diff --git a/matlab/ols/pooled_ols.m b/matlab/ols/pooled_ols.m
index 3785bc25d7a6af37788698c5c103261deaa79f1a..7149e41c25ad22d80b0191debc2beef84cd49aab 100644
--- a/matlab/ols/pooled_ols.m
+++ b/matlab/ols/pooled_ols.m
@@ -76,8 +76,8 @@ else
end
st = dbstack(1);
-if isoctave
- % Workaround for bug in Octave 6, see https://savannah.gnu.org/bugs/?60531
+if isoctave && octave_ver_less_than('6.3.0')
+ % Workaround for https://savannah.gnu.org/bugs/?60531, fixed in 6.3.0
st = st(2:end);
end
if ~isempty(st) && strcmp(st(1).name, 'pooled_fgls')
diff --git a/matlab/ols/sur.m b/matlab/ols/sur.m
index 78b573abb026079a9e53570d048fab0f070c0c97..9dc92e4c5bc774d81d7ff33d0da004453b4d44ff 100644
--- a/matlab/ols/sur.m
+++ b/matlab/ols/sur.m
@@ -121,8 +121,8 @@ end
%
st = dbstack(1);
-if isoctave
- % Workaround for bug in Octave 6, see https://savannah.gnu.org/bugs/?60531
+if isoctave && octave_ver_less_than('6.3.0')
+ % Workaround for https://savannah.gnu.org/bugs/?60531, fixed in 6.3.0
st = st(2:end);
end
if ~isempty(st) && strcmp(st(1).name, 'surgibbs')
diff --git a/tests/ecb/SUR/panel_var_diff_NB_simulation_test.mod b/tests/ecb/SUR/panel_var_diff_NB_simulation_test.mod
index e5a1f85ee6bd34a813864e1a42f620f5294693ea..ce265aa47b7325b107b693566523de250ea5c375 100644
--- a/tests/ecb/SUR/panel_var_diff_NB_simulation_test.mod
+++ b/tests/ecb/SUR/panel_var_diff_NB_simulation_test.mod
@@ -182,33 +182,61 @@ if NSIMS > 1
error(['sum(abs(mean(BETA)'' - calibrated_values)) ' num2str(sum(abs(mean(BETA)' - calibrated_values)))]);
end
else
- good = [-0.826686196809409
- -0.346753563700393
- 0.063013991583949
- 0.074802596658698
- -0.017440119721953
- -0.127090614348862
- 0.025293280404460
- 0.524290302468866
- -0.117611206771440
- -0.027776224547132
- -0.156590828735908
- 0.054039707976331
- 0.276257666502046
- 1.000417289621684
- 0.999336865129450
- -0.803258152338916
- -0.309594948488168
- 0.051602756230521
- 0.039275481081030
- 0.024897596371662
- -0.096310133845385
- -0.022630284059365
- 0.461683465196454
- -0.110278113383114
- 1.000000000000000];
+ if isoctave
+ good = [-8.352553221721005e-01
+ -3.197321434625048e-01
+ 1.833371158471533e-02
+ 5.535617069191032e-02
+ 1.561983042003726e-02
+ -8.993909626264719e-02
+ 1.711785670581707e-02
+ 4.757720040796121e-01
+ -8.571091170339767e-02
+ -2.950787496937523e-02
+ -1.364615168219547e-01
+ 3.188305976033711e-03
+ 2.978809614745770e-01
+ 1.000152497234268e+00
+ 1.000581562867493e+00
+ -8.285078166013811e-01
+ -3.282738244438672e-01
+ 1.707491564143498e-02
+ 5.924757545427200e-02
+ 4.811130814635710e-02
+ -1.066481566003144e-01
+ 4.462314484614635e-03
+ 4.862610106651586e-01
+ -7.133910570135164e-02
+ 1.000000000000000e+00];
+ else
+ good = [-0.826686196809409
+ -0.346753563700393
+ 0.063013991583949
+ 0.074802596658698
+ -0.017440119721953
+ -0.127090614348862
+ 0.025293280404460
+ 0.524290302468866
