Package evaluation to test MacroEconometricModels on Julia 1.14.0-DEV.1688 (ee54f91d68*) started at 2026-02-10T06:26:14.314 ################################################################################ # Set-up # Installing PkgEval dependencies (TestEnv)... Activating project at `~/.julia/environments/v1.14` Set-up completed after 10.01s ################################################################################ # Installation # Installing MacroEconometricModels... Resolving package versions... Updating `~/.julia/environments/v1.14/Project.toml` [14a6ec33] + MacroEconometricModels v0.1.4 Updating `~/.julia/environments/v1.14/Manifest.toml` [47edcb42] + ADTypes v1.21.0 [621f4979] + AbstractFFTs v1.5.0 [79e6a3ab] + Adapt v4.4.0 [66dad0bd] + AliasTables v1.1.3 [4fba245c] + ArrayInterface v7.22.0 [34da2185] + Compat v4.18.1 [187b0558] + ConstructionBase v1.6.0 [a8cc5b0e] + Crayons v4.1.1 [9a962f9c] + DataAPI v1.16.0 [a93c6f00] + DataFrames v1.8.1 [864edb3b] + DataStructures v0.19.3 [e2d170a0] + DataValueInterfaces v1.0.0 [a0c0ee7d] + DifferentiationInterface v0.7.16 [31c24e10] + Distributions v0.25.123 [ffbed154] + DocStringExtensions v0.9.5 [4e289a0a] + EnumX v1.0.6 [7a1cc6ca] + FFTW v1.10.0 [1a297f60] + FillArrays v1.16.0 [6a86dc24] + FiniteDiff v2.29.0 [34004b35] + HypergeometricFunctions v0.3.28 [842dd82b] + InlineStrings v1.4.5 [41ab1584] + InvertedIndices v1.3.1 [92d709cd] + IrrationalConstants v0.2.6 [82899510] + IteratorInterfaceExtensions v1.0.0 [692b3bcd] + JLLWrappers v1.7.1 [b964fa9f] + LaTeXStrings v1.4.0 [d3d80556] + LineSearches v7.6.0 [2ab3a3ac] + LogExpFunctions v0.3.29 [14a6ec33] + MacroEconometricModels v0.1.4 [1914dd2f] + MacroTools v0.5.16 [e1d29d7a] + Missings v1.2.0 [d41bc354] + NLSolversBase v8.0.0 [77ba4419] + NaNMath v1.1.3 [429524aa] + Optim v2.0.1 [bac558e1] + OrderedCollections v1.8.1 [90014a1f] + PDMats v0.11.37 [2dfb63ee] + PooledArrays v1.4.3 [85a6dd25] + PositiveFactorizations v0.2.4 [aea7be01] + PrecompileTools v1.3.3 [21216c6a] + Preferences v1.5.1 [08abe8d2] + PrettyTables v3.1.2 [43287f4e] + PtrArrays v1.3.0 [1fd47b50] + QuadGK v2.11.2 [189a3867] + Reexport v1.2.2 [ae029012] + Requires v1.3.1 [79098fc4] + Rmath v0.9.0 [91c51154] + SentinelArrays v1.4.9 [efcf1570] + Setfield v1.1.2 [a2af1166] + SortingAlgorithms v1.2.2 [276daf66] + SpecialFunctions v2.6.1 [1e83bf80] + StaticArraysCore v1.4.4 [10745b16] + Statistics v1.11.1 [82ae8749] + StatsAPI v1.8.0 [2913bbd2] + StatsBase v0.34.10 [4c63d2b9] + StatsFuns v1.5.2 [892a3eda] + StringManipulation v0.4.2 [3783bdb8] + TableTraits v1.0.1 [bd369af6] + Tables v1.12.1 [f5851436] + FFTW_jll v3.3.11+0 [1d5cc7b8] + IntelOpenMP_jll v2025.2.0+0 [856f044c] + MKL_jll v2025.2.0+0 [efe28fd5] + OpenSpecFun_jll v0.5.6+0 [f50d1b31] + Rmath_jll v0.5.1+0 [1317d2d5] + oneTBB_jll v2022.0.0+1 [0dad84c5] + ArgTools v1.1.2 [56f22d72] + Artifacts v1.11.0 [2a0f44e3] + Base64 v1.11.0 [ade2ca70] + Dates v1.11.0 [f43a241f] + Downloads v1.7.0 [7b1f6079] + FileWatching v1.11.0 [9fa8497b] + Future v1.11.0 [b77e0a4c] + InteractiveUtils v1.11.0 [ac6e5ff7] + JuliaSyntaxHighlighting v1.13.0 [4af54fe1] + LazyArtifacts v1.11.0 [b27032c2] + LibCURL v1.0.0 [76f85450] + LibGit2 v1.11.0 [8f399da3] + Libdl v1.11.0 [37e2e46d] + LinearAlgebra v1.13.0 [56ddb016] + Logging v1.11.0 [d6f4376e] + Markdown v1.11.0 [ca575930] + NetworkOptions v1.3.0 [44cfe95a] + Pkg v1.14.0 [de0858da] + Printf v1.11.0 [3fa0cd96] + REPL v1.11.0 [9a3f8284] + Random v1.11.0 [ea8e919c] + SHA v1.0.0 [9e88b42a] + Serialization v1.11.0 [6462fe0b] + Sockets v1.11.0 [2f01184e] + SparseArrays v1.13.0 [f489334b] + StyledStrings v1.13.0 [4607b0f0] + SuiteSparse [fa267f1f] + TOML v1.0.3 [a4e569a6] + Tar v1.10.0 [cf7118a7] + UUIDs v1.11.0 [4ec0a83e] + Unicode v1.11.0 [e66e0078] + CompilerSupportLibraries_jll v1.3.0+1 [deac9b47] + LibCURL_jll v8.18.0+0 [e37daf67] + LibGit2_jll v1.9.2+0 [29816b5a] + LibSSH2_jll v1.11.3+1 [14a3606d] + MozillaCACerts_jll v2025.12.2 [4536629a] + OpenBLAS_jll v0.3.30+0 [05823500] + OpenLibm_jll v0.8.7+0 [458c3c95] + OpenSSL_jll v3.5.4+0 [efcefdf7] + PCRE2_jll v10.47.0+0 [bea87d4a] + SuiteSparse_jll v7.10.1+0 [83775a58] + Zlib_jll v1.3.1+2 [3161d3a3] + Zstd_jll v1.5.7+1 [8e850b90] + libblastrampoline_jll v5.15.0+0 [8e850ede] + nghttp2_jll v1.68.0+1 [3f19e933] + p7zip_jll v17.7.0+0 Installation completed after 5.2s ################################################################################ # Precompilation # Precompiling PkgEval dependencies... Precompiling package dependencies... Precompiling packages... 15706.8 ms ✓ MacroEconometricModels 1 dependency successfully precompiled in 18 seconds. 138 already precompiled. Precompilation completed after 37.12s ################################################################################ # Testing # Testing MacroEconometricModels Status `/tmp/jl_HEoAH6/Project.toml` [4c88cf16] Aqua v0.8.14 [a93c6f00] DataFrames v1.8.1 [31c24e10] Distributions v0.25.123 [e30172f5] Documenter v1.16.1 [7a1cc6ca] FFTW v1.10.0 [14a6ec33] MacroEconometricModels v0.1.4 [429524aa] Optim v2.0.1 [08abe8d2] PrettyTables v3.1.2 [276daf66] SpecialFunctions v2.6.1 [10745b16] Statistics v1.11.1 [82ae8749] StatsAPI v1.8.0 [37e2e46d] LinearAlgebra v1.13.0 [9a3f8284] Random v1.11.0 [8dfed614] Test v1.11.0 Status `/tmp/jl_HEoAH6/Manifest.toml` [47edcb42] ADTypes v1.21.0 [a4c015fc] ANSIColoredPrinters v0.0.1 [621f4979] AbstractFFTs v1.5.0 [1520ce14] AbstractTrees v0.4.5 [79e6a3ab] Adapt v4.4.0 [66dad0bd] AliasTables v1.1.3 [4c88cf16] Aqua v0.8.14 [4fba245c] ArrayInterface v7.22.0 [944b1d66] CodecZlib v0.7.8 [34da2185] Compat v4.18.1 [187b0558] ConstructionBase v1.6.0 [a8cc5b0e] Crayons v4.1.1 [9a962f9c] DataAPI v1.16.0 [a93c6f00] DataFrames v1.8.1 [864edb3b] DataStructures v0.19.3 [e2d170a0] DataValueInterfaces v1.0.0 [a0c0ee7d] DifferentiationInterface v0.7.16 [31c24e10] Distributions v0.25.123 [ffbed154] DocStringExtensions v0.9.5 [e30172f5] Documenter v1.16.1 [4e289a0a] EnumX v1.0.6 [7a1cc6ca] FFTW v1.10.0 [1a297f60] FillArrays v1.16.0 [6a86dc24] FiniteDiff v2.29.0 [d7ba0133] Git v1.5.0 [34004b35] HypergeometricFunctions v0.3.28 [b5f81e59] IOCapture v1.0.0 [842dd82b] InlineStrings v1.4.5 [41ab1584] InvertedIndices v1.3.1 [92d709cd] IrrationalConstants v0.2.6 [82899510] IteratorInterfaceExtensions v1.0.0 [692b3bcd] JLLWrappers v1.7.1 [682c06a0] JSON v1.4.0 [b964fa9f] LaTeXStrings v1.4.0 [0e77f7df] LazilyInitializedFields v1.3.0 [d3d80556] LineSearches v7.6.0 [2ab3a3ac] LogExpFunctions v0.3.29 [14a6ec33] MacroEconometricModels v0.1.4 [1914dd2f] MacroTools v0.5.16 [d0879d2d] MarkdownAST v0.1.2 [e1d29d7a] Missings v1.2.0 [d41bc354] NLSolversBase v8.0.0 [77ba4419] NaNMath v1.1.3 [429524aa] Optim v2.0.1 [bac558e1] OrderedCollections v1.8.1 [90014a1f] PDMats v0.11.37 [69de0a69] Parsers v2.8.3 [2dfb63ee] PooledArrays v1.4.3 [85a6dd25] PositiveFactorizations v0.2.4 [aea7be01] PrecompileTools v1.3.3 [21216c6a] Preferences v1.5.1 [08abe8d2] PrettyTables v3.1.2 [43287f4e] PtrArrays v1.3.0 [1fd47b50] QuadGK v2.11.2 [189a3867] Reexport v1.2.2 [2792f1a3] RegistryInstances v0.1.0 [ae029012] Requires v1.3.1 [79098fc4] Rmath v0.9.0 [91c51154] SentinelArrays v1.4.9 [efcf1570] Setfield v1.1.2 [a2af1166] SortingAlgorithms v1.2.2 [276daf66] SpecialFunctions v2.6.1 [1e83bf80] StaticArraysCore v1.4.4 [10745b16] Statistics v1.11.1 [82ae8749] StatsAPI v1.8.0 [2913bbd2] StatsBase v0.34.10 [4c63d2b9] StatsFuns v1.5.2 [892a3eda] StringManipulation v0.4.2 [ec057cc2] StructUtils v2.6.2 [3783bdb8] TableTraits v1.0.1 [bd369af6] Tables v1.12.1 [3bb67fe8] TranscodingStreams v0.11.3 [2e619515] Expat_jll v2.7.3+0 [f5851436] FFTW_jll v3.3.11+0 [020c3dae] Git_LFS_jll v3.7.0+0 [f8c6e375] Git_jll v2.53.0+0 [1d5cc7b8] IntelOpenMP_jll v2025.2.0+0 [94ce4f54] Libiconv_jll v1.18.0+0 [856f044c] MKL_jll v2025.2.0+0 [9bd350c2] OpenSSH_jll v10.2.1+0 [efe28fd5] OpenSpecFun_jll v0.5.6+0 [f50d1b31] Rmath_jll v0.5.1+0 [1317d2d5] oneTBB_jll v2022.0.0+1 [0dad84c5] ArgTools v1.1.2 [56f22d72] Artifacts v1.11.0 [2a0f44e3] Base64 v1.11.0 [ade2ca70] Dates v1.11.0 [f43a241f] Downloads v1.7.0 [7b1f6079] FileWatching v1.11.0 [9fa8497b] Future v1.11.0 [b77e0a4c] InteractiveUtils v1.11.0 [ac6e5ff7] JuliaSyntaxHighlighting v1.13.0 [4af54fe1] LazyArtifacts v1.11.0 [b27032c2] LibCURL v1.0.0 [76f85450] LibGit2 v1.11.0 [8f399da3] Libdl v1.11.0 [37e2e46d] LinearAlgebra v1.13.0 [56ddb016] Logging v1.11.0 [d6f4376e] Markdown v1.11.0 [ca575930] NetworkOptions v1.3.0 [44cfe95a] Pkg v1.14.0 [de0858da] Printf v1.11.0 [3fa0cd96] REPL v1.11.0 [9a3f8284] Random v1.11.0 [ea8e919c] SHA v1.0.0 [9e88b42a] Serialization v1.11.0 [6462fe0b] Sockets v1.11.0 [2f01184e] SparseArrays v1.13.0 [f489334b] StyledStrings v1.13.0 [4607b0f0] SuiteSparse [fa267f1f] TOML v1.0.3 [a4e569a6] Tar v1.10.0 [8dfed614] Test v1.11.0 [cf7118a7] UUIDs v1.11.0 [4ec0a83e] Unicode v1.11.0 [e66e0078] CompilerSupportLibraries_jll v1.3.0+1 [deac9b47] LibCURL_jll v8.18.0+0 [e37daf67] LibGit2_jll v1.9.2+0 [29816b5a] LibSSH2_jll v1.11.3+1 [14a3606d] MozillaCACerts_jll v2025.12.2 [4536629a] OpenBLAS_jll v0.3.30+0 [05823500] OpenLibm_jll v0.8.7+0 [458c3c95] OpenSSL_jll v3.5.4+0 [efcefdf7] PCRE2_jll v10.47.0+0 [bea87d4a] SuiteSparse_jll v7.10.1+0 [83775a58] Zlib_jll v1.3.1+2 [3161d3a3] Zstd_jll v1.5.7+1 [8e850b90] libblastrampoline_jll v5.15.0+0 [8e850ede] nghttp2_jll v1.68.0+1 [3f19e933] p7zip_jll v17.7.0+0 Testing Running tests... ┌ Warning: Non-positive dof adjustment, using T_eff └ @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/estimation.jl:37 ┌ Warning: Estimated VAR is non-stationary (max eigenvalue modulus = 1.2185). Consider differencing the data or using a VECM specification. └ @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/estimation.jl:54 ┌ Warning: Arias identification test failed (may need more draws) │ exception = No valid identification after 25000 attempts └ @ Main ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_core_var.jl:451 Generating Data for Bayesian Verification... Estimating BVAR (direct)... Recovered Means: [-0.015181965829950635, 0.390255163004492, 0.14585166027525126, -0.17111547091665602, 0.06649973962613026, 0.30543155178910736] Direct Sampler Parameter Recovery Verified. Estimating BVAR (Gibbs)... Gibbs Sampler Smoke Test Passed. Testing BVAR reproducibility... Reproducibility test passed. Testing numerical stability with near-collinear data... Numerical stability test passed. Testing edge cases... Edge case tests passed. Testing posterior draws structure... Posterior draws structure test passed. Testing posterior model extraction... Posterior model extraction test passed. Minnesota prior BVAR test passed. Direct sampler test passed. Gibbs sampler test passed. Testing BVAR samplers... Testing sampler: direct -> Passed Testing sampler: gibbs -> Passed Testing sampler: gibbs with thin=2 -> Passed Testing gibbs default burnin (200 when not specified) -> Passed Testing direct sampler with Minnesota prior -> Passed Testing gibbs sampler with Minnesota prior -> Passed Generating Data for IRF Verification... Frequentist Estimation Done. Testing Frequentist IRF (Cholesky)... Testing Frequentist IRF (Sign)... Testing Bayesian Estimation... Bayesian Estimation Done. Testing Bayesian IRF... Bayesian IRF Done. ┌ Warning: FastICA theoretical CI failed (expected for numerically sensitive ICA) │ exception = │ TaskFailedException │ │ nested task error: ArgumentError: matrix contains Infs or NaNs │ Stacktrace: │ [1] chkuplofinite(A::Matrix{Float64}, uplo::Char) │ @ LinearAlgebra.LAPACK /opt/julia/share/julia/stdlib/v1.14/LinearAlgebra/src/lapack.jl:118 │ [2] syevr!(jobz::Char, range::Char, uplo::Char, A::Matrix{Float64}, vl::Float64, vu::Float64, il::Int64, iu::Int64, abstol::Float64) │ @ LinearAlgebra.LAPACK /opt/julia/share/julia/stdlib/v1.14/LinearAlgebra/src/lapack.jl:5393 │ [3] #eigen!#256 │ @ /opt/julia/share/julia/stdlib/v1.14/LinearAlgebra/src/symmetriceigen.jl:28 [inlined] │ [4] eigen! │ @ /opt/julia/share/julia/stdlib/v1.14/LinearAlgebra/src/symmetriceigen.jl:22 [inlined] │ [5] #_eigen#258 │ @ /opt/julia/share/julia/stdlib/v1.14/LinearAlgebra/src/symmetriceigen.jl:65 [inlined] │ [6] _eigen │ @ /opt/julia/share/julia/stdlib/v1.14/LinearAlgebra/src/symmetriceigen.jl:63 [inlined] │ [7] #eigen#257 │ @ /opt/julia/share/julia/stdlib/v1.14/LinearAlgebra/src/symmetriceigen.jl:59 [inlined] │ [8] eigen │ @ /opt/julia/share/julia/stdlib/v1.14/LinearAlgebra/src/symmetriceigen.jl:58 [inlined] │ [9] _whiten(U::Matrix{Float64}) │ @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ica.jl:77 │ [10] identify_fastica(model::VARModel{Float64}; contrast::Symbol, approach::Symbol, max_iter::Int64, tol::Float64) │ @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ica.jl:311 │ [11] identify_fastica │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ica.jl:307 [inlined] │ [12] compute_Q(model::VARModel{Float64}, method::Symbol, horizon::Int64, check_func::Nothing, narrative_check::Nothing; max_draws::Int64, transition_var::Nothing, regime_indicator::Nothing) │ @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:167 │ [13] compute_Q │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:153 [inlined] │ [14] macro expansion │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/irf.jl:84 [inlined] │ [15] (::MacroEconometricModels.var"#552#553"{MacroEconometricModels.var"#554#555"{Float64, Nothing, Nothing, VARModel{Float64}, Symbol, Int64, Nothing, Nothing, Int64, LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, Array{Float64, 4}, Int64, Int64, UnitRange{Int64}}})(tid::Int64; onethread::Bool) │ @ MacroEconometricModels ./threadingconstructs.jl:276 │ [16] #552 │ @ ./threadingconstructs.jl:243 [inlined] │ [17] (::Base.Threads.var"#threading_run##0#threading_run##1"{MacroEconometricModels.var"#552#553"{MacroEconometricModels.var"#554#555"{Float64, Nothing, Nothing, VARModel{Float64}, Symbol, Int64, Nothing, Nothing, Int64, LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, Array{Float64, 4}, Int64, Int64, UnitRange{Int64}}}, Int64})() │ @ Base.Threads ./threadingconstructs.jl:177 │ Stacktrace: │ [1] threading_run(fun::MacroEconometricModels.var"#552#553"{MacroEconometricModels.var"#554#555"{Float64, Nothing, Nothing, VARModel{Float64}, Symbol, Int64, Nothing, Nothing, Int64, LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, Array{Float64, 4}, Int64, Int64, UnitRange{Int64}}}, static::Bool) │ @ Base.Threads ./threadingconstructs.jl:196 │ [2] macro expansion │ @ ./threadingconstructs.jl:213 [inlined] │ [3] _simulate_irfs(model::VARModel{Float64}, method::Symbol, horizon::Int64, check_func::Nothing, narrative_check::Nothing, ci_type::Symbol, reps::Int64; transition_var::Nothing, regime_indicator::Nothing) │ @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/irf.jl:81 │ [4] _simulate_irfs │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/irf.jl:56 [inlined] │ [5] irf(model::VARModel{Float64}, horizon::Int64; method::Symbol, check_func::Nothing, narrative_check::Nothing, ci_type::Symbol, reps::Int64, conf_level::Float64, transition_var::Nothing, regime_indicator::Nothing) │ @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/irf.jl:42 │ [6] kwcall(::@NamedTuple{method::Symbol, ci_type::Symbol, reps::Int64, conf_level::Float64}, ::typeof(irf), model::VARModel{Float64}, horizon::Int64) │ @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/irf.jl:28 │ [7] top-level scope │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_irf_ci.jl:9 │ [8] macro expansion │ @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] │ [9] macro expansion │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_irf_ci.jl:172 [inlined] │ [10] macro expansion │ @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] │ [11] macro expansion │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_irf_ci.jl:175 [inlined] │ [12] include(mapexpr::Function, mod::Module, _path::String) │ @ Base ./Base.jl:310 │ [13] macro expansion │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:136 [inlined] │ [14] macro expansion │ @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] │ [15] macro expansion │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:135 [inlined] │ [16] macro expansion │ @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] │ [17] top-level scope │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 │ [18] include(mapexpr::Function, mod::Module, _path::String) │ @ Base ./Base.jl:310 │ [19] top-level scope │ @ none:6 │ [20] eval(m::Module, e::Any) │ @ Core ./boot.jl:489 │ [21] exec_options(opts::Base.JLOptions) │ @ Base ./client.jl:310 │ [22] _start() │ @ Base ./client.jl:585 └ @ Main ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_irf_ci.jl:189 Generating Data for Minnesota Test... Dummy Observations Generated. Estimating BVAR with Minnesota... Estimation Complete. Testing optimize_hyperparameters_full... Full Hyperparameter Optimization Test Complete. Testing BGR 2010 Hyperparameter Optimization... Testing Marginal Likelihood... ML (tau=0.2): -298.8683746051653 Testing Optimization... Optimal Tau: 1.12 ML Optimal: -302.6171482352865 ML Loose: -342.49670547563414 Testing Large Sparse VAR (N=20)... Optimizing Hyperparameters for Large VAR... 0.004999 seconds (9.74 k allocations: 11.364 MiB) Optimal Tau (Large): 0.01 ML Optimal (Large): -6428.43311950154 ML Loose (Large): -7527.834292453002 Testing dof/nobs... Testing vcov()... Testing predict() in-sample... Testing predict() forecast... Testing loglikelihood... Testing stderror... Testing confint... Testing islinear... StatsAPI Tests Passed. r2 for VAR: [0.0038063723192072185, 0.004832873983925845] Generating Data for FEVD Verification... Frequentist Estimation Done. Testing Frequentist FEVD... Testing Bayesian FEVD... FEVD Verification Passed. ┌ Warning: Arias HD test failed (may need more draws) │ exception = No valid identification after 50000 attempts └ @ Main ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_hd.jl:233 Running GDFM tests... Pure Sign Restrictions: Error During Test at /home/pkgeval/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:68 Got exception outside of a @test No valid identification after 50000 attempts Stacktrace: [1] error(s::String) @ Base ./error.jl:44 [2] identify_arias(model::VARModel{Float64}, restrictions::SVARRestrictions, horizon::Int64; n_draws::Int64, n_rotations::Int64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:380 [3] kwcall(::@NamedTuple{n_draws::Int64, n_rotations::Int64}, ::typeof(identify_arias), model::VARModel{Float64}, restrictions::SVARRestrictions, horizon::Int64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:351 [4] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:92 [inlined] [5] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [6] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:69 [inlined] [7] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [8] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:26 [9] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [10] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] [11] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [12] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] [13] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [14] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 [15] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [16] top-level scope @ none:6 [17] eval(m::Module, e::Any) @ Core ./boot.jl:489 [18] exec_options(opts::Base.JLOptions) @ Base ./client.jl:310 [19] _start() @ Base ./client.jl:585 Pure Zero Restrictions (Cholesky-like): Error During Test at /home/pkgeval/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:121 Got exception outside of a @test No valid identification after 50000 attempts Stacktrace: [1] error(s::String) @ Base ./error.jl:44 [2] identify_arias(model::VARModel{Float64}, restrictions::SVARRestrictions, horizon::Int64; n_draws::Int64, n_rotations::Int64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:380 [3] kwcall(::@NamedTuple{n_draws::Int64, n_rotations::Int64}, ::typeof(identify_arias), model::VARModel{Float64}, restrictions::SVARRestrictions, horizon::Int64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:351 [4] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:139 [inlined] [5] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [6] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:122 [inlined] [7] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [8] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:26 [9] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [10] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] [11] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [12] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] [13] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [14] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 [15] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [16] top-level scope @ none:6 [17] eval(m::Module, e::Any) @ Core ./boot.jl:489 [18] exec_options(opts::Base.JLOptions) @ Base ./client.jl:310 [19] _start() @ Base ./client.jl:585 Mixed Zero and Sign Restrictions: Error During Test at /home/pkgeval/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:152 Got exception outside of a @test No valid identification after 100000 attempts Stacktrace: [1] error(s::String) @ Base ./error.jl:44 [2] identify_arias(model::VARModel{Float64}, restrictions::SVARRestrictions, horizon::Int64; n_draws::Int64, n_rotations::Int64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:380 [3] kwcall(::@NamedTuple{n_draws::Int64, n_rotations::Int64}, ::typeof(identify_arias), model::VARModel{Float64}, restrictions::SVARRestrictions, horizon::Int64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:351 [4] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:172 [inlined] [5] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [6] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:153 [inlined] [7] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [8] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:26 [9] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [10] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] [11] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [12] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] [13] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [14] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 [15] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [16] top-level scope @ none:6 [17] eval(m::Module, e::Any) @ Core ./boot.jl:489 [18] exec_options(opts::Base.JLOptions) @ Base ./client.jl:310 [19] _start() @ Base ./client.jl:585 IRF Percentiles and Mean: Error During Test at /home/pkgeval/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:225 Got exception outside of a @test No valid identification after 15000 attempts Stacktrace: [1] error(s::String) @ Base ./error.jl:44 [2] identify_arias(model::VARModel{Float64}, restrictions::SVARRestrictions, horizon::Int64; n_draws::Int64, n_rotations::Int64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:380 [3] kwcall(::@NamedTuple{n_draws::Int64, n_rotations::Int64}, ::typeof(identify_arias), model::VARModel{Float64}, restrictions::SVARRestrictions, horizon::Int64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:351 [4] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:235 [inlined] [5] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [6] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:226 [inlined] [7] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [8] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:26 [9] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [10] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] [11] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [12] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] [13] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [14] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 [15] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [16] top-level scope @ none:6 [17] eval(m::Module, e::Any) @ Core ./boot.jl:489 [18] exec_options(opts::Base.JLOptions) @ Base ./client.jl:310 [19] _start() @ Base ./client.jl:585 Orthogonality of Q Matrices: Error During Test at /home/pkgeval/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:262 Got exception outside of a @test No valid identification after 6000 attempts Stacktrace: [1] error(s::String) @ Base ./error.jl:44 [2] identify_arias(model::VARModel{Float64}, restrictions::SVARRestrictions, horizon::Int64; n_draws::Int64, n_rotations::Int64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:380 [3] kwcall(::@NamedTuple{n_draws::Int64, n_rotations::Int64}, ::typeof(identify_arias), model::VARModel{Float64}, restrictions::SVARRestrictions, horizon::Int64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:351 [4] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:272 [inlined] [5] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [6] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:263 [inlined] [7] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [8] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:26 [9] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [10] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] [11] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [12] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] [13] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [14] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 [15] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [16] top-level scope @ none:6 [17] eval(m::Module, e::Any) @ Core ./boot.jl:489 [18] exec_options(opts::Base.JLOptions) @ Base ./client.jl:310 [19] _start() @ Base ./client.jl:585 Weights are Positive and Sum to One: Error During Test at /home/pkgeval/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:286 Got exception outside of a @test No valid identification after 9000 attempts Stacktrace: [1] error(s::String) @ Base ./error.jl:44 [2] identify_arias(model::VARModel{Float64}, restrictions::SVARRestrictions, horizon::Int64; n_draws::Int64, n_rotations::Int64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:380 [3] kwcall(::@NamedTuple{n_draws::Int64, n_rotations::Int64}, ::typeof(identify_arias), model::VARModel{Float64}, restrictions::SVARRestrictions, horizon::Int64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:351 [4] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:297 [inlined] [5] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [6] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:287 [inlined] [7] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [8] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:26 [9] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [10] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] [11] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [12] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] [13] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [14] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 [15] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [16] top-level scope @ none:6 [17] eval(m::Module, e::Any) @ Core ./boot.jl:489 [18] exec_options(opts::Base.JLOptions) @ Base ./client.jl:310 [19] _start() @ Base ./client.jl:585 Single Variable: Error During Test at /home/pkgeval/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:310 Got exception outside of a @test No valid identification after 2000 attempts Stacktrace: [1] error(s::String) @ Base ./error.jl:44 [2] identify_arias(model::VARModel{Float64}, restrictions::SVARRestrictions, horizon::Int64; n_draws::Int64, n_rotations::Int64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:380 [3] kwcall(::@NamedTuple{n_draws::Int64, n_rotations::Int64}, ::typeof(identify_arias), model::VARModel{Float64}, restrictions::SVARRestrictions, horizon::Int64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:351 [4] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:320 [inlined] [5] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [6] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:311 [inlined] [7] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [8] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:26 [9] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [10] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] [11] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [12] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] [13] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [14] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 [15] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [16] top-level scope @ none:6 [17] eval(m::Module, e::Any) @ Core ./boot.jl:489 [18] exec_options(opts::Base.JLOptions) @ Base ./client.jl:310 [19] _start() @ Base ./client.jl:585 Two Variables - Block Recursive: Error During Test at /home/pkgeval/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:326 Got exception outside of a @test No valid identification after 6000 attempts Stacktrace: [1] error(s::String) @ Base ./error.jl:44 [2] identify_arias(model::VARModel{Float64}, restrictions::SVARRestrictions, horizon::Int64; n_draws::Int64, n_rotations::Int64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:380 [3] kwcall(::@NamedTuple{n_draws::Int64, n_rotations::Int64}, ::typeof(identify_arias), model::VARModel{Float64}, restrictions::SVARRestrictions, horizon::Int64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:351 [4] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:337 [inlined] [5] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [6] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:327 [inlined] [7] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [8] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:26 [9] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [10] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] [11] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [12] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] [13] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [14] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 [15] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [16] top-level scope @ none:6 [17] eval(m::Module, e::Any) @ Core ./boot.jl:489 [18] exec_options(opts::Base.JLOptions) @ Base ./client.jl:310 [19] _start() @ Base ./client.jl:585 Many Zero Restrictions: Error During Test at /home/pkgeval/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:346 Got exception outside of a @test No valid identification after 6000 attempts Stacktrace: [1] error(s::String) @ Base ./error.jl:44 [2] identify_arias(model::VARModel{Float64}, restrictions::SVARRestrictions, horizon::Int64; n_draws::Int64, n_rotations::Int64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:380 [3] kwcall(::@NamedTuple{n_draws::Int64, n_rotations::Int64}, ::typeof(identify_arias), model::VARModel{Float64}, restrictions::SVARRestrictions, horizon::Int64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:351 [4] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:365 [inlined] [5] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [6] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:347 [inlined] [7] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [8] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:26 [9] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [10] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] [11] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [12] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] [13] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [14] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 [15] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [16] top-level scope @ none:6 [17] eval(m::Module, e::Any) @ Core ./boot.jl:489 [18] exec_options(opts::Base.JLOptions) @ Base ./client.jl:310 [19] _start() @ Base ./client.jl:585 Numerical Stability - Near Singular Covariance: Error During Test at /home/pkgeval/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:385 Got exception outside of a @test No valid identification after 10000 attempts Stacktrace: [1] error(s::String) @ Base ./error.jl:44 [2] identify_arias(model::VARModel{Float64}, restrictions::SVARRestrictions, horizon::Int64; n_draws::Int64, n_rotations::Int64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:380 [3] kwcall(::@NamedTuple{n_draws::Int64, n_rotations::Int64}, ::typeof(identify_arias), model::VARModel{Float64}, restrictions::SVARRestrictions, horizon::Int64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:351 [4] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:399 [inlined] [5] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [6] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:386 [inlined] [7] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [8] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:26 [9] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [10] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] [11] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [12] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] [13] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [14] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 [15] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [16] top-level scope @ none:6 [17] eval(m::Module, e::Any) @ Core ./boot.jl:489 [18] exec_options(opts::Base.JLOptions) @ Base ./client.jl:310 [19] _start() @ Base ./client.jl:585 Reproducibility: Error During Test at /home/pkgeval/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:405 Got exception outside of a @test No valid identification after 4000 attempts Stacktrace: [1] error(s::String) @ Base ./error.jl:44 [2] identify_arias(model::VARModel{Float64}, restrictions::SVARRestrictions, horizon::Int64; n_draws::Int64, n_rotations::Int64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:380 [3] kwcall(::@NamedTuple{n_draws::Int64, n_rotations::Int64}, ::typeof(identify_arias), model::VARModel{Float64}, restrictions::SVARRestrictions, horizon::Int64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:351 [4] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:416 [inlined] [5] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [6] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:406 [inlined] [7] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [8] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:26 [9] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [10] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] [11] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [12] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] [13] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [14] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 [15] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [16] top-level scope @ none:6 [17] eval(m::Module, e::Any) @ Core ./boot.jl:489 [18] exec_options(opts::Base.JLOptions) @ Base ./client.jl:310 [19] _start() @ Base ./client.jl:585 Comparison with Cholesky Identification: Error During Test at /home/pkgeval/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:447 Got exception outside of a @test No valid identification after 15000 attempts Stacktrace: [1] error(s::String) @ Base ./error.jl:44 [2] identify_arias(model::VARModel{Float64}, restrictions::SVARRestrictions, horizon::Int64; n_draws::Int64, n_rotations::Int64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:380 [3] kwcall(::@NamedTuple{n_draws::Int64, n_rotations::Int64}, ::typeof(identify_arias), model::VARModel{Float64}, restrictions::SVARRestrictions, horizon::Int64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:351 [4] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:463 [inlined] [5] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [6] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:448 [inlined] [7] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [8] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:26 [9] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [10] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] [11] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [12] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] [13] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [14] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 [15] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [16] top-level scope @ none:6 [17] eval(m::Module, e::Any) @ Core ./boot.jl:489 [18] exec_options(opts::Base.JLOptions) @ Base ./client.jl:310 [19] _start() @ Base ./client.jl:585 Larger System (5 variables): Error During Test at /home/pkgeval/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:486 Got exception outside of a @test No valid identification after 15000 attempts Stacktrace: [1] error(s::String) @ Base ./error.jl:44 [2] identify_arias(model::VARModel{Float64}, restrictions::SVARRestrictions, horizon::Int64; n_draws::Int64, n_rotations::Int64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:380 [3] kwcall(::@NamedTuple{n_draws::Int64, n_rotations::Int64}, ::typeof(identify_arias), model::VARModel{Float64}, restrictions::SVARRestrictions, horizon::Int64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:351 [4] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:502 [inlined] [5] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [6] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:487 [inlined] [7] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [8] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:26 [9] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [10] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] [11] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [12] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] [13] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [14] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 [15] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [16] top-level scope @ none:6 [17] eval(m::Module, e::Any) @ Core ./boot.jl:489 [18] exec_options(opts::Base.JLOptions) @ Base ./client.jl:310 [19] _start() @ Base ./client.jl:585 AriasSVARResult Methods: Error During Test at /home/pkgeval/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:514 Got exception outside of a @test No valid identification after 6000 attempts Stacktrace: [1] error(s::String) @ Base ./error.jl:44 [2] identify_arias(model::VARModel{Float64}, restrictions::SVARRestrictions, horizon::Int64; n_draws::Int64, n_rotations::Int64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:380 [3] kwcall(::@NamedTuple{n_draws::Int64, n_rotations::Int64}, ::typeof(identify_arias), model::VARModel{Float64}, restrictions::SVARRestrictions, horizon::Int64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:351 [4] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:524 [inlined] [5] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [6] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:515 [inlined] [7] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [8] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:26 [9] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [10] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] [11] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [12] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] [13] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [14] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 [15] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [16] top-level scope @ none:6 [17] eval(m::Module, e::Any) @ Core ./boot.jl:489 [18] exec_options(opts::Base.JLOptions) @ Base ./client.jl:310 [19] _start() @ Base ./client.jl:585 ┌ Warning: Bayesian identification test failed │ exception = │ No valid identifications across posterior │ Stacktrace: │ [1] error(s::String) │ @ Base ./error.jl:44 │ [2] identify_arias_bayesian(post::BVARPosterior{Float64}, restrictions::SVARRestrictions, horizon::Int64; data::Nothing, n_rotations::Int64, quantiles::Vector{Float64}) │ @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:422 │ [3] kwcall(::@NamedTuple{n_rotations::Int64, quantiles::Vector{Float64}}, ::typeof(identify_arias_bayesian), post::BVARPosterior{Float64}, restrictions::SVARRestrictions, horizon::Int64) │ @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:398 │ [4] macro expansion │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:575 [inlined] │ [5] macro expansion │ @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] │ [6] macro expansion │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:557 [inlined] │ [7] macro expansion │ @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] │ [8] top-level scope │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:556 │ [9] include(mapexpr::Function, mod::Module, _path::String) │ @ Base ./Base.jl:310 │ [10] macro expansion │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] │ [11] macro expansion │ @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] │ [12] macro expansion │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] │ [13] macro expansion │ @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] │ [14] top-level scope │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 │ [15] include(mapexpr::Function, mod::Module, _path::String) │ @ Base ./Base.jl:310 │ [16] top-level scope │ @ none:6 │ [17] eval(m::Module, e::Any) │ @ Core ./boot.jl:489 │ [18] exec_options(opts::Base.JLOptions) │ @ Base ./client.jl:310 │ [19] _start() │ @ Base ./client.jl:585 └ @ Main ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:604 ┌ Warning: Bayesian zero restrictions test failed │ exception = │ No valid identifications across posterior │ Stacktrace: │ [1] error(s::String) │ @ Base ./error.jl:44 │ [2] identify_arias_bayesian(post::BVARPosterior{Float64}, restrictions::SVARRestrictions, horizon::Int64; data::Nothing, n_rotations::Int64, quantiles::Vector{Float64}) │ @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:422 │ [3] kwcall(::@NamedTuple{n_rotations::Int64}, ::typeof(identify_arias_bayesian), post::BVARPosterior{Float64}, restrictions::SVARRestrictions, horizon::Int64) │ @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:398 │ [4] macro expansion │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:626 [inlined] │ [5] macro expansion │ @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] │ [6] macro expansion │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:610 [inlined] │ [7] macro expansion │ @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] │ [8] top-level scope │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:556 │ [9] include(mapexpr::Function, mod::Module, _path::String) │ @ Base ./Base.jl:310 │ [10] macro expansion │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] │ [11] macro expansion │ @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] │ [12] macro expansion │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] │ [13] macro expansion │ @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] │ [14] top-level scope │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 │ [15] include(mapexpr::Function, mod::Module, _path::String) │ @ Base ./Base.jl:310 │ [16] top-level scope │ @ none:6 │ [17] eval(m::Module, e::Any) │ @ Core ./boot.jl:489 │ [18] exec_options(opts::Base.JLOptions) │ @ Base ./client.jl:310 │ [19] _start() │ @ Base ./client.jl:585 └ @ Main ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:633 ┌ Warning: Bayesian mixed restrictions test failed │ exception = │ No valid identifications across posterior │ Stacktrace: │ [1] error(s::String) │ @ Base ./error.jl:44 │ [2] identify_arias_bayesian(post::BVARPosterior{Float64}, restrictions::SVARRestrictions, horizon::Int64; data::Nothing, n_rotations::Int64, quantiles::Vector{Float64}) │ @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:422 │ [3] kwcall(::@NamedTuple{n_rotations::Int64}, ::typeof(identify_arias_bayesian), post::BVARPosterior{Float64}, restrictions::SVARRestrictions, horizon::Int64) │ @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:398 │ [4] macro expansion │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:651 [inlined] │ [5] macro expansion │ @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] │ [6] macro expansion │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:639 [inlined] │ [7] macro expansion │ @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] │ [8] top-level scope │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:556 │ [9] include(mapexpr::Function, mod::Module, _path::String) │ @ Base ./Base.jl:310 │ [10] macro expansion │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] │ [11] macro expansion │ @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] │ [12] macro expansion │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] │ [13] macro expansion │ @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] │ [14] top-level scope │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 │ [15] include(mapexpr::Function, mod::Module, _path::String) │ @ Base ./Base.jl:310 │ [16] top-level scope │ @ none:6 │ [17] eval(m::Module, e::Any) │ @ Core ./boot.jl:489 │ [18] exec_options(opts::Base.JLOptions) │ @ Base ./client.jl:310 │ [19] _start() │ @ Base ./client.jl:585 └ @ Main ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:658 ┌ Warning: Bayesian identification without data test failed │ exception = │ No valid identifications across posterior │ Stacktrace: │ [1] error(s::String) │ @ Base ./error.jl:44 │ [2] identify_arias_bayesian(post::BVARPosterior{Float64}, restrictions::SVARRestrictions, horizon::Int64; data::Nothing, n_rotations::Int64, quantiles::Vector{Float64}) │ @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:422 │ [3] kwcall(::@NamedTuple{n_rotations::Int64}, ::typeof(identify_arias_bayesian), post::BVARPosterior{Float64}, restrictions::SVARRestrictions, horizon::Int64) │ @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:398 │ [4] macro expansion │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:676 [inlined] │ [5] macro expansion │ @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] │ [6] macro expansion │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:664 [inlined] │ [7] macro expansion │ @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] │ [8] top-level scope │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:556 │ [9] include(mapexpr::Function, mod::Module, _path::String) │ @ Base ./Base.jl:310 │ [10] macro expansion │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] │ [11] macro expansion │ @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] │ [12] macro expansion │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] │ [13] macro expansion │ @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] │ [14] top-level scope │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 │ [15] include(mapexpr::Function, mod::Module, _path::String) │ @ Base ./Base.jl:310 │ [16] top-level scope │ @ none:6 │ [17] eval(m::Module, e::Any) │ @ Core ./boot.jl:489 │ [18] exec_options(opts::Base.JLOptions) │ @ Base ./client.jl:310 │ [19] _start() │ @ Base ./client.jl:585 └ @ Main ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:683 ┌ Warning: Custom quantiles test failed │ exception = │ No valid identifications across posterior │ Stacktrace: │ [1] error(s::String) │ @ Base ./error.jl:44 │ [2] identify_arias_bayesian(post::BVARPosterior{Float64}, restrictions::SVARRestrictions, horizon::Int64; data::Nothing, n_rotations::Int64, quantiles::Vector{Float64}) │ @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:422 │ [3] kwcall(::@NamedTuple{n_rotations::Int64, quantiles::Vector{Float64}}, ::typeof(identify_arias_bayesian), post::BVARPosterior{Float64}, restrictions::SVARRestrictions, horizon::Int64) │ @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:398 │ [4] macro expansion │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:702 [inlined] │ [5] macro expansion │ @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] │ [6] macro expansion │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:689 [inlined] │ [7] macro expansion │ @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] │ [8] top-level scope │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:556 │ [9] include(mapexpr::Function, mod::Module, _path::String) │ @ Base ./Base.jl:310 │ [10] macro expansion │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] │ [11] macro expansion │ @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] │ [12] macro expansion │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] │ [13] macro expansion │ @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] │ [14] top-level scope │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 │ [15] include(mapexpr::Function, mod::Module, _path::String) │ @ Base ./Base.jl:310 │ [16] top-level scope │ @ none:6 │ [17] eval(m::Module, e::Any) │ @ Core ./boot.jl:489 │ [18] exec_options(opts::Base.JLOptions) │ @ Base ./client.jl:310 │ [19] _start() │ @ Base ./client.jl:585 └ @ Main ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:715 ┌ Warning: Single variable Bayesian test failed │ exception = │ No valid identifications across posterior │ Stacktrace: │ [1] error(s::String) │ @ Base ./error.jl:44 │ [2] identify_arias_bayesian(post::BVARPosterior{Float64}, restrictions::SVARRestrictions, horizon::Int64; data::Nothing, n_rotations::Int64, quantiles::Vector{Float64}) │ @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:422 │ [3] kwcall(::@NamedTuple{n_rotations::Int64}, ::typeof(identify_arias_bayesian), post::BVARPosterior{Float64}, restrictions::SVARRestrictions, horizon::Int64) │ @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:398 │ [4] macro expansion │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:732 [inlined] │ [5] macro expansion │ @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] │ [6] macro expansion │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:721 [inlined] │ [7] macro expansion │ @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] │ [8] top-level scope │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:556 │ [9] include(mapexpr::Function, mod::Module, _path::String) │ @ Base ./Base.jl:310 │ [10] macro expansion │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] │ [11] macro expansion │ @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] │ [12] macro expansion │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] │ [13] macro expansion │ @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] │ [14] top-level scope │ @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 │ [15] include(mapexpr::Function, mod::Module, _path::String) │ @ Base ./Base.jl:310 │ [16] top-level scope │ @ none:6 │ [17] eval(m::Module, e::Any) │ @ Core ./boot.jl:489 │ [18] exec_options(opts::Base.JLOptions) │ @ Base ./client.jl:310 │ [19] _start() │ @ Base ./client.jl:585 └ @ Main ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:739 _compute_importance_weight: Error During Test at /home/pkgeval/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:919 Got exception outside of a @test MethodError: no method matching _compute_importance_weight(::Matrix{Float64}, ::SVARRestrictions, ::Vector{Matrix{Float64}}, ::LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}) The function `_compute_importance_weight` exists, but no method is defined for this combination of argument types. Closest candidates are: _compute_importance_weight(::Matrix{T}, ::SVARRestrictions, ::Array{Matrix{T}, 1}, !Matched::LowerTriangular{T, Matrix{T}}) where T @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:323 Stacktrace: [1] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:932 [inlined] [2] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [3] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:920 [inlined] [4] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [5] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:752 [6] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [7] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] [8] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [9] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] [10] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [11] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 [12] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [13] top-level scope @ none:6 [14] eval(m::Module, e::Any) @ Core ./boot.jl:489 [15] exec_options(opts::Base.JLOptions) @ Base ./client.jl:310 [16] _start() @ Base ./client.jl:585 _build_zero_constraint_matrix: Error During Test at /home/pkgeval/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:943 Got exception outside of a @test MethodError: no method matching _build_zero_constraint_matrix(::SVARRestrictions, ::Int64, ::Vector{Matrix{Float64}}, ::LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}) The function `_build_zero_constraint_matrix` exists, but no method is defined for this combination of argument types. Closest candidates are: _build_zero_constraint_matrix(::SVARRestrictions, ::Int64, ::Array{Matrix{T}, 1}, !Matched::LowerTriangular{T, Matrix{T}}) where T @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:284 Stacktrace: [1] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:957 [inlined] [2] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [3] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:944 [inlined] [4] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [5] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:752 [6] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [7] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] [8] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [9] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] [10] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [11] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 [12] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [13] top-level scope @ none:6 [14] eval(m::Module, e::Any) @ Core ./boot.jl:489 [15] exec_options(opts::Base.JLOptions) @ Base ./client.jl:310 [16] _start() @ Base ./client.jl:585 _compute_irf_for_Q: Error During Test at /home/pkgeval/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:968 Got exception outside of a @test MethodError: no method matching _compute_irf_for_Q(::VARModel{Float64}, ::Matrix{Float64}, ::Vector{Matrix{Float64}}, ::LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, ::Int64) The function `_compute_irf_for_Q` exists, but no method is defined for this combination of argument types. Closest candidates are: _compute_irf_for_Q(::VARModel{T}, ::Matrix{T}, ::Array{Matrix{T}, 1}, !Matched::LowerTriangular{T, Matrix{T}}, ::Int64) where T<:AbstractFloat @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:259 Stacktrace: [1] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:980 [inlined] [2] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [3] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:969 [inlined] [4] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [5] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:752 [6] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [7] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] [8] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [9] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] [10] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [11] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 [12] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [13] top-level scope @ none:6 [14] eval(m::Module, e::Any) @ Core ./boot.jl:489 [15] exec_options(opts::Base.JLOptions) @ Base ./client.jl:310 [16] _start() @ Base ./client.jl:585 _draw_Q_with_zero_restrictions: Error During Test at /home/pkgeval/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:990 Got exception outside of a @test MethodError: no method matching _draw_Q_with_zero_restrictions(::SVARRestrictions, ::Vector{Matrix{Float64}}, ::LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}) The function `_draw_Q_with_zero_restrictions` exists, but no method is defined for this combination of argument types. Closest candidates are: _draw_Q_with_zero_restrictions(::SVARRestrictions, ::Array{Matrix{T}, 1}, !Matched::LowerTriangular{T, Matrix{T}}) where T<:AbstractFloat @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:307 Stacktrace: [1] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:1008 [inlined] [2] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [3] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:991 [inlined] [4] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [5] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/var/test_arias2018.jl:752 [6] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [7] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] [8] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [9] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:180 [inlined] [10] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [11] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 [12] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [13] top-level scope @ none:6 [14] eval(m::Module, e::Any) @ Core ./boot.jl:489 [15] exec_options(opts::Base.JLOptions) @ Base ./client.jl:310 [16] _start() @ Base ./client.jl:585 Arias et al. (2018) tests completed. Sign Restrictions Empty: Error During Test at /home/pkgeval/.julia/packages/MacroEconometricModels/IIUT9/test/core/test_edge_cases.jl:279 Got exception outside of a @test No valid identification after 50000 attempts Stacktrace: [1] error(s::String) @ Base ./error.jl:44 [2] identify_arias(model::VARModel{Float64}, restrictions::SVARRestrictions, horizon::Int64; n_draws::Int64, n_rotations::Int64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:380 [3] kwcall(::@NamedTuple{n_draws::Int64}, ::typeof(identify_arias), model::VARModel{Float64}, restrictions::SVARRestrictions, horizon::Int64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:351 [4] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/core/test_edge_cases.jl:285 [inlined] [5] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [6] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/core/test_edge_cases.jl:280 [inlined] [7] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [8] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/core/test_edge_cases.jl:23 [9] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [10] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:208 [inlined] [11] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [12] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:208 [inlined] [13] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [14] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 [15] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [16] top-level scope @ none:6 [17] eval(m::Module, e::Any) @ Core ./boot.jl:489 [18] exec_options(opts::Base.JLOptions) @ Base ./client.jl:310 [19] _start() @ Base ./client.jl:585 Student-t: Error During Test at /home/pkgeval/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:88 Got exception outside of a @test MethodError: no method matching _nongaussian_loglik(::Vector{Float64}, ::Vector{Float64}, ::Matrix{Float64}, ::LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, ::Int64; distribution::Symbol) The function `_nongaussian_loglik` exists, but no method is defined for this combination of argument types. Closest candidates are: _nongaussian_loglik(::AbstractVector{T}, ::AbstractVector{T}, ::Matrix{T}, !Matched::LowerTriangular{T, Matrix{T}}, ::Int64; distribution) where T<:AbstractFloat @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:153 Stacktrace: [1] (::MacroEconometricModels.var"#171#172"{VARModel{Float64}, Symbol, LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, Int64})(p::Vector{Float64}) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:338 [2] value!!(obj::NLSolversBase.NonDifferentiable{Float64, Vector{Float64}}, x::Vector{Float64}) @ NLSolversBase ~/.julia/packages/NLSolversBase/gOqwS/src/interface.jl:8 [3] value! @ ~/.julia/packages/NLSolversBase/gOqwS/src/interface.jl:40 [inlined] [4] initial_state(method::Optim.NelderMead{Optim.AffineSimplexer, Optim.AdaptiveParameters}, options::Optim.Options{Float64, Nothing}, d::NLSolversBase.NonDifferentiable{Float64, Vector{Float64}}, x0::Vector{Float64}) @ Optim ~/.julia/packages/Optim/DtV5C/src/multivariate/solvers/zeroth_order/nelder_mead.jl:176 [5] optimize @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/optimize.jl:45 [inlined] [6] #optimize#67 @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/interface.jl:225 [inlined] [7] optimize @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/interface.jl:216 [inlined] [8] _estimate_nongaussian_ml(model::VARModel{Float64}, distribution::Symbol; max_iter::Int64, tol::Float64, dist_init::Nothing) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:341 [9] kwcall(::@NamedTuple{max_iter::Int64, tol::Float64}, ::typeof(MacroEconometricModels._estimate_nongaussian_ml), model::VARModel{Float64}, distribution::Symbol) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:308 [10] identify_student_t(model::VARModel{Float64}; max_iter::Int64, tol::Float64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:408 [11] identify_student_t(model::VARModel{Float64}) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:406 [12] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:9 [13] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [14] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:88 [inlined] [15] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [16] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:89 [inlined] [17] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [18] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:89 [inlined] [19] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [20] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:228 [inlined] [21] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [22] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:228 [inlined] [23] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [24] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 [25] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [26] top-level scope @ none:6 [27] eval(m::Module, e::Any) @ Core ./boot.jl:489 [28] exec_options(opts::Base.JLOptions) @ Base ./client.jl:310 [29] _start() @ Base ./client.jl:585 Mixture normal: Error During Test at /home/pkgeval/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:109 Got exception outside of a @test MethodError: no method matching _nongaussian_loglik(::Vector{Float64}, ::Vector{Float64}, ::Matrix{Float64}, ::LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, ::Int64; distribution::Symbol) The function `_nongaussian_loglik` exists, but no method is defined for this combination of argument types. Closest candidates are: _nongaussian_loglik(::AbstractVector{T}, ::AbstractVector{T}, ::Matrix{T}, !Matched::LowerTriangular{T, Matrix{T}}, ::Int64; distribution) where T<:AbstractFloat @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:153 Stacktrace: [1] (::MacroEconometricModels.var"#171#172"{VARModel{Float64}, Symbol, LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, Int64})(p::Vector{Float64}) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:338 [2] value!!(obj::NLSolversBase.NonDifferentiable{Float64, Vector{Float64}}, x::Vector{Float64}) @ NLSolversBase ~/.julia/packages/NLSolversBase/gOqwS/src/interface.jl:8 [3] value! @ ~/.julia/packages/NLSolversBase/gOqwS/src/interface.jl:40 [inlined] [4] initial_state(method::Optim.NelderMead{Optim.AffineSimplexer, Optim.AdaptiveParameters}, options::Optim.Options{Float64, Nothing}, d::NLSolversBase.NonDifferentiable{Float64, Vector{Float64}}, x0::Vector{Float64}) @ Optim ~/.julia/packages/Optim/DtV5C/src/multivariate/solvers/zeroth_order/nelder_mead.jl:176 [5] optimize @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/optimize.jl:45 [inlined] [6] #optimize#67 @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/interface.jl:225 [inlined] [7] optimize @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/interface.jl:216 [inlined] [8] _estimate_nongaussian_ml(model::VARModel{Float64}, distribution::Symbol; max_iter::Int64, tol::Float64, dist_init::Nothing) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:341 [9] kwcall(::@NamedTuple{max_iter::Int64, tol::Float64}, ::typeof(MacroEconometricModels._estimate_nongaussian_ml), model::VARModel{Float64}, distribution::Symbol) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:308 [10] identify_mixture_normal(model::VARModel{Float64}; n_components::Int64, max_iter::Int64, tol::Float64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:422 [11] identify_mixture_normal(model::VARModel{Float64}) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:420 [12] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:9 [13] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [14] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:88 [inlined] [15] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [16] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:110 [inlined] [17] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [18] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:110 [inlined] [19] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [20] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:228 [inlined] [21] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [22] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:228 [inlined] [23] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [24] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 [25] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [26] top-level scope @ none:6 [27] eval(m::Module, e::Any) @ Core ./boot.jl:489 [28] exec_options(opts::Base.JLOptions) @ Base ./client.jl:310 [29] _start() @ Base ./client.jl:585 PML: Error During Test at /home/pkgeval/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:116 Got exception outside of a @test MethodError: no method matching _nongaussian_loglik(::Vector{Float64}, ::Vector{Float64}, ::Matrix{Float64}, ::LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, ::Int64; distribution::Symbol) The function `_nongaussian_loglik` exists, but no method is defined for this combination of argument types. Closest candidates are: _nongaussian_loglik(::AbstractVector{T}, ::AbstractVector{T}, ::Matrix{T}, !Matched::LowerTriangular{T, Matrix{T}}, ::Int64; distribution) where T<:AbstractFloat @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:153 Stacktrace: [1] (::MacroEconometricModels.var"#171#172"{VARModel{Float64}, Symbol, LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, Int64})(p::Vector{Float64}) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:338 [2] value!!(obj::NLSolversBase.NonDifferentiable{Float64, Vector{Float64}}, x::Vector{Float64}) @ NLSolversBase ~/.julia/packages/NLSolversBase/gOqwS/src/interface.jl:8 [3] value! @ ~/.julia/packages/NLSolversBase/gOqwS/src/interface.jl:40 [inlined] [4] initial_state(method::Optim.NelderMead{Optim.AffineSimplexer, Optim.AdaptiveParameters}, options::Optim.Options{Float64, Nothing}, d::NLSolversBase.NonDifferentiable{Float64, Vector{Float64}}, x0::Vector{Float64}) @ Optim ~/.julia/packages/Optim/DtV5C/src/multivariate/solvers/zeroth_order/nelder_mead.jl:176 [5] optimize @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/optimize.jl:45 [inlined] [6] #optimize#67 @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/interface.jl:225 [inlined] [7] optimize @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/interface.jl:216 [inlined] [8] _estimate_nongaussian_ml(model::VARModel{Float64}, distribution::Symbol; max_iter::Int64, tol::Float64, dist_init::Nothing) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:341 [9] kwcall(::@NamedTuple{max_iter::Int64, tol::Float64}, ::typeof(MacroEconometricModels._estimate_nongaussian_ml), model::VARModel{Float64}, distribution::Symbol) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:308 [10] identify_pml(model::VARModel{Float64}; max_iter::Int64, tol::Float64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:436 [11] identify_pml(model::VARModel{Float64}) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:434 [12] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:9 [13] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [14] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:88 [inlined] [15] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [16] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:117 [inlined] [17] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [18] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:117 [inlined] [19] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [20] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:228 [inlined] [21] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [22] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:228 [inlined] [23] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [24] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 [25] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [26] top-level scope @ none:6 [27] eval(m::Module, e::Any) @ Core ./boot.jl:489 [28] exec_options(opts::Base.JLOptions) @ Base ./client.jl:310 [29] _start() @ Base ./client.jl:585 Skew normal: Error During Test at /home/pkgeval/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:124 Got exception outside of a @test MethodError: no method matching _nongaussian_loglik(::Vector{Float64}, ::Vector{Float64}, ::Matrix{Float64}, ::LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, ::Int64; distribution::Symbol) The function `_nongaussian_loglik` exists, but no method is defined for this combination of argument types. Closest candidates are: _nongaussian_loglik(::AbstractVector{T}, ::AbstractVector{T}, ::Matrix{T}, !Matched::LowerTriangular{T, Matrix{T}}, ::Int64; distribution) where T<:AbstractFloat @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:153 Stacktrace: [1] (::MacroEconometricModels.var"#171#172"{VARModel{Float64}, Symbol, LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, Int64})(p::Vector{Float64}) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:338 [2] value!!