From 973d0f33c9e2c20bacbd506598a011a97324bac4 Mon Sep 17 00:00:00 2001
From: Houtan Bastani <houtan.bastani@ens.fr>
Date: Fri, 7 Oct 2011 11:18:53 +0200
Subject: [PATCH] MS-SBVAR: add test for repeated calls to ms_* routines

---
 tests/Makefile.am                             |  3 +-
 .../test_ms_variances_repeated_runs.mod       | 61 +++++++++++++++++++
 2 files changed, 63 insertions(+), 1 deletion(-)
 create mode 100644 tests/ms-sbvar/test_ms_variances_repeated_runs.mod

diff --git a/tests/Makefile.am b/tests/Makefile.am
index 1aa801732..fde112570 100644
--- a/tests/Makefile.am
+++ b/tests/Makefile.am
@@ -88,7 +88,8 @@ MODFILES = \
 	ms-sbvar/test_lower_cholesky_nc.mod \
 	ms-sbvar/test_upper_cholesky.mod \
 	ms-sbvar/test_upper_cholesky_nc.mod \
-	ms-sbvar/test_ms_variances.mod
+	ms-sbvar/test_ms_variances.mod \
+	ms-sbvar/test_ms_variances_repeated_runs.mod
 
 EXTRA_DIST = \
 	$(MODFILES) \
diff --git a/tests/ms-sbvar/test_ms_variances_repeated_runs.mod b/tests/ms-sbvar/test_ms_variances_repeated_runs.mod
new file mode 100644
index 000000000..35f64ab84
--- /dev/null
+++ b/tests/ms-sbvar/test_ms_variances_repeated_runs.mod
@@ -0,0 +1,61 @@
+var R Pie Y;
+
+varobs Y Pie R;
+
+svar_identification;
+lower_cholesky;
+end;
+
+markov_switching(chain=1,number_of_states=2,duration=2.5);
+
+svar(variances, chain=1);
+
+set_dynare_seed(5);
+
+
+ms_estimation(datafile=data
+		,freq=4
+		,initial_year=1959
+		,final_year=2005
+		,nlags=4
+		,max_repeated_optimization_runs=1
+		,max_number_of_stages=0
+);
+ms_simulation(mh_replic=1000);
+ms_compute_mdd;
+ms_compute_probabilities;
+ms_irf;
+ms_forecast;
+ms_variance_decomposition;
+
+
+ms_estimation(datafile=data, file_tag=tmv_rr_sr
+		,freq=4
+		,initial_year=1959
+		,final_year=2005
+		,nlags=4
+		,max_repeated_optimization_runs=1
+		,max_number_of_stages=0
+);
+ms_simulation(mh_replic=1000,file_tag=tmv_rr_sr);
+ms_compute_mdd(file_tag=tmv_rr_sr);
+ms_compute_probabilities(file_tag=tmv_rr_sr);
+ms_irf(file_tag=tmv_rr_sr);
+ms_forecast(file_tag=tmv_rr_sr);
+ms_variance_decomposition(file_tag=tmv_rr_sr);
+
+
+ms_estimation(datafile=data, file_tag=tmv_rr_sr, no_create_init
+		,freq=4, output_file_tag=tmv_rr_tr
+		,initial_year=1959
+		,final_year=2005
+		,nlags=4
+		,max_repeated_optimization_runs=1
+		,max_number_of_stages=0
+);
+ms_simulation(mh_replic=1000,file_tag=tmv_rr_tr);
+ms_compute_mdd(file_tag=tmv_rr_tr);
+ms_compute_probabilities(file_tag=tmv_rr_tr);
+ms_irf(file_tag=tmv_rr_tr);
+ms_forecast(file_tag=tmv_rr_tr);
+ms_variance_decomposition(file_tag=tmv_rr_tr);
-- 
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