+ -0.117611206771440
+ -0.027776224547132
+ -0.156590828735908
+ 0.054039707976331
+ 0.276257666502046
+ 1.000417289621684
+ 0.999336865129450
+ -0.803258152338916
+ -0.309594948488168
+ 0.051602756230521
+ 0.039275481081030
+ 0.024897596371662
+ -0.096310133845385
+ -0.022630284059365
+ 0.461683465196454
+ -0.110278113383114
+ 1.000000000000000];
+ end
if max(abs(BETA' - good)) > 1e-14
- error(['sum of BETA'' - good was: ' num2str(sum(abs(BETA - good)))]);
+ error(['sum of BETA'' - good was: ' num2str(sum(abs(BETA' - good)))]);
end
return
end
diff --git a/tests/ecb/SUR/panel_var_diff_NB_simulation_zero_eq.mod b/tests/ecb/SUR/panel_var_diff_NB_simulation_zero_eq.mod
index 24667c57019d96e3a1f727d7e1da0b677e45f1fe..e58cec26196afc917cbf36d95ec49ce240536a26 100644
--- a/tests/ecb/SUR/panel_var_diff_NB_simulation_zero_eq.mod
+++ b/tests/ecb/SUR/panel_var_diff_NB_simulation_zero_eq.mod
@@ -181,33 +181,61 @@ if NSIMS > 1
error(['sum(abs(mean(BETA)'' - calibrated_values)) ' num2str(sum(abs(mean(BETA)' - calibrated_values)))]);
end
else
- good = [-0.806260229719792
- -0.354371215026078
- 0.067618717060638
- 0.088053231576354
- -0.057161898696690
- -0.136999143481575
- 0.052047088887385
- 0.524022502978068
- -0.110211572532150
- -0.041415758049800
- -0.162997606880957
- 0.091000830792721
- 0.281196660545012
- 1.000000000000000
- 1.000000000000000
- -0.823354793011220
- -0.337521089381118
- 0.025493177305917
- 0.059513905441361
- 0.016845886773011
- -0.151537340795868
- 0.004832174649536
- 0.430883913061161
- -0.071743697511067
- 1.000000000000000];
+ if isoctave
+ good = [-8.508881335545030e-01
+ -3.179264262251253e-01
+ 1.706077291589632e-02
+ 5.094145179829853e-02
+ 2.872070962130504e-02
+ -7.897668797162463e-02
+ 1.813470896478606e-02
+ 4.750302886967402e-01
+ -1.012751928847461e-01
+ -6.283292307902170e-02
+ -1.545808456642344e-01
+ 1.853656209646514e-02
+ 3.063655024212261e-01
+ 1.000000000000000e+00
+ 1.000000000000000e+00
+ -8.099002474688380e-01
+ -3.261126857285238e-01
+ 1.076547521814692e-02
+ 7.106757398866259e-02
+ 5.150937460065234e-02
+ -8.935904867391903e-02
+ 2.021540487647845e-03
+ 5.175196576194863e-01
+ -8.339003914920010e-02
+ 1.000000000000000e+00];
+ else
+ good = [-0.806260229719792
+ -0.354371215026078
+ 0.067618717060638
+ 0.088053231576354
+ -0.057161898696690
+ -0.136999143481575
+ 0.052047088887385
+ 0.524022502978068
+ -0.110211572532150
+ -0.041415758049800
+ -0.162997606880957
+ 0.091000830792721
+ 0.281196660545012
+ 1.000000000000000
+ 1.000000000000000
+ -0.823354793011220
+ -0.337521089381118
+ 0.025493177305917
+ 0.059513905441361
+ 0.016845886773011
+ -0.151537340795868
+ 0.004832174649536
+ 0.430883913061161
+ -0.071743697511067
+ 1.000000000000000];
+ end
if max(abs(BETA' - good)) > 1e-14
- error(['sum of BETA'' - good was: ' num2str(sum(abs(BETA - good)))]);
+ error(['sum of BETA'' - good was: ' num2str(sum(abs(BETA' - good)))]);
