diff --git a/tests/moments/fs2000_post_moments.mod b/tests/moments/fs2000_post_moments.mod index 561f4d61efeb810a8e617eb9691412239424be22..f97968ca137b1663392da45507cecfa9d80c82e0 100644 --- a/tests/moments/fs2000_post_moments.mod +++ b/tests/moments/fs2000_post_moments.mod @@ -242,11 +242,17 @@ for var_iter_1=1:nvars end end +if isoctave + tol = 2e-3; +else + tol = 1e-8; +end + variance_decomposition_ME=mean(variance_decomposition_ME,3); nvars=length(options_.varobs); for var_iter_1=1:nvars for shock_iter=1:M_.exo_nbr - if max(abs(variance_decomposition_ME(obs_order(var_iter_1),shock_iter)/100-oo_.PosteriorTheoreticalMoments.dsge.VarianceDecompositionME.Mean.(options_.varobs{var_iter_1}).(M_.exo_names{shock_iter})))>1e-8 + if max(abs(variance_decomposition_ME(obs_order(var_iter_1),shock_iter)/100-oo_.PosteriorTheoreticalMoments.dsge.VarianceDecompositionME.Mean.(options_.varobs{var_iter_1}).(M_.exo_names{shock_iter}))) > tol error('Variance decomposition does not match') end end @@ -258,7 +264,7 @@ horizon_size=size(conditional_variance_decomposition,2); for var_iter_1=1:nvars for shock_iter=1:M_.exo_nbr for horizon_iter=1:horizon_size - if max(abs(conditional_variance_decomposition(var_iter_1,horizon_iter,shock_iter)-oo_.PosteriorTheoreticalMoments.dsge.ConditionalVarianceDecomposition.Mean.(M_.endo_names{var_iter_1}).(M_.exo_names{shock_iter})(horizon_iter)))>1e-8 + if max(abs(conditional_variance_decomposition(var_iter_1,horizon_iter,shock_iter)-oo_.PosteriorTheoreticalMoments.dsge.ConditionalVarianceDecomposition.Mean.(M_.endo_names{var_iter_1}).(M_.exo_names{shock_iter})(horizon_iter))) > tol error('Conditional Variance decomposition does not match') end end @@ -272,7 +278,7 @@ horizon_size=size(conditional_variance_decomposition_ME,2); for var_iter_1=1:nvars for shock_iter=1:M_.exo_nbr+1 for horizon_iter=1:horizon_size - if max(abs(conditional_variance_decomposition_ME(obs_order(var_iter_1),horizon_iter,shock_iter)-oo_.PosteriorTheoreticalMoments.dsge.ConditionalVarianceDecompositionME.Mean.(options_.varobs{var_iter_1}).(exo_names{shock_iter})(horizon_iter)))>1e-8 + if max(abs(conditional_variance_decomposition_ME(obs_order(var_iter_1),horizon_iter,shock_iter)-oo_.PosteriorTheoreticalMoments.dsge.ConditionalVarianceDecompositionME.Mean.(options_.varobs{var_iter_1}).(exo_names{shock_iter})(horizon_iter))) > tol error('Conditional Variance decomposition does not match') end end