(obj::NLSolversBase.NonDifferentiable{Float64, Vector{Float64}}, x::Vector{Float64}) @ NLSolversBase ~/.julia/packages/NLSolversBase/gOqwS/src/interface.jl:8 [3] value! @ ~/.julia/packages/NLSolversBase/gOqwS/src/interface.jl:40 [inlined] [4] initial_state(method::Optim.NelderMead{Optim.AffineSimplexer, Optim.AdaptiveParameters}, options::Optim.Options{Float64, Nothing}, d::NLSolversBase.NonDifferentiable{Float64, Vector{Float64}}, x0::Vector{Float64}) @ Optim ~/.julia/packages/Optim/DtV5C/src/multivariate/solvers/zeroth_order/nelder_mead.jl:176 [5] optimize @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/optimize.jl:45 [inlined] [6] #optimize#67 @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/interface.jl:225 [inlined] [7] optimize @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/interface.jl:216 [inlined] [8] _estimate_nongaussian_ml(model::VARModel{Float64}, distribution::Symbol; max_iter::Int64, tol::Float64, dist_init::Nothing) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:341 [9] kwcall(::@NamedTuple{max_iter::Int64, tol::Float64}, ::typeof(MacroEconometricModels._estimate_nongaussian_ml), model::VARModel{Float64}, distribution::Symbol) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:308 [10] identify_skew_normal(model::VARModel{Float64}; max_iter::Int64, tol::Float64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:450 [11] identify_skew_normal(model::VARModel{Float64}) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:448 [12] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:9 [13] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [14] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:88 [inlined] [15] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [16] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:125 [inlined] [17] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [18] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:125 [inlined] [19] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [20] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:228 [inlined] [21] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [22] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:228 [inlined] [23] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [24] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 [25] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [26] top-level scope @ none:6 [27] eval(m::Module, e::Any) @ Core ./boot.jl:489 [28] exec_options(opts::Base.JLOptions) @ Base ./client.jl:310 [29] _start() @ Base ./client.jl:585 Unified dispatcher: Error During Test at /home/pkgeval/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:132 Got exception outside of a @test MethodError: no method matching _nongaussian_loglik(::Vector{Float64}, ::Vector{Float64}, ::Matrix{Float64}, ::LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, ::Int64; distribution::Symbol) The function `_nongaussian_loglik` exists, but no method is defined for this combination of argument types. Closest candidates are: _nongaussian_loglik(::AbstractVector{T}, ::AbstractVector{T}, ::Matrix{T}, !Matched::LowerTriangular{T, Matrix{T}}, ::Int64; distribution) where T<:AbstractFloat @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:153 Stacktrace: [1] (::MacroEconometricModels.var"#171#172"{VARModel{Float64}, Symbol, LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, Int64})(p::Vector{Float64}) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:338 [2] value!!(obj::NLSolversBase.NonDifferentiable{Float64, Vector{Float64}}, x::Vector{Float64}) @ NLSolversBase ~/.julia/packages/NLSolversBase/gOqwS/src/interface.jl:8 [3] value! @ ~/.julia/packages/NLSolversBase/gOqwS/src/interface.jl:40 [inlined] [4] initial_state(method::Optim.NelderMead{Optim.AffineSimplexer, Optim.AdaptiveParameters}, options::Optim.Options{Float64, Nothing}, d::NLSolversBase.NonDifferentiable{Float64, Vector{Float64}}, x0::Vector{Float64}) @ Optim ~/.julia/packages/Optim/DtV5C/src/multivariate/solvers/zeroth_order/nelder_mead.jl:176 [5] optimize @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/optimize.jl:45 [inlined] [6] #optimize#67 @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/interface.jl:225 [inlined] [7] optimize @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/interface.jl:216 [inlined] [8] _estimate_nongaussian_ml(model::VARModel{Float64}, distribution::Symbol; max_iter::Int64, tol::Float64, dist_init::Nothing) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:341 [9] kwcall(::@NamedTuple{max_iter::Int64, tol::Float64}, ::typeof(MacroEconometricModels._estimate_nongaussian_ml), model::VARModel{Float64}, distribution::Symbol) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:308 [10] identify_nongaussian_ml(model::VARModel{Float64}; distribution::Symbol, max_iter::Int64, tol::Float64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:467 [11] kwcall(::@NamedTuple{distribution::Symbol}, ::typeof(identify_nongaussian_ml), model::VARModel{Float64}) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:465 [12] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:9 [13] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [14] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:88 [inlined] [15] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [16] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:133 [inlined] [17] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [18] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:134 [inlined] [19] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [20] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:228 [inlined] [21] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [22] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:228 [inlined] [23] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [24] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 [25] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [26] top-level scope @ none:6 [27] eval(m::Module, e::Any) @ Core ./boot.jl:489 [28] exec_options(opts::Base.JLOptions) @ Base ./client.jl:310 [29] _start() @ Base ./client.jl:585 Identifiability Tests: Error During Test at /home/pkgeval/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:217 Got exception outside of a @test MethodError: no method matching _nongaussian_loglik(::Vector{Float64}, ::Vector{Float64}, ::Matrix{Float64}, ::LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, ::Int64; distribution::Symbol) The function `_nongaussian_loglik` exists, but no method is defined for this combination of argument types. Closest candidates are: _nongaussian_loglik(::AbstractVector{T}, ::AbstractVector{T}, ::Matrix{T}, !Matched::LowerTriangular{T, Matrix{T}}, ::Int64; distribution) where T<:AbstractFloat @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:153 Stacktrace: [1] (::MacroEconometricModels.var"#171#172"{VARModel{Float64}, Symbol, LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, Int64})(p::Vector{Float64}) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:338 [2] value!!(obj::NLSolversBase.NonDifferentiable{Float64, Vector{Float64}}, x::Vector{Float64}) @ NLSolversBase ~/.julia/packages/NLSolversBase/gOqwS/src/interface.jl:8 [3] value! @ ~/.julia/packages/NLSolversBase/gOqwS/src/interface.jl:40 [inlined] [4] initial_state(method::Optim.NelderMead{Optim.AffineSimplexer, Optim.AdaptiveParameters}, options::Optim.Options{Float64, Nothing}, d::NLSolversBase.NonDifferentiable{Float64, Vector{Float64}}, x0::Vector{Float64}) @ Optim ~/.julia/packages/Optim/DtV5C/src/multivariate/solvers/zeroth_order/nelder_mead.jl:176 [5] optimize @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/optimize.jl:45 [inlined] [6] #optimize#67 @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/interface.jl:225 [inlined] [7] optimize @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/interface.jl:216 [inlined] [8] _estimate_nongaussian_ml(model::VARModel{Float64}, distribution::Symbol; max_iter::Int64, tol::Float64, dist_init::Nothing) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:341 [9] kwcall(::@NamedTuple{max_iter::Int64, tol::Float64}, ::typeof(MacroEconometricModels._estimate_nongaussian_ml), model::VARModel{Float64}, distribution::Symbol) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:308 [10] identify_student_t(model::VARModel{Float64}; max_iter::Int64, tol::Float64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:408 [11] identify_student_t(model::VARModel{Float64}) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:406 [12] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:9 [13] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [14] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:218 [inlined] [15] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [16] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:219 [inlined] [17] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [18] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:228 [inlined] [19] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [20] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:228 [inlined] [21] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [22] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 [23] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [24] top-level scope @ none:6 [25] eval(m::Module, e::Any) @ Core ./boot.jl:489 [26] exec_options(opts::Base.JLOptions) @ Base ./client.jl:310 [27] _start() @ Base ./client.jl:585 compute_Q Integration: Error During Test at /home/pkgeval/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:283 Got exception outside of a @test MethodError: no method matching _nongaussian_loglik(::Vector{Float64}, ::Vector{Float64}, ::Matrix{Float64}, ::LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, ::Int64; distribution::Symbol) The function `_nongaussian_loglik` exists, but no method is defined for this combination of argument types. Closest candidates are: _nongaussian_loglik(::AbstractVector{T}, ::AbstractVector{T}, ::Matrix{T}, !Matched::LowerTriangular{T, Matrix{T}}, ::Int64; distribution) where T<:AbstractFloat @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:153 Stacktrace: [1] (::MacroEconometricModels.var"#171#172"{VARModel{Float64}, Symbol, LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, Int64})(p::Vector{Float64}) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:338 [2] value!!(obj::NLSolversBase.NonDifferentiable{Float64, Vector{Float64}}, x::Vector{Float64}) @ NLSolversBase ~/.julia/packages/NLSolversBase/gOqwS/src/interface.jl:8 [3] value! @ ~/.julia/packages/NLSolversBase/gOqwS/src/interface.jl:40 [inlined] [4] initial_state(method::Optim.NelderMead{Optim.AffineSimplexer, Optim.AdaptiveParameters}, options::Optim.Options{Float64, Nothing}, d::NLSolversBase.NonDifferentiable{Float64, Vector{Float64}}, x0::Vector{Float64}) @ Optim ~/.julia/packages/Optim/DtV5C/src/multivariate/solvers/zeroth_order/nelder_mead.jl:176 [5] optimize @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/optimize.jl:45 [inlined] [6] #optimize#67 @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/interface.jl:225 [inlined] [7] optimize @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/interface.jl:216 [inlined] [8] _estimate_nongaussian_ml(model::VARModel{Float64}, distribution::Symbol; max_iter::Int64, tol::Float64, dist_init::Nothing) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:341 [9] kwcall(::@NamedTuple{max_iter::Int64, tol::Float64}, ::typeof(MacroEconometricModels._estimate_nongaussian_ml), model::VARModel{Float64}, distribution::Symbol) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:308 [10] identify_student_t(model::VARModel{Float64}; max_iter::Int64, tol::Float64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:408 [11] identify_student_t(model::VARModel{Float64}) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:406 [12] compute_Q(model::VARModel{Float64}, method::Symbol, horizon::Int64, check_func::Nothing, narrative_check::Nothing; max_draws::Int64, transition_var::Nothing, regime_indicator::Nothing) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:174 [13] compute_Q(model::VARModel{Float64}, method::Symbol, horizon::Int64, check_func::Nothing, narrative_check::Nothing) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:153 [14] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:9 [15] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [16] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:285 [inlined] [17] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [18] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:293 [inlined] [19] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [20] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:228 [inlined] [21] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [22] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:228 [inlined] [23] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [24] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 [25] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [26] top-level scope @ none:6 [27] eval(m::Module, e::Any) @ Core ./boot.jl:489 [28] exec_options(opts::Base.JLOptions) @ Base ./client.jl:310 [29] _start() @ Base ./client.jl:585 Type Hierarchy: Error During Test at /home/pkgeval/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:309 Got exception outside of a @test MethodError: no method matching _nongaussian_loglik(::Vector{Float64}, ::Vector{Float64}, ::Matrix{Float64}, ::LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, ::Int64; distribution::Symbol) The function `_nongaussian_loglik` exists, but no method is defined for this combination of argument types. Closest candidates are: _nongaussian_loglik(::AbstractVector{T}, ::AbstractVector{T}, ::Matrix{T}, !Matched::LowerTriangular{T, Matrix{T}}, ::Int64; distribution) where T<:AbstractFloat @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:153 Stacktrace: [1] (::MacroEconometricModels.var"#171#172"{VARModel{Float64}, Symbol, LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, Int64})(p::Vector{Float64}) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:338 [2] value!!