end
return
end
diff --git a/tests/ecb/SUR/sur_noniterative.mod b/tests/ecb/SUR/sur_noniterative.mod
index 35ef510bd4b5f76220f7b0eb1920b54077f91126..6bee2aa794a63ba35a6dcf9c5449a9d33dec8829 100644
--- a/tests/ecb/SUR/sur_noniterative.mod
+++ b/tests/ecb/SUR/sur_noniterative.mod
@@ -182,33 +182,61 @@ if NSIMS > 1
error(['sum(abs(mean(BETA)'' - calibrated_values)) ' num2str(sum(abs(mean(BETA)' - calibrated_values)))]);
end
else
- good = [-0.826686383251952
- -0.346754226737713
- 0.063012625739192
- 0.074803008678581
- -0.017406695286611
- -0.127075466955954
- 0.025273119798253
- 0.524311285013928
- -0.117653504652072
- -0.027795769946178
- -0.156599054434094
- 0.054048691636616
- 0.276250884768198
- 1.000417819589230
- 0.999336022919911
- -0.803262845969268
- -0.309598590696623
- 0.051598925732525
- 0.039275097813797
- 0.024902442384228
- -0.096310332265968
- -0.022625946626029
- 0.461672601960238
- -0.110232456667380
- 1.000000000000000];
+ if isoctave
+ good = [-8.352711907718519e-01
+ -3.197368335063609e-01
+ 1.830685100998439e-02
+ 5.536915629862437e-02
+ 1.566163243855698e-02
+ -8.995230955089947e-02
+ 1.710935092250227e-02
+ 4.757441246761275e-01
+ -8.573675430889326e-02
+ -2.950285276336573e-02
+ -1.364655025289198e-01
+ 3.184886642127426e-03
+ 2.978870523376794e-01
+ 1.000152378474068e+00
+ 1.000581466494965e+00
+ -8.285158207247403e-01
+ -3.282747267443599e-01
+ 1.706204285142614e-02
+ 5.925659983555025e-02
+ 4.809406612246896e-02
+ -1.066459229859625e-01
+ 4.461752530619897e-03
+ 4.861864360463416e-01
+ -7.128754584729166e-02
+ 1.000000000000000e+00];
+ else
+ good = [-0.826686383251952
+ -0.346754226737713
+ 0.063012625739192
+ 0.074803008678581
+ -0.017406695286611
+ -0.127075466955954
+ 0.025273119798253
+ 0.524311285013928
+ -0.117653504652072
+ -0.027795769946178
+ -0.156599054434094
+ 0.054048691636616
+ 0.276250884768198
+ 1.000417819589230
+ 0.999336022919911
+ -0.803262845969268
+ -0.309598590696623
+ 0.051598925732525
+ 0.039275097813797
+ 0.024902442384228
+ -0.096310332265968
+ -0.022625946626029
+ 0.461672601960238
+ -0.110232456667380
+ 1.000000000000000];
+ end
if max(abs(BETA' - good)) > 1e-14
- error(['sum of BETA'' - good was: ' num2str(sum(abs(BETA - good)))]);
+ error(['sum of BETA'' - good was: ' num2str(sum(abs(BETA' - good)))]);
end
return
end
diff --git a/tests/ecb/SUR/sur_params_noniterative.mod b/tests/ecb/SUR/sur_params_noniterative.mod
index e74a293020412cc8531f071d12f94915468fbe4d..c85ffe2e8571db4a3a9f5793538b0f2a2ebc8c19 100644
--- a/tests/ecb/SUR/sur_params_noniterative.mod
+++ b/tests/ecb/SUR/sur_params_noniterative.mod
@@ -181,31 +181,59 @@ if NSIMS > 1
error(['sum(abs(mean(BETA)'' - calibrated_values)) ' num2str(sum(abs(mean(BETA)' - calibrated_values)))]);
end
else
- good = [-0.811559435201128
- -0.323715338568976
- 0.073666282610569
- 0.058397703958446
