From 39110b3087cafa69b54624e93b5a8e24dae3aafb Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org> Date: Thu, 27 Sep 2018 15:05:14 +0200 Subject: [PATCH] Test for analytical_derivatives: use mode_compute=9 This optimizer seems more robust accross different hardware (with other optimizers, the algorithm does not converge to a local maximum, e.g. on the runner "lupi"). --- tests/analytic_derivatives/fs2000_analytic_derivation.mod | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/tests/analytic_derivatives/fs2000_analytic_derivation.mod b/tests/analytic_derivatives/fs2000_analytic_derivation.mod index 3e5b74d904..1d514405c6 100644 --- a/tests/analytic_derivatives/fs2000_analytic_derivation.mod +++ b/tests/analytic_derivatives/fs2000_analytic_derivation.mod @@ -81,7 +81,7 @@ varobs gp_obs gy_obs; options_.solve_tolf = 1e-12; -estimation(order=1,mode_compute=5,analytic_derivation,kalman_algo=1,datafile=fsdat_simul,nobs=192,mh_replic=0,mh_nblocks=2,mh_jscale=0.8); +estimation(order=1,mode_compute=9,analytic_derivation,kalman_algo=1,datafile=fsdat_simul,nobs=192,mh_replic=0,mh_nblocks=2,mh_jscale=0.8); estimation(order=1,mode_compute=5,mode_file=fs2000_analytic_derivation_mode,analytic_derivation,kalman_algo=2,datafile=fsdat_simul,nobs=192,mh_replic=0,mh_nblocks=2,mh_jscale=0.8); estimation(order=1,mode_compute=4,mode_file=fs2000_analytic_derivation_mode,analytic_derivation,kalman_algo=1,datafile=fsdat_simul,nobs=192,mh_replic=0,mh_nblocks=2,mh_jscale=0.8); estimation(order=1,mode_compute=4,mode_file=fs2000_analytic_derivation_mode,analytic_derivation,kalman_algo=2,datafile=fsdat_simul,nobs=192,mh_replic=0,mh_nblocks=2,mh_jscale=0.8); -- GitLab