Package evaluation of ScoreDrivenModels on Julia 1.10.8 (92f03a4775*) started at 2025-02-25T11:12:01.464 ################################################################################ # Set-up # Installing PkgEval dependencies (TestEnv)... Set-up completed after 5.31s ################################################################################ # Installation # Installing ScoreDrivenModels... Resolving package versions... Updating `~/.julia/environments/v1.10/Project.toml` [4a87933e] + ScoreDrivenModels v0.2.1 Updating `~/.julia/environments/v1.10/Manifest.toml` [7d9f7c33] + Accessors v0.1.41 [79e6a3ab] + Adapt v4.2.0 [66dad0bd] + AliasTables v1.1.3 [4fba245c] + ArrayInterface v7.18.0 [861a8166] + Combinatorics v1.0.2 [38540f10] + CommonSolve v0.2.4 [bbf7d656] + CommonSubexpressions v0.3.1 [34da2185] + Compat v4.16.0 [a33af91c] + CompositionsBase v0.1.2 [187b0558] + ConstructionBase v1.5.8 [9a962f9c] + DataAPI v1.16.0 [864edb3b] + DataStructures v0.18.20 [163ba53b] + DiffResults v1.1.0 [b552c78f] + DiffRules v1.15.1 [31c24e10] + Distributions v0.25.117 [ffbed154] + DocStringExtensions v0.9.3 [1a297f60] + FillArrays v1.13.0 [6a86dc24] + FiniteDiff v2.27.0 [f6369f11] + ForwardDiff v0.10.38 [34004b35] + HypergeometricFunctions v0.3.27 ⌅ [09f84164] + HypothesisTests v0.10.13 [3587e190] + InverseFunctions v0.1.17 [92d709cd] + IrrationalConstants v0.2.4 [692b3bcd] + JLLWrappers v1.7.0 [d3d80556] + LineSearches v7.3.0 [2ab3a3ac] + LogExpFunctions v0.3.29 [1914dd2f] + MacroTools v0.5.15 [e1d29d7a] + Missings v1.2.0 [d41bc354] + NLSolversBase v7.8.3 [77ba4419] + NaNMath v1.1.2 [429524aa] + Optim v1.11.0 [bac558e1] + OrderedCollections v1.8.0 [90014a1f] + PDMats v0.11.32 [d96e819e] + Parameters v0.12.3 [85a6dd25] + PositiveFactorizations v0.2.4 [aea7be01] + PrecompileTools v1.2.1 [21216c6a] + Preferences v1.4.3 [43287f4e] + PtrArrays v1.3.0 [1fd47b50] + QuadGK v2.11.2 [3cdcf5f2] + RecipesBase v1.3.4 [189a3867] + Reexport v1.2.2 [ae029012] + Requires v1.3.0 ⌅ [79098fc4] + Rmath v0.7.1 [f2b01f46] + Roots v2.2.5 [4a87933e] + ScoreDrivenModels v0.2.1 [efcf1570] + Setfield v1.1.1 [a2af1166] + SortingAlgorithms v1.2.1 [276daf66] + SpecialFunctions v2.5.0 [1e83bf80] + StaticArraysCore v1.4.3 [82ae8749] + StatsAPI v1.7.0 ⌅ [2913bbd2] + StatsBase v0.33.21 [4c63d2b9] + StatsFuns v1.3.2 [3a884ed6] + UnPack v1.0.2 [efe28fd5] + OpenSpecFun_jll v0.5.6+0 ⌅ [f50d1b31] + Rmath_jll v0.4.3+0 [56f22d72] + Artifacts [2a0f44e3] + Base64 [ade2ca70] + Dates [8ba89e20] + Distributed [9fa8497b] + Future [b77e0a4c] + InteractiveUtils [76f85450] + LibGit2 [8f399da3] + Libdl [37e2e46d] + LinearAlgebra [d6f4376e] + Markdown [ca575930] + NetworkOptions v1.2.0 [de0858da] + Printf [9a3f8284] + Random [ea8e919c] + SHA v0.7.0 [9e88b42a] + Serialization [6462fe0b] + Sockets [2f01184e] + SparseArrays v1.10.0 [10745b16] + Statistics v1.10.0 [4607b0f0] + SuiteSparse [fa267f1f] + TOML v1.0.3 [cf7118a7] + UUIDs [4ec0a83e] + Unicode [e66e0078] + CompilerSupportLibraries_jll v1.1.1+0 [e37daf67] + LibGit2_jll v1.6.4+0 [29816b5a] + LibSSH2_jll v1.11.0+1 [c8ffd9c3] + MbedTLS_jll v2.28.2+1 [4536629a] + OpenBLAS_jll v0.3.23+4 [05823500] + OpenLibm_jll v0.8.1+4 [bea87d4a] + SuiteSparse_jll v7.2.1+1 [8e850b90] + libblastrampoline_jll v5.11.0+0 Info Packages marked with ⌅ have new versions available but compatibility constraints restrict them from upgrading. To see why use `status --outdated -m` Installation completed after 7.9s ################################################################################ # Precompilation # Precompiling PkgEval dependencies... Precompiling package dependencies... Precompilation completed after 26.88s ################################################################################ # Testing # Testing ScoreDrivenModels Status `/tmp/jl_k0gAWo/Project.toml` [8bb1440f] DelimitedFiles v1.9.1 [31c24e10] Distributions v0.25.117 ⌅ [09f84164] HypothesisTests v0.10.13 [429524aa] Optim v1.11.0 [3cdcf5f2] RecipesBase v1.3.4 [4a87933e] ScoreDrivenModels v0.2.1 [276daf66] SpecialFunctions v2.5.0 ⌅ [2913bbd2] StatsBase v0.33.21 [37e2e46d] LinearAlgebra [de0858da] Printf [9a3f8284] Random [8dfed614] Test Status `/tmp/jl_k0gAWo/Manifest.toml` [7d9f7c33] Accessors v0.1.41 [79e6a3ab] Adapt v4.2.0 [66dad0bd] AliasTables v1.1.3 [4fba245c] ArrayInterface v7.18.0 [861a8166] Combinatorics v1.0.2 [38540f10] CommonSolve v0.2.4 [bbf7d656] CommonSubexpressions v0.3.1 [34da2185] Compat v4.16.0 [a33af91c] CompositionsBase v0.1.2 [187b0558] ConstructionBase v1.5.8 [9a962f9c] DataAPI v1.16.0 [864edb3b] DataStructures v0.18.20 [8bb1440f] DelimitedFiles v1.9.1 [163ba53b] DiffResults v1.1.0 [b552c78f] DiffRules v1.15.1 [31c24e10] Distributions v0.25.117 [ffbed154] DocStringExtensions v0.9.3 [1a297f60] FillArrays v1.13.0 [6a86dc24] FiniteDiff v2.27.0 [f6369f11] ForwardDiff v0.10.38 [34004b35] HypergeometricFunctions v0.3.27 ⌅ [09f84164] HypothesisTests v0.10.13 [3587e190] InverseFunctions v0.1.17 [92d709cd] IrrationalConstants v0.2.4 [692b3bcd] JLLWrappers v1.7.0 [d3d80556] LineSearches v7.3.0 [2ab3a3ac] LogExpFunctions v0.3.29 [1914dd2f] MacroTools v0.5.15 [e1d29d7a] Missings v1.2.0 [d41bc354] NLSolversBase v7.8.3 [77ba4419] NaNMath v1.1.2 [429524aa] Optim v1.11.0 [bac558e1] OrderedCollections v1.8.0 [90014a1f] PDMats v0.11.32 [d96e819e] Parameters v0.12.3 [85a6dd25] PositiveFactorizations v0.2.4 [aea7be01] PrecompileTools v1.2.1 [21216c6a] Preferences v1.4.3 [43287f4e] PtrArrays v1.3.0 [1fd47b50] QuadGK v2.11.2 [3cdcf5f2] RecipesBase v1.3.4 [189a3867] Reexport v1.2.2 [ae029012] Requires v1.3.0 ⌅ [79098fc4] Rmath v0.7.1 [f2b01f46] Roots v2.2.5 [4a87933e] ScoreDrivenModels v0.2.1 [efcf1570] Setfield v1.1.1 [a2af1166] SortingAlgorithms v1.2.1 [276daf66] SpecialFunctions v2.5.0 [1e83bf80] StaticArraysCore v1.4.3 [82ae8749] StatsAPI v1.7.0 ⌅ [2913bbd2] StatsBase v0.33.21 [4c63d2b9] StatsFuns v1.3.2 [3a884ed6] UnPack v1.0.2 [efe28fd5] OpenSpecFun_jll v0.5.6+0 ⌅ [f50d1b31] Rmath_jll v0.4.3+0 [56f22d72] Artifacts [2a0f44e3] Base64 [ade2ca70] Dates [8ba89e20] Distributed [9fa8497b] Future [b77e0a4c] InteractiveUtils [76f85450] LibGit2 [8f399da3] Libdl [37e2e46d] LinearAlgebra [56ddb016] Logging [d6f4376e] Markdown [a63ad114] Mmap [ca575930] NetworkOptions v1.2.0 [de0858da] Printf [9a3f8284] Random [ea8e919c] SHA v0.7.0 [9e88b42a] Serialization [6462fe0b] Sockets [2f01184e] SparseArrays v1.10.0 [10745b16] Statistics v1.10.0 [4607b0f0] SuiteSparse [fa267f1f] TOML