@@ -292,14 +292,14 @@ end
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[0 ], [1 ], [.16 ],
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Optim. Fminbox (Optim. LBFGS (linesearch = LineSearches. BackTracking (order = 3 ))); autodiff = :forward )
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- @test isapprox (get_statistics (RBC_CME, sol. minimizer, parameters = [RBC_CME. parameters[1 ]], standard_deviation = [RBC_CME. var[5 ]])[1 ] ,[.21 ], rtol = 1e-6 )
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+ @test isapprox (get_statistics (RBC_CME, sol. minimizer, parameters = [RBC_CME. parameters[1 ]], standard_deviation = [RBC_CME. var[5 ]])[1 ] ,[.21 ], atol = 1e-6 )
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# multiple parameter inputs and targets
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sol = Optim. optimize (x -> sum (abs2,get_statistics (RBC_CME, x, parameters = RBC_CME. parameters[1 : 2 ], standard_deviation = RBC_CME. var[[2 ,5 ]])[1 ] - [.0008 ,.21 ]),
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[0 ,0 ], [1 ,1 ], [.006 ,.16 ],
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Optim. Fminbox (Optim. LBFGS (linesearch = LineSearches. BackTracking (order = 3 ))); autodiff = :forward )
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- @test isapprox (get_statistics (RBC_CME, sol. minimizer, parameters = RBC_CME. parameters[1 : 2 ], standard_deviation = RBC_CME. var[[2 ,5 ]])[1 ], [.0008 ,.21 ], rtol = 1e-6 )
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+ @test isapprox (get_statistics (RBC_CME, sol. minimizer, parameters = RBC_CME. parameters[1 : 2 ], standard_deviation = RBC_CME. var[[2 ,5 ]])[1 ], [.0008 ,.21 ], atol = 1e-6 )
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# function combining targets for SS and St.Dev.
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function get_variances_optim (x)
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[0 ,0.95 ], [1 ,1 ], [.16 , .999 ],
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Optim. Fminbox (Optim. LBFGS (linesearch = LineSearches. BackTracking (order = 3 ))); autodiff = :forward )
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- @test isapprox (get_statistics (RBC_CME, sol. minimizer, parameters = RBC_CME. parameters[1 : 2 ], non_stochastic_steady_state = [RBC_CME. var[6 ]], standard_deviation = [RBC_CME. var[5 ]]),[[1.45 ],[.2 ]],rtol = 1e-6 )
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+ @test isapprox (get_statistics (RBC_CME, sol. minimizer, parameters = RBC_CME. parameters[1 : 2 ], non_stochastic_steady_state = [RBC_CME. var[6 ]], standard_deviation = [RBC_CME. var[5 ]]),[[1.45 ],[.2 ]],atol = 1e-6 )
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Optim. Fminbox (Optim. LBFGS (linesearch = LineSearches. BackTracking (order = 3 ))); autodiff = :forward )
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@test isapprox ([get_statistics (RBC_CME, sol. minimizer, parameters = RBC_CME. parameters[1 : 3 ], non_stochastic_steady_state = [RBC_CME. var[6 ]], standard_deviation = [RBC_CME. var[5 ]])
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- sol. minimizer[3 ]],[[1.45 ],[.2 ],.02 ],rtol = 1e-6 )
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+ sol. minimizer[3 ]],[[1.45 ],[.2 ],.02 ],atol = 1e-6 )
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end
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RBC_CME = nothing
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