- 0.018989604697742
- -0.109597659887432
- 0.003766796763203
- 0.510389966839712
- -0.072235928612349
- -0.043850066260836
- -0.153283917138772
- 0.058739144948151
- 0.292121949736756
- 1.000413662363949
- 0.999337514406012
- -0.822375165893149
- -0.323715338568977
- 0.046096335070402
- 0.058397703958446
- 0.018989604697742
- -0.109597659887433
- 0.003766796763203
- 0.480506381923643
- -0.111002148299648
- 1.000000000000000];
+ if isoctave
+ good = [-8.387004799504507e-01
+ -3.237153385689760e-01
+ 1.627623494498021e-02
+ 5.839770395844600e-02
+ 1.898960469774210e-02
+ -1.095976598874320e-01
+ 3.766796763202500e-03
+ 4.616983632734178e-01
+ -7.223592861234940e-02
+ -4.385006626083560e-02
+ -1.532839171387720e-01
+ 5.627557877681382e-03
+ 2.921219497367560e-01
+ 1.000151654801889e+00
+ 1.000581567733505e+00
+ -8.223751658931490e-01
+ -3.237153385689770e-01
+ 1.795374571546572e-02
+ 5.839770395844610e-02
+ 1.898960469774220e-02
+ -1.095976598874330e-01
+ 3.766796763202560e-03
+ 4.805063819236430e-01
+ -5.852923523496190e-02
+ 1.000000000000000e+00];
+ else
+ good = [-0.811559435201128
+ -0.323715338568976
+ 0.073666282610569
+ 0.058397703958446
+ 0.018989604697742
+ -0.109597659887432
+ 0.003766796763203
+ 0.510389966839712
+ -0.072235928612349
+ -0.043850066260836
+ -0.153283917138772
+ 0.058739144948151
+ 0.292121949736756
+ 1.000413662363949
+ 0.999337514406012
+ -0.822375165893149
+ -0.323715338568977
+ 0.046096335070402
+ 0.058397703958446
+ 0.018989604697742
+ -0.109597659887433
+ 0.003766796763203
+ 0.480506381923643
+ -0.111002148299648
+ 1.000000000000000];
+ end
if max(abs(BETA' - good)) > 2e-14
error(['sum of BETA'' - good was: ' num2str(sum(abs(BETA' - good)))]);
end
diff --git a/tests/ecb/pooled_fgls/panel_var_diff_NB_simulation_test.mod b/tests/ecb/pooled_fgls/panel_var_diff_NB_simulation_test.mod
index c36a2a5d4b0c927bf5a8bdf8c6d9c2954d00119a..171f4dc5392f5fd9083d6a6d9951afa8afc02eee 100644
--- a/tests/ecb/pooled_fgls/panel_var_diff_NB_simulation_test.mod
+++ b/tests/ecb/pooled_fgls/panel_var_diff_NB_simulation_test.mod
@@ -194,33 +194,61 @@ if NSIMS > 1
error(['sum(abs(mean(BETA)'' - calibrated_values)) ' num2str(sum(abs(mean(BETA)' - calibrated_values)))]);
end
else
- good = [-0.814463611096955
- -0.327545854281441
- 0.058155751549620
- 0.056956172127541
- 0.004760467203543
- -0.110209140210870
- 0.000873625473015
- 0.492984603730353
- -0.110739844810764
- -0.026953553332579
- -0.155433250333810
- 0.053391289583053
- 0.275361374992940
- 1.000446511792020
- 0.999278815424852
- -0.814463611096955
- -0.327545854281441
- 0.058155751549620
- 0.056956172127541
- 0.004760467203543
- -0.110209140210870
- 0.000873625473015
- 0.492984603730353
- -0.110739844810764
- 0.999278815424852];
+ if isoctave
+ good = [-8.316948155834608e-01
+ -3.234334069775354e-01
+ 1.844389028026164e-02
+ 5.681483820127380e-02
+ 3.240547937543738e-02
