From 8987576ff5e225550bcae7b3b0653a93d3f254bb Mon Sep 17 00:00:00 2001
From: Willi Mutschler <willi@mutschler.eu>
Date: Wed, 20 Dec 2023 01:40:40 +0100
Subject: [PATCH] irf_matching: make test files finish faster
---
tests/estimation/method_of_moments/CET/cet_imh.mod | 2 +-
.../estimation/method_of_moments/CET/cet_model.inc | 2 ++
.../estimation/method_of_moments/CET/cet_rwmh.mod | 14 +++++++-------
.../estimation/method_of_moments/CET/cet_slice.mod | 12 +++++++-----
.../estimation/method_of_moments/CET/cet_tarb.mod | 9 +++++----
5 files changed, 22 insertions(+), 17 deletions(-)
diff --git a/tests/estimation/method_of_moments/CET/cet_imh.mod b/tests/estimation/method_of_moments/CET/cet_imh.mod
index 31897499c5..44d91a7ee3 100644
--- a/tests/estimation/method_of_moments/CET/cet_imh.mod
+++ b/tests/estimation/method_of_moments/CET/cet_imh.mod
@@ -1,7 +1,7 @@
% -------------------------------------------------------------------------
% Functionality testing of Bayesian IRF matching with
% - independent Metropolis-Hastings
-% - >1 MCMC chains
+% - more than one MCMC chains
% -------------------------------------------------------------------------
% Copyright © 2023 Dynare Team
diff --git a/tests/estimation/method_of_moments/CET/cet_model.inc b/tests/estimation/method_of_moments/CET/cet_model.inc
index 07dacf507e..678d6fe070 100644
--- a/tests/estimation/method_of_moments/CET/cet_model.inc
+++ b/tests/estimation/method_of_moments/CET/cet_model.inc
@@ -726,6 +726,7 @@ ry , 0.01, , , gamma_pdf , 0.10, 0.050;
b , , , , beta_pdf , 0.50, 0.150;
sigmaa , , , , gamma_pdf , 0.50, 0.300;
Spp , , , , gamma_pdf , 8.00, 2.000;
+@#ifndef LESSPARAMS
alfa , , , , beta_pdf , 0.33, 0.025;
thetaG , 0.10, , , beta_pdf , 0.50, 0.200;
deltapercent , , , , gamma_pdf , 0.50, 0.400;
@@ -737,6 +738,7 @@ sig_epsR , , , , gamma_pdf , 0.65, 0.050;
sig_muz , , , , gamma_pdf , 0.10, 0.050;
sig_mupsi , , , , gamma_pdf , 0.10, 0.050;
rhomupsi , , , , beta_pdf , 0.75, 0.100;
+@#endif
end;
@#endif
diff --git a/tests/estimation/method_of_moments/CET/cet_rwmh.mod b/tests/estimation/method_of_moments/CET/cet_rwmh.mod
index 785be68008..870d12b628 100644
--- a/tests/estimation/method_of_moments/CET/cet_rwmh.mod
+++ b/tests/estimation/method_of_moments/CET/cet_rwmh.mod
@@ -22,7 +22,7 @@
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
-
+@#define LESSPARAMS=1
@#include "cet_model.inc"
options_.prior_interval= 0.95;
@@ -93,10 +93,10 @@ method_of_moments(mom_method = irf_matching
, mode_file = cet_original_mode
%, nobs
%, no_posterior_kernel_density
-%, nodiagnostic
-%, nodisplay
-%, nograph
-%, noprint
+, nodiagnostic
+, nodisplay
+, nograph
+, noprint
%, optim
%, order
%, penalized_estimator
@@ -178,7 +178,7 @@ method_of_moments(mom_method = irf_matching
, mh_drop = 0.5
, mh_jscale = 0.5
, mh_nblocks = 1
-, mh_replic=2000
+, mh_replic=200
, mode_compute = 0
, mode_file = 'cet_rwmh_results_1/method_of_moments/cet_rwmh_mode'
, plot_priors = 0
