Reduce runtime of unit tests by decreasing iteration number
parent
a8cc21eb97
commit
994b9e5f16
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@ -3,7 +3,7 @@
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addpath('..');
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addpath('..');
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generate_trend_stationary_AR1;
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generate_trend_stationary_AR1;
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estimation(order=1,datafile='Exp_AR1_trend_data_with_constant',mh_replic=2000,
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estimation(order=1,datafile='Exp_AR1_trend_data_with_constant',mh_replic=400,
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mode_compute=4,first_obs=1000,loglinear,smoother,forecast=100,prefilter=0,
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mode_compute=4,first_obs=1000,loglinear,smoother,forecast=100,prefilter=0,
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mcmc_jumping_covariance='MCMC_jump_covar',
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mcmc_jumping_covariance='MCMC_jump_covar',
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filtered_vars, filter_step_ahead = [1,2,4],
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filtered_vars, filter_step_ahead = [1,2,4],
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@ -3,7 +3,7 @@
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addpath('..');
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addpath('..');
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generate_trend_stationary_AR1;
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generate_trend_stationary_AR1;
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estimation(order=1,datafile='Exp_AR1_trend_data_with_constant',mh_replic=2000,
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estimation(order=1,datafile='Exp_AR1_trend_data_with_constant',mh_replic=400,
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mode_compute=4,first_obs=1000,loglinear,smoother,forecast=100,prefilter=1,
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mode_compute=4,first_obs=1000,loglinear,smoother,forecast=100,prefilter=1,
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mcmc_jumping_covariance='MCMC_jump_covar_prefilter',
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mcmc_jumping_covariance='MCMC_jump_covar_prefilter',
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filtered_vars, filter_step_ahead = [1,2,4],
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filtered_vars, filter_step_ahead = [1,2,4],
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@ -3,7 +3,7 @@
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addpath('..');
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addpath('..');
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generate_trend_stationary_AR1;
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generate_trend_stationary_AR1;
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estimation(order=1,datafile='Exp_AR1_trend_data_with_constant',mh_replic=2000,
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estimation(order=1,datafile='Exp_AR1_trend_data_with_constant',mh_replic=400,
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mode_compute=4,first_obs=1,loglinear,diffuse_filter,smoother,forecast=100,prefilter=0,
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mode_compute=4,first_obs=1,loglinear,diffuse_filter,smoother,forecast=100,prefilter=0,
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mcmc_jumping_covariance='MCMC_jump_covar',
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mcmc_jumping_covariance='MCMC_jump_covar',
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filtered_vars, filter_step_ahead = [1,2,4],
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filtered_vars, filter_step_ahead = [1,2,4],
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@ -3,7 +3,7 @@
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addpath('..');
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addpath('..');
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generate_trend_stationary_AR1;
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generate_trend_stationary_AR1;
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estimation(order=1,datafile='Exp_AR1_trend_data_with_constant',mh_replic=2000,
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estimation(order=1,datafile='Exp_AR1_trend_data_with_constant',mh_replic=400,
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mode_compute=4,first_obs=1,loglinear,smoother,forecast=100,prefilter=1,
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mode_compute=4,first_obs=1,loglinear,smoother,forecast=100,prefilter=1,
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mcmc_jumping_covariance='MCMC_jump_covar_prefilter',
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mcmc_jumping_covariance='MCMC_jump_covar_prefilter',
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filtered_vars, filter_step_ahead = [1,2,4],
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filtered_vars, filter_step_ahead = [1,2,4],
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@ -3,7 +3,7 @@
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addpath('..');
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addpath('..');
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generate_trend_stationary_AR1;
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generate_trend_stationary_AR1;
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estimation(order=1,datafile='AR1_trend_data_with_constant',mh_replic=2000,
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estimation(order=1,datafile='AR1_trend_data_with_constant',mh_replic=400,
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mode_compute=4,first_obs=1,smoother,mh_nblocks=1,mh_jscale=0.3,
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mode_compute=4,first_obs=1,smoother,mh_nblocks=1,mh_jscale=0.3,
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filtered_vars, filter_step_ahead = [1,2,4],
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filtered_vars, filter_step_ahead = [1,2,4],
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mcmc_jumping_covariance='MCMC_jump_covar',forecast=100,prefilter=0) P_obs Y_obs junk2;
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mcmc_jumping_covariance='MCMC_jump_covar',forecast=100,prefilter=0) P_obs Y_obs junk2;
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@ -4,7 +4,7 @@ addpath('..');
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generate_trend_stationary_AR1;
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generate_trend_stationary_AR1;
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estimation(order=1,datafile='AR1_trend_data_with_constant',
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estimation(order=1,datafile='AR1_trend_data_with_constant',
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mh_replic=2000,mode_compute=4,first_obs=1000,smoother,forecast=100,prefilter=0,
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mh_replic=400,mode_compute=4,first_obs=1000,smoother,forecast=100,prefilter=0,
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mcmc_jumping_covariance='MCMC_jump_covar',
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mcmc_jumping_covariance='MCMC_jump_covar',
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filtered_vars, filter_step_ahead = [1,2,4],
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filtered_vars, filter_step_ahead = [1,2,4],
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mh_nblocks=1,mh_jscale=0.3) P_obs Y_obs junk2;
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mh_nblocks=1,mh_jscale=0.3) P_obs Y_obs junk2;
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@ -3,7 +3,7 @@
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addpath('..');
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addpath('..');
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generate_trend_stationary_AR1;
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generate_trend_stationary_AR1;
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estimation(order=1,datafile='AR1_trend_data_with_constant',mh_replic=2000,mode_compute=4,
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estimation(order=1,datafile='AR1_trend_data_with_constant',mh_replic=400,mode_compute=4,
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first_obs=1,smoother,prefilter=1,
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first_obs=1,smoother,prefilter=1,
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mh_nblocks=1,mh_jscale=1e-4,
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mh_nblocks=1,mh_jscale=1e-4,
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filtered_vars, filter_step_ahead = [1,2,4],
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filtered_vars, filter_step_ahead = [1,2,4],
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@ -3,7 +3,7 @@
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addpath('..');
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addpath('..');
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generate_trend_stationary_AR1;
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generate_trend_stationary_AR1;
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estimation(order=1,datafile='AR1_trend_data_with_constant',mh_replic=2000,mode_compute=4,
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estimation(order=1,datafile='AR1_trend_data_with_constant',mh_replic=400,mode_compute=4,
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first_obs=1000,smoother,prefilter=1,
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first_obs=1000,smoother,prefilter=1,
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mh_nblocks=1,mh_jscale=1e-4,
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mh_nblocks=1,mh_jscale=1e-4,
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filtered_vars, filter_step_ahead = [1,2,4],
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filtered_vars, filter_step_ahead = [1,2,4],
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@ -31,17 +31,17 @@ if max(abs(squeeze(oo_.FilteredVariablesKStepAhead(1,1,2:end-(options_.nk-1)))-o
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error('FilteredVariablesKStepAhead is wrong')
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error('FilteredVariablesKStepAhead is wrong')
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end
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end
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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
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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
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error('Mean Point Forecasts do not match')
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error('Mean Point Forecasts do not match')
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end
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end
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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
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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
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error('Median Point Forecasts do not match')
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error('Median Point Forecasts do not match')
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end
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end
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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
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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
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error('Mean Mean Forecasts do not match')
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error('Mean Mean Forecasts do not match')
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end
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end
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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
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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
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error('Median Mean Forecasts do not match')
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error('Median Mean Forecasts do not match')
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end
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end
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