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change tol on method of moments
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test/test_standalone_function.jl

Lines changed: 4 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -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)
295+
@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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302-
@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)
302+
@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)
@@ -315,7 +315,7 @@ end
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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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318-
@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)
318+
@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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@@ -332,7 +332,7 @@ end
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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]])
335-
sol.minimizer[3]],[[1.45],[.2],.02],rtol = 1e-6)
335+
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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