+ -9.766788804673115e-02
+ 1.056637137077583e-02
+ 4.833681328497947e-01
+ -7.893398290308180e-02
+ -2.936396277337527e-02
+ -1.362519309595106e-01
+ 3.082943385113618e-03
+ 2.979145726897833e-01
+ 1.000152555627138e+00
+ 1.000546950369327e+00
+ -8.316948155834608e-01
+ -3.234334069775354e-01
+ 1.844389028026164e-02
+ 5.681483820127380e-02
+ 3.240547937543738e-02
+ -9.766788804673115e-02
+ 1.056637137077583e-02
+ 4.833681328497947e-01
+ -7.893398290308180e-02
+ 1.000546950369327e+00];
+ else
+ good = [-0.814463611096955
+ -0.327545854281441
+ 0.058155751549620
+ 0.056956172127541
+ 0.004760467203543
+ -0.110209140210870
+ 0.000873625473015
+ 0.492984603730353
+ -0.110739844810764
+ -0.026953553332579
+ -0.155433250333810
+ 0.053391289583053
+ 0.275361374992940
+ 1.000446511792020
+ 0.999278815424852
+ -0.814463611096955
+ -0.327545854281441
+ 0.058155751549620
+ 0.056956172127541
+ 0.004760467203543
+ -0.110209140210870
+ 0.000873625473015
+ 0.492984603730353
+ -0.110739844810764
+ 0.999278815424852];
+ end
if max(abs(BETA' - good)) > 1e-14
- error(['sum of BETA'' - good was: ' num2str(sum(abs(BETA - good)))]);
+ error(['sum of BETA'' - good was: ' num2str(sum(abs(BETA' - good)))]);
end
return
end
diff --git a/tests/ecb/pooled_fgls/test_param_names.mod b/tests/ecb/pooled_fgls/test_param_names.mod
index cc76ee1497cc69c75017e4cf7596592579a495b5..d6793407b44bb46f2f127947631de9b0a3417db5 100644
--- a/tests/ecb/pooled_fgls/test_param_names.mod
+++ b/tests/ecb/pooled_fgls/test_param_names.mod
@@ -199,33 +199,61 @@ if NSIMS > 1
error(['sum(abs(mean(BETA)'' - calibrated_values)) ' num2str(sum(abs(mean(BETA)' - calibrated_values)))]);
end
else
- good = [-0.814720065821038
- -0.327476517170325
- 0.058494818795786
- 0.057190907485572
- 0.018989604697742
- -0.109597659887432
- 0.003766796763203
- 0.480506381923644
- -0.072235928612349
- -0.043850066260836
- -0.153283917138772
- 0.032874498377282
- 0.292121949736756
- 1.000000000000000
- 1.000000000000000
- -0.814720065821038
- -0.327476517170325
- 0.058494818795786
- 0.057190907485572
- 0.018989604697742
- -0.109597659887433
- 0.003766796763203
- 0.480506381923643
- -0.072235928612349
- 0.999222744717732];
+ if isoctave
+ good = [-8.310501956997751e-01
+ -3.225294235017088e-01
+ 1.865216033306362e-02
+ 5.663863653611149e-02
+ 1.898960469774210e-02
+ -1.095976598874320e-01
+ 3.766796763202500e-03
+ 4.805063819236440e-01
+ -7.223592861234940e-02
+ -4.385006626083560e-02
+ -1.532839171387720e-01
+ 3.287449837728250e-02
+ 2.921219497367560e-01
+ 1.000000000000000e+00
+ 1.000000000000000e+00
+ -8.310501956997751e-01
+ -3.225294235017088e-01
+ 1.865216033306362e-02
+ 5.663863653611149e-02
+ 1.898960469774220e-02
+ -1.095976598874330e-01
+ 3.766796763202560e-03
+ 4.805063819236430e-01
+ -7.223592861234940e-02
+ 9.987547807197997e-01];
+ else
+ good = [-0.814720065821038
+ -0.327476517170325
