var_iter_1),horizon_iter,shock_iter)-oo_.PosteriorTheoreticalMoments.dsge.ConditionalVarianceDecompositionME.Mean.(options_.varobs{var_iter_1}).(exo_names{shock_iter})(horizon_iter))) > tol
error('Conditional Variance decomposition does not match')
end
end