(obj::NLSolversBase.NonDifferentiable{Float64, Vector{Float64}}, x::Vector{Float64}) @ NLSolversBase ~/.julia/packages/NLSolversBase/gOqwS/src/interface.jl:8 [3] value! @ ~/.julia/packages/NLSolversBase/gOqwS/src/interface.jl:40 [inlined] [4] initial_state(method::Optim.NelderMead{Optim.AffineSimplexer, Optim.AdaptiveParameters}, options::Optim.Options{Float64, Nothing}, d::NLSolversBase.NonDifferentiable{Float64, Vector{Float64}}, x0::Vector{Float64}) @ Optim ~/.julia/packages/Optim/DtV5C/src/multivariate/solvers/zeroth_order/nelder_mead.jl:176 [5] optimize @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/optimize.jl:45 [inlined] [6] #optimize#67 @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/interface.jl:225 [inlined] [7] optimize @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/interface.jl:216 [inlined] [8] _estimate_nongaussian_ml(model::VARModel{Float64}, distribution::Symbol; max_iter::Int64, tol::Float64, dist_init::Nothing) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:341 [9] kwcall(::@NamedTuple{max_iter::Int64, tol::Float64}, ::typeof(MacroEconometricModels._estimate_nongaussian_ml), model::VARModel{Float64}, distribution::Symbol) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:308 [10] identify_student_t(model::VARModel{Float64}; max_iter::Int64, tol::Float64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:408 [11] identify_student_t(model::VARModel{Float64}) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:406 [12] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:9 [13] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [14] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:310 [inlined] [15] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [16] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:316 [inlined] [17] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [18] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:228 [inlined] [19] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [20] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:228 [inlined] [21] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [22] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 [23] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [24] top-level scope @ none:6 [25] eval(m::Module, e::Any) @ Core ./boot.jl:489 [26] exec_options(opts::Base.JLOptions) @ Base ./client.jl:310 [27] _start() @ Base ./client.jl:585 Bivariate model: Error During Test at /home/pkgeval/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:332 Got exception outside of a @test MethodError: no method matching _nongaussian_loglik(::Vector{Float64}, ::Vector{Float64}, ::Matrix{Float64}, ::LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, ::Int64; distribution::Symbol) The function `_nongaussian_loglik` exists, but no method is defined for this combination of argument types. Closest candidates are: _nongaussian_loglik(::AbstractVector{T}, ::AbstractVector{T}, ::Matrix{T}, !Matched::LowerTriangular{T, Matrix{T}}, ::Int64; distribution) where T<:AbstractFloat @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:153 Stacktrace: [1] (::MacroEconometricModels.var"#171#172"{VARModel{Float64}, Symbol, LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, Int64})(p::Vector{Float64}) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:338 [2] value!!(obj::NLSolversBase.NonDifferentiable{Float64, Vector{Float64}}, x::Vector{Float64}) @ NLSolversBase ~/.julia/packages/NLSolversBase/gOqwS/src/interface.jl:8 [3] value! @ ~/.julia/packages/NLSolversBase/gOqwS/src/interface.jl:40 [inlined] [4] initial_state(method::Optim.NelderMead{Optim.AffineSimplexer, Optim.AdaptiveParameters}, options::Optim.Options{Float64, Nothing}, d::NLSolversBase.NonDifferentiable{Float64, Vector{Float64}}, x0::Vector{Float64}) @ Optim ~/.julia/packages/Optim/DtV5C/src/multivariate/solvers/zeroth_order/nelder_mead.jl:176 [5] optimize @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/optimize.jl:45 [inlined] [6] #optimize#67 @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/interface.jl:225 [inlined] [7] optimize @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/interface.jl:216 [inlined] [8] _estimate_nongaussian_ml(model::VARModel{Float64}, distribution::Symbol; max_iter::Int64, tol::Float64, dist_init::Nothing) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:341 [9] kwcall(::@NamedTuple{max_iter::Int64, tol::Float64}, ::typeof(MacroEconometricModels._estimate_nongaussian_ml), model::VARModel{Float64}, distribution::Symbol) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:308 [10] identify_student_t(model::VARModel{Float64}; max_iter::Int64, tol::Float64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:408 [11] identify_student_t(model::VARModel{Float64}) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:406 [12] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:9 [13] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [14] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:333 [inlined] [15] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [16] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:340 [inlined] [17] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [18] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:228 [inlined] [19] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [20] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:228 [inlined] [21] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [22] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 [23] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [24] top-level scope @ none:6 [25] eval(m::Module, e::Any) @ Core ./boot.jl:489 [26] exec_options(opts::Base.JLOptions) @ Base ./client.jl:310 [27] _start() @ Base ./client.jl:585 Gaussian vs non-Gaussian LR with other distributions: Error During Test at /home/pkgeval/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:378 Got exception outside of a @test MethodError: no method matching _nongaussian_loglik(::Vector{Float64}, ::Vector{Float64}, ::Matrix{Float64}, ::LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, ::Int64; distribution::Symbol) The function `_nongaussian_loglik` exists, but no method is defined for this combination of argument types. Closest candidates are: _nongaussian_loglik(::AbstractVector{T}, ::AbstractVector{T}, ::Matrix{T}, !Matched::LowerTriangular{T, Matrix{T}}, ::Int64; distribution) where T<:AbstractFloat @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:153 Stacktrace: [1] (::MacroEconometricModels.var"#171#172"{VARModel{Float64}, Symbol, LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, Int64})(p::Vector{Float64}) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:338 [2] value!!(obj::NLSolversBase.NonDifferentiable{Float64, Vector{Float64}}, x::Vector{Float64}) @ NLSolversBase ~/.julia/packages/NLSolversBase/gOqwS/src/interface.jl:8 [3] value! @ ~/.julia/packages/NLSolversBase/gOqwS/src/interface.jl:40 [inlined] [4] initial_state(method::Optim.NelderMead{Optim.AffineSimplexer, Optim.AdaptiveParameters}, options::Optim.Options{Float64, Nothing}, d::NLSolversBase.NonDifferentiable{Float64, Vector{Float64}}, x0::Vector{Float64}) @ Optim ~/.julia/packages/Optim/DtV5C/src/multivariate/solvers/zeroth_order/nelder_mead.jl:176 [5] optimize @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/optimize.jl:45 [inlined] [6] #optimize#67 @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/interface.jl:225 [inlined] [7] optimize @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/interface.jl:216 [inlined] [8] _estimate_nongaussian_ml(model::VARModel{Float64}, distribution::Symbol; max_iter::Int64, tol::Float64, dist_init::Nothing) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:341 [9] kwcall(::@NamedTuple{max_iter::Int64, tol::Float64}, ::typeof(MacroEconometricModels._estimate_nongaussian_ml), model::VARModel{Float64}, distribution::Symbol) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:308 [10] identify_nongaussian_ml(model::VARModel{Float64}; distribution::Symbol, max_iter::Int64, tol::Float64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:467 [11] kwcall(::@NamedTuple{distribution::Symbol}, ::typeof(identify_nongaussian_ml), model::VARModel{Float64}) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:465 [12] test_gaussian_vs_nongaussian(model::VARModel{Float64}; distribution::Symbol) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/tests.jl:313 [13] kwcall(::@NamedTuple{distribution::Symbol}, ::typeof(test_gaussian_vs_nongaussian), model::VARModel{Float64}) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/tests.jl:311 [14] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:9 [15] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [16] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:379 [inlined] [17] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [18] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:380 [inlined] [19] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [20] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:228 [inlined] [21] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [22] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:228 [inlined] [23] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [24] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 [25] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [26] top-level scope @ none:6 [27] eval(m::Module, e::Any) @ Core ./boot.jl:489 [28] exec_options(opts::Base.JLOptions) @ Base ./client.jl:310 [29] _start() @ Base ./client.jl:585 4-variable scalability: Error During Test at /home/pkgeval/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:425 Got exception outside of a @test MethodError: no method matching _nongaussian_loglik(::Vector{Float64}, ::Vector{Float64}, ::Matrix{Float64}, ::LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, ::Int64; distribution::Symbol) The function `_nongaussian_loglik` exists, but no method is defined for this combination of argument types. Closest candidates are: _nongaussian_loglik(::AbstractVector{T}, ::AbstractVector{T}, ::Matrix{T}, !Matched::LowerTriangular{T, Matrix{T}}, ::Int64; distribution) where T<:AbstractFloat @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:153 Stacktrace: [1] (::MacroEconometricModels.var"#171#172"{VARModel{Float64}, Symbol, LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, Int64})(p::Vector{Float64}) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:338 [2] value!!(obj::NLSolversBase.NonDifferentiable{Float64, Vector{Float64}}, x::Vector{Float64}) @ NLSolversBase ~/.julia/packages/NLSolversBase/gOqwS/src/interface.jl:8 [3] value! @ ~/.julia/packages/NLSolversBase/gOqwS/src/interface.jl:40 [inlined] [4] initial_state(method::Optim.NelderMead{Optim.AffineSimplexer, Optim.AdaptiveParameters}, options::Optim.Options{Float64, Nothing}, d::NLSolversBase.NonDifferentiable{Float64, Vector{Float64}}, x0::Vector{Float64}) @ Optim ~/.julia/packages/Optim/DtV5C/src/multivariate/solvers/zeroth_order/nelder_mead.jl:176 [5] optimize @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/optimize.jl:45 [inlined] [6] #optimize#67 @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/interface.jl:225 [inlined] [7] optimize @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/interface.jl:216 [inlined] [8] _estimate_nongaussian_ml(model::VARModel{Float64}, distribution::Symbol; max_iter::Int64, tol::Float64, dist_init::Nothing) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:341 [9] kwcall(::@NamedTuple{max_iter::Int64, tol::Float64}, ::typeof(MacroEconometricModels._estimate_nongaussian_ml), model::VARModel{Float64}, distribution::Symbol) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:308 [10] identify_student_t(model::VARModel{Float64}; max_iter::Int64, tol::Float64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:408 [11] kwcall(::@NamedTuple{max_iter::Int64}, ::typeof(identify_student_t), model::VARModel{Float64}) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:406 [12] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:9 [13] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [14] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:426 [inlined] [15] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [16] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:433 [inlined] [17] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [18] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:228 [inlined] [19] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [20] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:228 [inlined] [21] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [22] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 [23] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [24] top-level scope @ none:6 [25] eval(m::Module, e::Any) @ Core ./boot.jl:489 [26] exec_options(opts::Base.JLOptions) @ Base ./client.jl:310 [27] _start() @ Base ./client.jl:585 Non-Gaussian FEVD Integration: Error During Test at /home/pkgeval/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:441 Got exception outside of a @test MethodError: no method matching _nongaussian_loglik(::Vector{Float64}, ::Vector{Float64}, ::Matrix{Float64}, ::LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, ::Int64; distribution::Symbol) The function `_nongaussian_loglik` exists, but no method is defined for this combination of argument types. Closest candidates are: _nongaussian_loglik(::AbstractVector{T}, ::AbstractVector{T}, ::Matrix{T}, !Matched::LowerTriangular{T, Matrix{T}}, ::Int64; distribution) where T<:AbstractFloat @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:153 Stacktrace: [1] (::MacroEconometricModels.var"#171#172"{VARModel{Float64}, Symbol, LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, Int64})(p::Vector{Float64}) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:338 [2] value!!