+ 0.058494818795786
+ 0.057190907485572
+ 0.018989604697742
+ -0.109597659887432
+ 0.003766796763203
+ 0.480506381923644
+ -0.072235928612349
+ -0.043850066260836
+ -0.153283917138772
+ 0.032874498377282
+ 0.292121949736756
+ 1.000000000000000
+ 1.000000000000000
+ -0.814720065821038
+ -0.327476517170325
+ 0.058494818795786
+ 0.057190907485572
+ 0.018989604697742
+ -0.109597659887433
+ 0.003766796763203
+ 0.480506381923643
+ -0.072235928612349
+ 0.999222744717732];
+ end
if max(abs(BETA' - good)) > 1e-14
- error(['sum of BETA'' - good was: ' num2str(sum(abs(BETA - good)))]);
+ error(['sum of BETA'' - good was: ' num2str(sum(abs(BETA' - good)))]);
end
return
end
diff --git a/tests/ecb/pooled_ols/panel_var_diff_NB_simulation_test.mod b/tests/ecb/pooled_ols/panel_var_diff_NB_simulation_test.mod
index bed845401f72ac559088a38c88e48ea2601c821c..812b7dddfcc44f4300987dade1cfdd9392f24ffa 100644
--- a/tests/ecb/pooled_ols/panel_var_diff_NB_simulation_test.mod
+++ b/tests/ecb/pooled_ols/panel_var_diff_NB_simulation_test.mod
@@ -194,33 +194,61 @@ if NSIMS > 1
error(['sum(abs(mean(BETA)'' - calibrated_values)) ' num2str(sum(abs(mean(BETA)' - calibrated_values)))]);
end
else
- good = [-0.814685080218300
- -0.327809964140588
- 0.058359966460475
- 0.056151094599907
- 0.004707755717058
- -0.110288651670160
- 0.000910770641800
- 0.494342669441397
- -0.109455922483561
- -0.029329632163194
- -0.157236653586389
- 0.054467548349538
- 0.275969658826900
- 1.000451016087141
- 0.999236021952814
- -0.814685080218300
- -0.327809964140588
- 0.058359966460475
- 0.056151094599907
- 0.004707755717058
- -0.110288651670160
- 0.000910770641800
- 0.494342669441397
- -0.109455922483561
- 0.999236021952814];
+ if isoctave
+ good = [-8.326280521072452e-01
+ -3.245092907529956e-01
+ 1.559933898700820e-02
+ 5.713420837713284e-02
+ 3.388617725743132e-02
+ -9.835803574929934e-02
+ 1.037828626390050e-02
+ 4.790835066516009e-01
+ -7.694420195196504e-02
+ -2.922379636988930e-02
+ -1.371982891499323e-01
+ 2.777450595768412e-03
+ 2.974861843569638e-01
+ 1.000142844833019e+00
+ 1.000541015648813e+00
+ -8.326280521072452e-01
+ -3.245092907529956e-01
+ 1.559933898700820e-02
+ 5.713420837713284e-02
+ 3.388617725743132e-02
+ -9.835803574929934e-02
+ 1.037828626390050e-02
+ 4.790835066516009e-01
+ -7.694420195196504e-02
+ 1.000541015648813e+00];
+ else
+ good = [-0.814685080218300
+ -0.327809964140588
+ 0.058359966460475
+ 0.056151094599907
+ 0.004707755717058
+ -0.110288651670160
+ 0.000910770641800
+ 0.494342669441397
+ -0.109455922483561
+ -0.029329632163194
+ -0.157236653586389
+ 0.054467548349538
+ 0.275969658826900
+ 1.000451016087141
+ 0.999236021952814
+ -0.814685080218300
+ -0.327809964140588
+ 0.058359966460475
+ 0.056151094599907
+ 0.004707755717058
+ -0.110288651670160
+ 0.000910770641800
+ 0.494342669441397
+ -0.109455922483561
+ 0.999236021952814];
+ end
if max(abs(BETA' - good)) > 1e-14
