From c9d3db7db262782d952605814646daaacc82bcfc Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Lupi=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Wed, 15 Jun 2016 14:19:43 +0200
Subject: [PATCH] Changed optimization algorithm in integration test.

mode_compute=9 fails to find a mode with a positive definite hessian
matrix, swithed to mode_compute=8 (Dynare's implementation of the
simplex algorithm).
---
 tests/TeX/fs2000_corr_ME.mod | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/tests/TeX/fs2000_corr_ME.mod b/tests/TeX/fs2000_corr_ME.mod
index bd83283690..1be3270db9 100644
--- a/tests/TeX/fs2000_corr_ME.mod
+++ b/tests/TeX/fs2000_corr_ME.mod
@@ -160,7 +160,7 @@ stderr gy_obs, inv_gamma_pdf, 0.001, inf;
 corr gp_obs, gy_obs,normal_pdf, 0, 0.2;
 end;
 
-estimation(mode_compute=9,order=1,datafile='../fs2000/fsdat_simul',mode_check,smoother,filter_decomposition,mh_replic=4000, mh_nblocks=1, mh_jscale=0.8,forecast = 8,bayesian_irf,filtered_vars,filter_step_ahead=[1,3],irf=20,moments_varendo,contemporaneous_correlation,conditional_variance_decomposition=[1 2 4]) m P c e W R k d y;
+estimation(mode_compute=8,order=1,datafile='../fs2000/fsdat_simul',mode_check,smoother,filter_decomposition,mh_replic=4000, mh_nblocks=1, mh_jscale=0.8,forecast = 8,bayesian_irf,filtered_vars,filter_step_ahead=[1,3],irf=20,moments_varendo,contemporaneous_correlation,conditional_variance_decomposition=[1 2 4]) m P c e W R k d y;
 
 trace_plot(options_,M_,estim_params_,'PosteriorDensity',1);
 trace_plot(options_,M_,estim_params_,'StructuralShock',1,'eps_a')
-- 
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