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Changed optimization algorithm in integration test. 

mode_compute=9 fails to find a mode with a positive definite hessian
matrix, swithed to mode_compute=8 (Dynare's implementation of the
simplex algorithm).
time-shift
Stéphane Adjemian (Lupi) 2016-06-15 14:19:43 +02:00
parent 1e7fc89e8d
commit c9d3db7db2
1 changed files with 1 additions and 1 deletions
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2
tests/TeX/fs2000_corr_ME.mod
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@ -160,7 +160,7 @@ stderr gy_obs, inv_gamma_pdf, 0.001, inf;
corr gp_obs, gy_obs,normal_pdf, 0, 0.2;
end;
estimation(mode_compute=9,order=1,datafile='../fs2000/fsdat_simul',mode_check,smoother,filter_decomposition,mh_replic=4000, mh_nblocks=1, mh_jscale=0.8,forecast = 8,bayesian_irf,filtered_vars,filter_step_ahead=[1,3],irf=20,moments_varendo,contemporaneous_correlation,conditional_variance_decomposition=[1 2 4]) m P c e W R k d y;
estimation(mode_compute=8,order=1,datafile='../fs2000/fsdat_simul',mode_check,smoother,filter_decomposition,mh_replic=4000, mh_nblocks=1, mh_jscale=0.8,forecast = 8,bayesian_irf,filtered_vars,filter_step_ahead=[1,3],irf=20,moments_varendo,contemporaneous_correlation,conditional_variance_decomposition=[1 2 4]) m P c e W R k d y;
trace_plot(options_,M_,estim_params_,'PosteriorDensity',1);
trace_plot(options_,M_,estim_params_,'StructuralShock',1,'eps_a')