- error(['sum of BETA'' - good was: ' num2str(sum(abs(BETA - good)))]);
+ error(['sum of BETA'' - good was: ' num2str(sum(abs(BETA' - good)))]);
end
return
end
diff --git a/tests/ecb/pooled_ols/test_param_names.mod b/tests/ecb/pooled_ols/test_param_names.mod
index fad39e7e5deb22d762eabe069013fc9246ab82ba..510a485998c26f8da57ccf83e7b2e9f3b3b9211f 100644
--- a/tests/ecb/pooled_ols/test_param_names.mod
+++ b/tests/ecb/pooled_ols/test_param_names.mod
@@ -199,33 +199,61 @@ if NSIMS > 1
error(['sum(abs(mean(BETA)'' - calibrated_values)) ' num2str(sum(abs(mean(BETA)' - calibrated_values)))]);
end
else
- good = [-0.814685080218300
- -0.327809964140588
- 0.058359966460474
- 0.056151094599907
- 0.018989604697742
- -0.109597659887432
- 0.003766796763203
- 0.480506381923644
- -0.072235928612349
- -0.043850066260836
- -0.153283917138772
- 0.032874498377282
- 0.292121949736756
- 1.000000000000000
- 1.000000000000000
- -0.814685080218300
- -0.327809964140588
- 0.058359966460474
- 0.056151094599907
- 0.018989604697742
- -0.109597659887433
- 0.003766796763203
- 0.480506381923643
- -0.072235928612349
- 0.999158727555345];
+ if isoctave
+ good = [-8.326280521072453e-01
+ -3.245092907529958e-01
+ 1.559933898700814e-02
+ 5.713420837713350e-02
+ 1.898960469774210e-02
+ -1.095976598874320e-01
+ 3.766796763202500e-03
+ 4.805063819236440e-01
+ -7.223592861234940e-02
+ -4.385006626083560e-02
+ -1.532839171387720e-01
+ 3.287449837728250e-02
+ 2.921219497367560e-01
+ 1.000000000000000e+00
+ 1.000000000000000e+00
+ -8.326280521072453e-01
+ -3.245092907529958e-01
+ 1.559933898700814e-02
+ 5.713420837713350e-02
+ 1.898960469774220e-02
+ -1.095976598874330e-01
+ 3.766796763202560e-03
+ 4.805063819236430e-01
+ -7.223592861234940e-02
+ 9.990194453441936e-01];
+ else
+ good = [-0.814685080218300
+ -0.327809964140588
+ 0.058359966460474
+ 0.056151094599907
+ 0.018989604697742
+ -0.109597659887432
+ 0.003766796763203
+ 0.480506381923644
+ -0.072235928612349
+ -0.043850066260836
+ -0.153283917138772
+ 0.032874498377282
+ 0.292121949736756
+ 1.000000000000000
+ 1.000000000000000
+ -0.814685080218300
+ -0.327809964140588
+ 0.058359966460474
+ 0.056151094599907
+ 0.018989604697742
+ -0.109597659887433
+ 0.003766796763203
+ 0.480506381923643
+ -0.072235928612349
+ 0.999158727555345];
+ end
if max(abs(BETA' - good)) > 1e-14
- error(['sum of BETA'' - good was: ' num2str(sum(abs(BETA - good)))]);
+ error(['sum of BETA'' - good was: ' num2str(sum(abs(BETA' - good)))]);
end
return
end
diff --git a/tests/estimation/univariate/ols/mc-ols.inc b/tests/estimation/univariate/ols/mc-ols.inc
index 9d5977c98e2ee2d06ae02ee6c857421d2a90316a..ce9c639d4574bd66701105c3a20b9ce552ceb54b 100644
--- a/tests/estimation/univariate/ols/mc-ols.inc
+++ b/tests/estimation/univariate/ols/mc-ols.inc
@@ -49,36 +49,81 @@ verbatim;
error('There is probably an error in the OLS routine.')