v1.0.3 [8dfed614] Test [cf7118a7] UUIDs [4ec0a83e] Unicode [e66e0078] CompilerSupportLibraries_jll v1.1.1+0 [e37daf67] LibGit2_jll v1.6.4+0 [29816b5a] LibSSH2_jll v1.11.0+1 [c8ffd9c3] MbedTLS_jll v2.28.2+1 [4536629a] OpenBLAS_jll v0.3.23+4 [05823500] OpenLibm_jll v0.8.1+4 [bea87d4a] SuiteSparse_jll v7.2.1+1 [8e850b90] libblastrampoline_jll v5.11.0+0 Info Packages marked with ⌅ have new versions available but compatibility constraints restrict them from upgrading. Testing Running tests... Test Summary: | Pass Total Time Links | 30 30 0.1s Test Summary: | Pass Total Time Score | 12 12 19.5s Test Summary: | Pass Total Time Fisher Information | 9 9 29.4s Test Summary: | Pass Total Time Log-likelihood | 12 12 2.2s Test Summary: | Pass Total Time Link interface | 12 12 0.8s Test Summary: | Pass Total Time Utils | 24 24 0.5s Test Summary: | Pass Total Time Common interface | 10 10 0.4s Test Summary: | Pass Total Time GAS recursion | 1 1 2.1s Test Summary: | Pass Total Time Inital params | 42 42 1.3s Test Summary: | Pass Total Time quantile and pearson residuals | 9 9 4.5s Round 1 of 3: log-likelihood = -7663.82911476906 Round 2 of 3: log-likelihood = -7663.829115801527 Round 3 of 3: log-likelihood = -7663.8291064858995 Best optimization result: * Status: success * Candidate solution Final objective value: 1.532766e+00 * Found with Algorithm: L-BFGS * Convergence measures |x - x'| = 8.63e-05 ≰ 0.0e+00 |x - x'|/|x'| = 1.56e-04 ≰ 0.0e+00 |f(x) - f(x')| = 1.74e-09 ≰ 0.0e+00 |f(x) - f(x')|/|f(x')| = 1.14e-09 ≤ 1.0e-06 |g(x)| = 5.85e-07 ≤ 1.0e-06 * Work counters Seconds run: 0 (vs limit 100000000) Iterations: 11 f(x) calls: 29 ∇f(x) calls: 29 Round 1 of 3: log-likelihood = -7663.830435816943 Round 2 of 3: log-likelihood = -7663.834549155631 Round 3 of 3: log-likelihood = -7663.834756367429 Best optimization result: * Status: success * Candidate solution Final objective value: 1.532766e+00 * Found with Algorithm: Nelder-Mead * Convergence measures √(Σ(yᵢ-ȳ)²)/n ≤ 1.0e-06 * Work counters Seconds run: 0 (vs limit 100000000) Iterations: 109 f(x) calls: 185 Round 1 of 3: log-likelihood = -7663.829333196845 Round 2 of 3: log-likelihood = -7663.82944724617 Round 3 of 3: log-likelihood = -7663.829495988231 Best optimization result: * Status: success * Candidate solution Final objective value: 1.532766e+00 * Found with Algorithm: Interior Point Newton * Convergence measures |x - x'| = 4.85e-04 ≰ 0.0e+00 |x - x'|/|x'| = 8.79e-04 ≰ 0.0e+00 |f(x) - f(x')| = 1.36e-07 ≰ 0.0e+00 |f(x) - f(x')|/|f(x')| = 8.90e-08 ≤ 1.0e-06 |g(x)| = 1.02e-04 ≰ 1.0e-06 * Work counters Seconds run: 2 (vs limit 100000000) Iterations: 9 f(x) calls: 19 ∇f(x) calls: 19 Round 1 of 1: log-likelihood = -7663.829106593321 Round 1 of 1: log-likelihood = -7663.829814348206 Round 1 of 1: log-likelihood = -7663.82927334924 Round 1 of 3: log-likelihood = -8736.229882866643 Round 2 of 3: log-likelihood = -8736.229875829644 Round 3 of 3: log-likelihood = -8736.229875205247 Round 1 of 3: log-likelihood = -8740.976854181248 Round 2 of 3: log-likelihood = -8740.976731179288 Round 3 of 3: log-likelihood = -8740.976735103653 Round 1 of 3: log-likelihood = -11364.691248751184 Round 2 of 3: log-likelihood = -11364.691232840822 Round 3 of 3: log-likelihood = -11364.710521296203 Round 1 of 3: log-likelihood = -7871.061443133368 Round 2 of 3: log-likelihood = -7871.06082374931 Round 3 of 3: log-likelihood = -7871.061660060877 WARNING: Method definition link!