@@ -207,7 +207,7 @@ method_of_moments(mom_method = irf_matching
, mh_drop = 0.5
, mh_jscale = 0.5
, mh_nblocks = 1
-, mh_replic=600
+, mh_replic=60
, mode_compute = 0
, plot_priors = 0
, posterior_sampling_method = 'random_walk_metropolis_hastings'
diff --git a/tests/estimation/method_of_moments/CET/cet_slice.mod b/tests/estimation/method_of_moments/CET/cet_slice.mod
index db8d71cae8..27a5652fce 100644
--- a/tests/estimation/method_of_moments/CET/cet_slice.mod
+++ b/tests/estimation/method_of_moments/CET/cet_slice.mod
@@ -22,7 +22,7 @@
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
-
+@#define LESSPARAMS=1
@#include "cet_model.inc"
options_.prior_interval= 0.95;
@@ -79,7 +79,7 @@ method_of_moments(mom_method = irf_matching
, mh_nblocks = 1
%, mh_posterior_mode_estimation
%, mh_recover
-, mh_replic=80
+, mh_replic=40 % too few draws yield error due to non positive definite covariance in the following estimations
%, mh_tune_guess = 0.5
%, mh_tune_jscale = 0.33
%, mom_burnin
@@ -95,7 +95,7 @@ method_of_moments(mom_method = irf_matching
%, no_posterior_kernel_density
%, nodiagnostic
%, nodisplay
-%, nograph
+, nograph
%, noprint
%, optim
%, order
@@ -173,8 +173,9 @@ close all;
method_of_moments(mom_method = irf_matching
, irf_matching_file = cet_irf_matching_file
, mh_nblocks = 1
-, mh_replic=20
+, mh_replic=10
, plot_priors = 0
+, nograph
, load_mh_file
, posterior_sampling_method = 'slice'
, posterior_sampler_options = ('rotated',1
@@ -194,8 +195,9 @@ close all;
method_of_moments(mom_method = irf_matching
, irf_matching_file = cet_irf_matching_file
, mh_nblocks = 1
-, mh_replic=20
+, mh_replic=10
, plot_priors = 0
+, nograph
, mode_compute = 1
, posterior_sampling_method = 'slice'
, posterior_sampler_options = ('rotated',1
diff --git a/tests/estimation/method_of_moments/CET/cet_tarb.mod b/tests/estimation/method_of_moments/CET/cet_tarb.mod
index ff5023ba92..f7af30dee1 100644
--- a/tests/estimation/method_of_moments/CET/cet_tarb.mod
+++ b/tests/estimation/method_of_moments/CET/cet_tarb.mod
@@ -20,7 +20,7 @@
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
-
+@#define LESSPARAMS=1
@#include "cet_model.inc"
options_.prior_interval= 0.95;
@@ -74,7 +74,7 @@ method_of_moments(mom_method = irf_matching
, mh_nblocks = 1
%, mh_posterior_mode_estimation
%, mh_recover
-, mh_replic=25
+, mh_replic=5
%, mh_tune_guess = 0.5
%, mh_tune_jscale = 0.33
%, mom_burnin
@@ -84,13 +84,13 @@ method_of_moments(mom_method = irf_matching
%, mode_check_neighbourhood_size
%, mode_check_number_of_points
%, mode_check_symmetric_plots = 0
-, mode_compute = 1
+, mode_compute = 0
, mode_file = cet_original_mode
%, nobs
%, no_posterior_kernel_density
%, nodiagnostic
%, nodisplay
-%, nograph
+, nograph
%, noprint
%, optim
%, order
@@ -172,6 +172,7 @@ method_of_moments(mom_method = irf_matching
, mode_compute = 4
, mode_file = 'cet_tarb_results/method_of_moments/cet_tarb_mh_mode'
, plot_priors = 0
+, nograph
);
%%%%%%%%%%%
--
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