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Reduce runtime of unit tests by decreasing iteration number

time-shift
Johannes Pfeifer 2016-04-12 14:58:11 +02:00
parent a8cc21eb97
commit 994b9e5f16
9 changed files with 12 additions and 12 deletions
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2
tests/observation_trends_and_prefiltering/MCMC/Trend_loglin_no_prefilt_first_obs_MC.mod
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@ -3,7 +3,7 @@
addpath('..');
generate_trend_stationary_AR1;
estimation(order=1,datafile='Exp_AR1_trend_data_with_constant',mh_replic=2000,
estimation(order=1,datafile='Exp_AR1_trend_data_with_constant',mh_replic=400,
mode_compute=4,first_obs=1000,loglinear,smoother,forecast=100,prefilter=0,
mcmc_jumping_covariance='MCMC_jump_covar',
filtered_vars, filter_step_ahead = [1,2,4],

2
tests/observation_trends_and_prefiltering/MCMC/Trend_loglin_prefilt_first_obs_MC.mod
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@ -3,7 +3,7 @@
addpath('..');
generate_trend_stationary_AR1;
estimation(order=1,datafile='Exp_AR1_trend_data_with_constant',mh_replic=2000,
estimation(order=1,datafile='Exp_AR1_trend_data_with_constant',mh_replic=400,
mode_compute=4,first_obs=1000,loglinear,smoother,forecast=100,prefilter=1,
mcmc_jumping_covariance='MCMC_jump_covar_prefilter',
filtered_vars, filter_step_ahead = [1,2,4],

2
tests/observation_trends_and_prefiltering/MCMC/Trend_loglinear_no_prefilter_MC.mod
View File

@ -3,7 +3,7 @@
addpath('..');
generate_trend_stationary_AR1;
estimation(order=1,datafile='Exp_AR1_trend_data_with_constant',mh_replic=2000,
estimation(order=1,datafile='Exp_AR1_trend_data_with_constant',mh_replic=400,
mode_compute=4,first_obs=1,loglinear,diffuse_filter,smoother,forecast=100,prefilter=0,
mcmc_jumping_covariance='MCMC_jump_covar',
filtered_vars, filter_step_ahead = [1,2,4],

2
tests/observation_trends_and_prefiltering/MCMC/Trend_loglinear_prefilter_MC.mod
View File

@ -3,7 +3,7 @@
addpath('..');
generate_trend_stationary_AR1;
estimation(order=1,datafile='Exp_AR1_trend_data_with_constant',mh_replic=2000,
estimation(order=1,datafile='Exp_AR1_trend_data_with_constant',mh_replic=400,
mode_compute=4,first_obs=1,loglinear,smoother,forecast=100,prefilter=1,
mcmc_jumping_covariance='MCMC_jump_covar_prefilter',
filtered_vars, filter_step_ahead = [1,2,4],

2
tests/observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_MC.mod
View File

@ -3,7 +3,7 @@
addpath('..');
generate_trend_stationary_AR1;
estimation(order=1,datafile='AR1_trend_data_with_constant',mh_replic=2000,
estimation(order=1,datafile='AR1_trend_data_with_constant',mh_replic=400,
mode_compute=4,first_obs=1,smoother,mh_nblocks=1,mh_jscale=0.3,
filtered_vars, filter_step_ahead = [1,2,4],
mcmc_jumping_covariance='MCMC_jump_covar',forecast=100,prefilter=0) P_obs Y_obs junk2;

2
tests/observation_trends_and_prefiltering/MCMC/Trend_no_prefilter_first_obs_MC.mod
View File

@ -4,7 +4,7 @@ addpath('..');
generate_trend_stationary_AR1;
estimation(order=1,datafile='AR1_trend_data_with_constant',
mh_replic=2000,mode_compute=4,first_obs=1000,smoother,forecast=100,prefilter=0,
mh_replic=400,mode_compute=4,first_obs=1000,smoother,forecast=100,prefilter=0,
mcmc_jumping_covariance='MCMC_jump_covar',
filtered_vars, filter_step_ahead = [1,2,4],
mh_nblocks=1,mh_jscale=0.3) P_obs Y_obs junk2;

2
tests/observation_trends_and_prefiltering/MCMC/Trend_prefilter_MC.mod
View File

@ -3,7 +3,7 @@
addpath('..');
generate_trend_stationary_AR1;
estimation(order=1,datafile='AR1_trend_data_with_constant',mh_replic=2000,mode_compute=4,
estimation(order=1,datafile='AR1_trend_data_with_constant',mh_replic=400,mode_compute=4,
first_obs=1,smoother,prefilter=1,
mh_nblocks=1,mh_jscale=1e-4,
filtered_vars, filter_step_ahead = [1,2,4],

2
tests/observation_trends_and_prefiltering/MCMC/Trend_prefilter_first_obs_MC.mod
View File

@ -3,7 +3,7 @@
addpath('..');
generate_trend_stationary_AR1;
estimation(order=1,datafile='AR1_trend_data_with_constant',mh_replic=2000,mode_compute=4,
estimation(order=1,datafile='AR1_trend_data_with_constant',mh_replic=400,mode_compute=4,
first_obs=1000,smoother,prefilter=1,
mh_nblocks=1,mh_jscale=1e-4,
filtered_vars, filter_step_ahead = [1,2,4],

8
tests/observation_trends_and_prefiltering/Trend_diagnostics_MCMC_common.inc
View File

@ -31,17 +31,17 @@ if max(abs(squeeze(oo_.FilteredVariablesKStepAhead(1,1,2:end-(options_.nk-1)))-o
error('FilteredVariablesKStepAhead is wrong')
end
if abs(oo_.PointForecast.Mean.Y_obs(end)- y_forecast_100_periods)>2e-4 || abs(oo_.PointForecast.Mean.P_obs(end)- p_forecast_100_periods)>2e-4
if abs(oo_.PointForecast.Mean.Y_obs(end)- y_forecast_100_periods)>5e-4 || abs(oo_.PointForecast.Mean.P_obs(end)- p_forecast_100_periods)>5e-4
error('Mean Point Forecasts do not match')
end
if abs(oo_.PointForecast.Median.Y_obs(end)- y_forecast_100_periods)>2e-4 || abs(oo_.PointForecast.Median.P_obs(end)- p_forecast_100_periods)>2e-4
if abs(oo_.PointForecast.Median.Y_obs(end)- y_forecast_100_periods)>5e-4 || abs(oo_.PointForecast.Median.P_obs(end)- p_forecast_100_periods)>5e-4
error('Median Point Forecasts do not match')
end
if abs(oo_.MeanForecast.Mean.Y_obs(end)- y_forecast_100_periods)>2e-4 || abs(oo_.MeanForecast.Mean.P_obs(end)- p_forecast_100_periods)>2e-4
if abs(oo_.MeanForecast.Mean.Y_obs(end)- y_forecast_100_periods)>5e-4 || abs(oo_.MeanForecast.Mean.P_obs(end)- p_forecast_100_periods)>5e-4
error('Mean Mean Forecasts do not match')
end
if abs(oo_.MeanForecast.Median.Y_obs(end)- y_forecast_100_periods)>2e-4 || abs(oo_.MeanForecast.Median.P_obs(end)- p_forecast_100_periods)>1e-3
if abs(oo_.MeanForecast.Median.Y_obs(end)- y_forecast_100_periods)>5e-4 || abs(oo_.MeanForecast.Median.P_obs(end)- p_forecast_100_periods)>5e-3
error('Median Mean Forecasts do not match')
end