(Array{T, 2}, Type{Distributions.Normal{T} where T<:Real}, Array{T, 2}, Int64) where {T} in module ScoreDrivenModels at /home/pkgeval/.julia/packages/ScoreDrivenModels/jpnTD/src/distributions/normal.jl:40 overwritten in module Main at /home/pkgeval/.julia/packages/ScoreDrivenModels/jpnTD/test/test_estimate.jl:80. WARNING: Method definition unlink!(Array{T, 2}, Type{Distributions.Normal{T} where T<:Real}, Array{T, 2}, Int64) where {T} in module ScoreDrivenModels at /home/pkgeval/.julia/packages/ScoreDrivenModels/jpnTD/src/distributions/normal.jl:45 overwritten in module Main at /home/pkgeval/.julia/packages/ScoreDrivenModels/jpnTD/test/test_estimate.jl:85. WARNING: Method definition jacobian_link!(ScoreDrivenModels.AuxiliaryLinAlg{T}, Type{Distributions.Normal{T} where T<:Real}, Array{T, 2}, Int64) where {T} in module ScoreDrivenModels at /home/pkgeval/.julia/packages/ScoreDrivenModels/jpnTD/src/distributions/normal.jl:50 overwritten in module Main at /home/pkgeval/.julia/packages/ScoreDrivenModels/jpnTD/test/test_estimate.jl:90. Round 1 of 10: log-likelihood = -1106.5983676292058 Round 2 of 10: log-likelihood = -1106.5983707505188 PosDefException(1) Round 3 diverged Round 4 of 10: log-likelihood = -1106.5983673838507 PosDefException(1) Round 5 diverged PosDefException(1) Round 6 diverged PosDefException(1) Round 7 diverged Round 8 of 10: log-likelihood = -1106.5983669766408 PosDefException(1) Round 9 diverged Round 10 of 10: log-likelihood = -1106.598411203517 Best optimization result: * Status: success * Candidate solution Final objective value: 5.605868e-01 * Found with Algorithm: Interior Point Newton * Convergence measures |x - x'| = 4.27e-06 ≰ 0.0e+00 |x - x'|/|x'| = 4.45e-06 ≰ 0.0e+00 |f(x) - f(x')| = 4.41e-11 ≰ 0.0e+00 |f(x) - f(x')|/|f(x')| = 7.87e-11 ≤ 1.0e-06 |g(x)| = 9.10e-06 ≰ 1.0e-06 * Work counters Seconds run: 2 (vs limit 100000000) Iterations: 22 f(x) calls: 43 ∇f(x) calls: 43 -------------------------------------------------------- Distribution: Normal Number of observations: 1974 Number of unknown parameters: 4 Log-likelihood: -1106.5984 AIC: 2221.1967 BIC: 2243.5480 -------------------------------------------------------- Parameter Estimate Std.Error t stat p-value omega_1 -0.0062 0.3764 -0.0166 0.9876 omega_2 0.0108 0.1267 0.0849 0.9364 A_1_22 0.1534 1.1807 0.1299 0.9029 B_1_22 0.9593 0.6401 1.4987 0.2083 WARNING: Method definition link!(Array{T, 2}, Type{Distributions.Normal{T} where T<:Real}, Array{T, 2}, Int64) where {T} in module Main at /home/pkgeval/.julia/packages/ScoreDrivenModels/jpnTD/test/test_estimate.jl:80 overwritten at /home/pkgeval/.julia/packages/ScoreDrivenModels/jpnTD/test/test_estimate.jl:97. WARNING: Method definition unlink!(Array{T, 2}, Type{Distributions.Normal{T} where T<:Real}, Array{T, 2}, Int64) where {T} in module Main at /home/pkgeval/.julia/packages/ScoreDrivenModels/jpnTD/test/test_estimate.jl:85 overwritten at /home/pkgeval/.julia/packages/ScoreDrivenModels/jpnTD/test/test_estimate.jl:102. WARNING: Method definition jacobian_link!