end
else
+ % NB: estimation results depend on the sequence of generated random
+ % numbers, hence we need to hardcode different results between MATLAB
+ % and Octave
if strcmp(M_.fname, 'ols_base')
- good = [0.025487074270635
- -0.126705792250240
- 0.002639663639062
- 0.486913131141265
- -0.027702100375691];
+ if isoctave
+ good = [2.509401520579608e-02
+ -1.212468793686628e-01
+ 2.983003417202038e-02
+ 4.645373135672548e-01
+ -6.312448906643650e-02];
+ else
+ good = [0.025487074270635
+ -0.126705792250240
+ 0.002639663639062
+ 0.486913131141265
+ -0.027702100375691];
+ end
elseif strcmp(M_.fname, 'ols_param_names')
- good = [-0.125265361034515
- 0.497003481797959];
+ if isoctave
+ good = [-0.125307512725951
+ 0.465364467369817];
+ else
+ good = [-0.125265361034515
+ 0.497003481797959];
+ end
elseif strcmp(M_.fname, 'ols_date_range')
- good = [0.468607715487806
- -0.011224442004140
- 0.033681224841824
- -0.126743281213504];
+ if isoctave
+ good = [4.775810440061960e-01
+ 2.096533656963026e-02
+ 3.264889547460539e-02
+ -1.167420901882959e-01];
+ else
+ good = [0.468607715487806
+ -0.011224442004140
+ 0.033681224841824
+ -0.126743281213504];
+ end
elseif strcmp(M_.fname, 'ols_wc_1')
- good = [0.466534186307255
- -0.010596174928406
- 0.035098464382347
- -0.126502172176703];
+ if isoctave
+ good = [4.778519485900916e-01
+ 2.028231364527827e-02
+ 3.186766890724485e-02
+ -1.173897445629599e-01];
+ else
+ good = [0.466534186307255
+ -0.010596174928406
+ 0.035098464382347
+ -0.126502172176703];
+ end
elseif strcmp(M_.fname, 'ols_wc_2')
- good = [0.485802603276717
- 0.002660854661647
- 0.025434782170432
- -0.126939890810119
- 0.043688440124315];
+ if isoctave
+ good = [4.679679703340907e-01
+ 2.987618894535485e-02
+ 2.503849196608867e-02
+ -1.206391201296474e-01
+ 3.435379133407408e-02];
+ else
+ good = [0.485802603276717
+ 0.002660854661647
+ 0.025434782170432
+ -0.126939890810119
+ 0.043688440124315];
+ end
elseif strcmp(M_.fname, 'ols_wc_3')
- good = [0.490636551206316
- 0.014209413280418
- 0.028534044956486
- -0.094387460262917];
+ if isoctave
+ good = [4.766230170524117e-01
+ 2.500479091401997e-02
+ 2.333265887171398e-02
+ -9.913848386063488e-02];
+ else
+ good = [0.490636551206316
+ 0.014209413280418
+ 0.028534044956486
+ -0.094387460262917];
+ end
end
if max(abs(good-Beta(:,pid)'))>1e-2
error('There is probably an error in the OLS routine.')
diff --git a/tests/histval_initval_file_unit_tests.m b/tests/histval_initval_file_unit_tests.m
index 183ce12081cfca2b0e5ac5e3995353621e9859fd..34f558b6b39e8cf99b7c142665cde412020ecf2c 100644
--- a/tests/histval_initval_file_unit_tests.m
+++ b/tests/histval_initval_file_unit_tests.m
@@ -148,6 +148,11 @@ fprintf(fh, '%f ', y);
fprintf(fh, '];\n');
fclose(fh);
+if isoctave
+ % To ensure that Octave sees the newly-created data.m script
+ rehash
+end
+
M.endo_nbr = 1;
M.orig_endo_nbr = 1;
M.endo_names = {'y'};