(ScoreDrivenModels.AuxiliaryLinAlg{T}, Type{Distributions.Normal{T} where T<:Real}, Array{T, 2}, Int64) where {T} in module Main at /home/pkgeval/.julia/packages/ScoreDrivenModels/jpnTD/test/test_estimate.jl:90 overwritten at /home/pkgeval/.julia/packages/ScoreDrivenModels/jpnTD/test/test_estimate.jl:107. Test Summary: | Pass Total Time Estimate | 68 68 1m22.3s Test Summary: | Pass Total Time Simulation | 8 8 12.2s CrossValidation: step 1 of 5 Round 1 of 3: log-likelihood = -7643.109152568454 Round 2 of 3: log-likelihood = -7643.109638082212 Round 3 of 3: log-likelihood = -7643.107266931133 CrossValidation: step 2 of 5 Round 1 of 3: log-likelihood = -7644.271879466499 Round 2 of 3: log-likelihood = -7644.277029910683 Round 3 of 3: log-likelihood = -7644.2738653433835 CrossValidation: step 3 of 5 Round 1 of 3: log-likelihood = -7645.201888209791 Round 2 of 3: log-likelihood = -7645.203102519545 Round 3 of 3: log-likelihood = -7645.225184921402 CrossValidation: step 4 of 5 Round 1 of 3: log-likelihood = -7646.2015197568135 Round 2 of 3: log-likelihood = -7646.204447565807 Round 3 of 3: log-likelihood = -7646.202085934175 CrossValidation: step 5 of 5 Round 1 of 3: log-likelihood = -7647.072441176117 Round 2 of 3: log-likelihood = -7647.072052481987 Round 3 of 3: log-likelihood = -7647.072811956219 Test Summary: |Time CrossValidation | None 8.5s Round 1 of 3: log-likelihood = -7663.829107011433 Round 2 of 3: log-likelihood = -7663.829106547513 Round 3 of 3: log-likelihood = -7663.829106701898 Best optimization result: * Status: success * Candidate solution Final objective value: 1.532766e+00 * Found with Algorithm: L-BFGS * Convergence measures |x - x'| = 8.50e-05 ≰ 0.0e+00 |x - x'|/|x'| = 1.54e-04 ≰ 0.0e+00 |f(x) - f(x')| = 3.73e-09 ≰ 0.0e+00 |f(x) - f(x')|/|f(x')| = 2.44e-09 ≤ 1.0e-06 |g(x)| = 3.12e-06 ≰ 1.0e-06 * Work counters Seconds run: 0 (vs limit 100000000) Iterations: 11 f(x) calls: 31 ∇f(x) calls: 31 CrossValidation: step 1 of 5 Round 1 of 3: log-likelihood = -7643.109152568454 Round 2 of 3: log-likelihood = -7643.109638082212 Round 3 of 3: log-likelihood = -7643.107266931133 CrossValidation: step 2 of 5 Round 1 of 3: log-likelihood = -7644.271879466499 Round 2 of 3: log-likelihood = -7644.277029910683 Round 3 of 3: log-likelihood = -7644.2738653433835 CrossValidation: step 3 of 5 Round 1 of 3: log-likelihood = -7645.201888209791 Round 2 of 3: log-likelihood = -7645.203102519545 Round 3 of 3: log-likelihood = -7645.225184921402 CrossValidation: step 4 of 5 Round 1 of 3: log-likelihood = -7646.2015197568135 Round 2 of 3: log-likelihood = -7646.204447565807 Round 3 of 3: log-likelihood = -7646.202085934175 CrossValidation: step 5 of 5 Round 1 of 3: log-likelihood = -7647.072441176117 Round 2 of 3: log-likelihood = -7647.072052481987 Round 3 of 3: log-likelihood = -7647.072811956219 Round 1 of 3: log-likelihood = -7663.8310570129615 Round 2 of 3: log-likelihood = -7663.831074051546 Round 3 of 3: log-likelihood = -7663.83774030163 Test Summary: | Pass Total Time Visualizations | 3 3 11.3s Testing ScoreDrivenModels tests passed Testing completed after 189.64s PkgEval succeeded after 233.85s