(obj::NLSolversBase.NonDifferentiable{Float64, Vector{Float64}}, x::Vector{Float64}) @ NLSolversBase ~/.julia/packages/NLSolversBase/gOqwS/src/interface.jl:8 [3] value! @ ~/.julia/packages/NLSolversBase/gOqwS/src/interface.jl:40 [inlined] [4] initial_state(method::Optim.NelderMead{Optim.AffineSimplexer, Optim.AdaptiveParameters}, options::Optim.Options{Float64, Nothing}, d::NLSolversBase.NonDifferentiable{Float64, Vector{Float64}}, x0::Vector{Float64}) @ Optim ~/.julia/packages/Optim/DtV5C/src/multivariate/solvers/zeroth_order/nelder_mead.jl:176 [5] optimize @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/optimize.jl:45 [inlined] [6] #optimize#67 @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/interface.jl:225 [inlined] [7] optimize @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/interface.jl:216 [inlined] [8] _estimate_nongaussian_ml(model::VARModel{Float64}, distribution::Symbol; max_iter::Int64, tol::Float64, dist_init::Nothing) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:341 [9] kwcall(::@NamedTuple{max_iter::Int64, tol::Float64}, ::typeof(MacroEconometricModels._estimate_nongaussian_ml), model::VARModel{Float64}, distribution::Symbol) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:308 [10] identify_student_t(model::VARModel{Float64}; max_iter::Int64, tol::Float64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:408 [11] identify_student_t(model::VARModel{Float64}) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:406 [12] compute_Q(model::VARModel{Float64}, method::Symbol, horizon::Int64, check_func::Nothing, narrative_check::Nothing; max_draws::Int64, transition_var::Nothing, regime_indicator::Nothing) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:174 [13] compute_Q @ ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:153 [inlined] [14] irf(model::VARModel{Float64}, horizon::Int64; method::Symbol, check_func::Nothing, narrative_check::Nothing, ci_type::Symbol, reps::Int64, conf_level::Float64, transition_var::Nothing, regime_indicator::Nothing) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/irf.jl:36 [15] irf @ ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/irf.jl:28 [inlined] [16] #fevd#563 @ ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/fevd.jl:30 [inlined] [17] kwcall(::@NamedTuple{method::Symbol}, ::typeof(fevd), model::VARModel{Float64}, horizon::Int64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/fevd.jl:25 [18] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:9 [19] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [20] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:442 [inlined] [21] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [22] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:443 [inlined] [23] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [24] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:228 [inlined] [25] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [26] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:228 [inlined] [27] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [28] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 [29] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [30] top-level scope @ none:6 [31] eval(m::Module, e::Any) @ Core ./boot.jl:489 [32] exec_options(opts::Base.JLOptions) @ Base ./client.jl:310 [33] _start() @ Base ./client.jl:585 Non-Gaussian HD Integration: Error During Test at /home/pkgeval/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:453 Got exception outside of a @test MethodError: no method matching _nongaussian_loglik(::Vector{Float64}, ::Vector{Float64}, ::Matrix{Float64}, ::LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, ::Int64; distribution::Symbol) The function `_nongaussian_loglik` exists, but no method is defined for this combination of argument types. Closest candidates are: _nongaussian_loglik(::AbstractVector{T}, ::AbstractVector{T}, ::Matrix{T}, !Matched::LowerTriangular{T, Matrix{T}}, ::Int64; distribution) where T<:AbstractFloat @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:153 Stacktrace: [1] (::MacroEconometricModels.var"#171#172"{VARModel{Float64}, Symbol, LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, Int64})(p::Vector{Float64}) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:338 [2] value!!(obj::NLSolversBase.NonDifferentiable{Float64, Vector{Float64}}, x::Vector{Float64}) @ NLSolversBase ~/.julia/packages/NLSolversBase/gOqwS/src/interface.jl:8 [3] value! @ ~/.julia/packages/NLSolversBase/gOqwS/src/interface.jl:40 [inlined] [4] initial_state(method::Optim.NelderMead{Optim.AffineSimplexer, Optim.AdaptiveParameters}, options::Optim.Options{Float64, Nothing}, d::NLSolversBase.NonDifferentiable{Float64, Vector{Float64}}, x0::Vector{Float64}) @ Optim ~/.julia/packages/Optim/DtV5C/src/multivariate/solvers/zeroth_order/nelder_mead.jl:176 [5] optimize @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/optimize.jl:45 [inlined] [6] #optimize#67 @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/interface.jl:225 [inlined] [7] optimize @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/interface.jl:216 [inlined] [8] _estimate_nongaussian_ml(model::VARModel{Float64}, distribution::Symbol; max_iter::Int64, tol::Float64, dist_init::Nothing) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:341 [9] kwcall(::@NamedTuple{max_iter::Int64, tol::Float64}, ::typeof(MacroEconometricModels._estimate_nongaussian_ml), model::VARModel{Float64}, distribution::Symbol) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:308 [10] identify_student_t(model::VARModel{Float64}; max_iter::Int64, tol::Float64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:408 [11] identify_student_t(model::VARModel{Float64}) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:406 [12] compute_Q(model::VARModel{Float64}, method::Symbol, horizon::Int64, check_func::Nothing, narrative_check::Nothing; max_draws::Int64, transition_var::Nothing, regime_indicator::Nothing) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:174 [13] compute_Q @ ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:153 [inlined] [14] historical_decomposition(model::VARModel{Float64}, horizon::Int64; method::Symbol, check_func::Nothing, narrative_check::Nothing, max_draws::Int64, transition_var::Nothing, regime_indicator::Nothing) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/hd.jl:207 [15] kwcall(::@NamedTuple{method::Symbol}, ::typeof(historical_decomposition), model::VARModel{Float64}, horizon::Int64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/hd.jl:193 [16] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:9 [17] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [18] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:454 [inlined] [19] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [20] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:456 [inlined] [21] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [22] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:228 [inlined] [23] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [24] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:228 [inlined] [25] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [26] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 [27] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [28] top-level scope @ none:6 [29] eval(m::Module, e::Any) @ Core ./boot.jl:489 [30] exec_options(opts::Base.JLOptions) @ Base ./client.jl:310 [31] _start() @ Base ./client.jl:585 compute_Q new methods: Error During Test at /home/pkgeval/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:463 Got exception outside of a @test MethodError: no method matching _nongaussian_loglik(::Vector{Float64}, ::Vector{Float64}, ::Matrix{Float64}, ::LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, ::Int64; distribution::Symbol) The function `_nongaussian_loglik` exists, but no method is defined for this combination of argument types. Closest candidates are: _nongaussian_loglik(::AbstractVector{T}, ::AbstractVector{T}, ::Matrix{T}, !Matched::LowerTriangular{T, Matrix{T}}, ::Int64; distribution) where T<:AbstractFloat @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:153 Stacktrace: [1] (::MacroEconometricModels.var"#171#172"{VARModel{Float64}, Symbol, LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, Int64})(p::Vector{Float64}) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:338 [2] value!!(obj::NLSolversBase.NonDifferentiable{Float64, Vector{Float64}}, x::Vector{Float64}) @ NLSolversBase ~/.julia/packages/NLSolversBase/gOqwS/src/interface.jl:8 [3] value! @ ~/.julia/packages/NLSolversBase/gOqwS/src/interface.jl:40 [inlined] [4] initial_state(method::Optim.NelderMead{Optim.AffineSimplexer, Optim.AdaptiveParameters}, options::Optim.Options{Float64, Nothing}, d::NLSolversBase.NonDifferentiable{Float64, Vector{Float64}}, x0::Vector{Float64}) @ Optim ~/.julia/packages/Optim/DtV5C/src/multivariate/solvers/zeroth_order/nelder_mead.jl:176 [5] optimize @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/optimize.jl:45 [inlined] [6] #optimize#67 @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/interface.jl:225 [inlined] [7] optimize @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/interface.jl:216 [inlined] [8] _estimate_nongaussian_ml(model::VARModel{Float64}, distribution::Symbol; max_iter::Int64, tol::Float64, dist_init::Nothing) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:341 [9] kwcall(::@NamedTuple{max_iter::Int64, tol::Float64}, ::typeof(MacroEconometricModels._estimate_nongaussian_ml), model::VARModel{Float64}, distribution::Symbol) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:308 [10] identify_nongaussian_ml(model::VARModel{Float64}; distribution::Symbol, max_iter::Int64, tol::Float64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:467 [11] identify_nongaussian_ml(model::VARModel{Float64}) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:465 [12] compute_Q(model::VARModel{Float64}, method::Symbol, horizon::Int64, check_func::Nothing, narrative_check::Nothing; max_draws::Int64, transition_var::Nothing, regime_indicator::Nothing) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:178 [13] compute_Q(model::VARModel{Float64}, method::Symbol, horizon::Int64, check_func::Nothing, narrative_check::Nothing) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:153 [14] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:9 [15] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [16] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:465 [inlined] [17] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [18] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:465 [inlined] [19] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [20] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:228 [inlined] [21] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [22] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:228 [inlined] [23] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [24] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 [25] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [26] top-level scope @ none:6 [27] eval(m::Module, e::Any) @ Core ./boot.jl:489 [28] exec_options(opts::Base.JLOptions) @ Base ./client.jl:310 [29] _start() @ Base ./client.jl:585 BVAR Non-Gaussian Identification: Error During Test at /home/pkgeval/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:513 Got exception outside of a @test MethodError: no method matching _nongaussian_loglik(::Vector{Float64}, ::Vector{Float64}, ::Matrix{Float64}, ::LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, ::Int64; distribution::Symbol) The function `_nongaussian_loglik` exists, but no method is defined for this combination of argument types. Closest candidates are: _nongaussian_loglik(::AbstractVector{T}, ::AbstractVector{T}, ::Matrix{T}, !Matched::LowerTriangular{T, Matrix{T}}, ::Int64; distribution) where T<:AbstractFloat @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:153 Stacktrace: [1] (::MacroEconometricModels.var"#171#172"{VARModel{Float64}, Symbol, LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, Int64})(p::Vector{Float64}) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:338 [2] value!!(obj::NLSolversBase.NonDifferentiable{Float64, Vector{Float64}}, x::Vector{Float64}) @ NLSolversBase ~/.julia/packages/NLSolversBase/gOqwS/src/interface.jl:8 [3] value! @ ~/.julia/packages/NLSolversBase/gOqwS/src/interface.jl:40 [inlined] [4] initial_state(method::Optim.NelderMead{Optim.AffineSimplexer, Optim.AdaptiveParameters}, options::Optim.Options{Float64, Nothing}, d::NLSolversBase.NonDifferentiable{Float64, Vector{Float64}}, x0::Vector{Float64}) @ Optim ~/.julia/packages/Optim/DtV5C/src/multivariate/solvers/zeroth_order/nelder_mead.jl:176 [5] optimize @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/optimize.jl:45 [inlined] [6] #optimize#67 @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/interface.jl:225 [inlined] [7] optimize @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/interface.jl:216 [inlined] [8] _estimate_nongaussian_ml(model::VARModel{Float64}, distribution::Symbol; max_iter::Int64, tol::Float64, dist_init::Nothing) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:341 [9] kwcall(::@NamedTuple{max_iter::Int64, tol::Float64}, ::typeof(MacroEconometricModels._estimate_nongaussian_ml), model::VARModel{Float64}, distribution::Symbol) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:308 [10] identify_student_t(model::VARModel{Float64}; max_iter::Int64, tol::Float64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:408 [11] identify_student_t(model::VARModel{Float64}) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:406 [12] compute_Q(model::VARModel{Float64}, method::Symbol, horizon::Int64, check_func::Nothing, narrative_check::Nothing; max_draws::Int64, transition_var::Nothing, regime_indicator::Nothing) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:174 [13] compute_Q @ ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:153 [inlined] [14] process_posterior_samples(post::BVARPosterior{Float64}, compute_func::MacroEconometricModels.var"#558#559"; data::Matrix{Float64}, method::Symbol, horizon::Int64, check_func::Nothing, narrative_check::Nothing, max_draws::Int64, transition_var::Nothing, regime_indicator::Nothing) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/bvar/utils.jl:79 [15] process_posterior_samples @ ~/.julia/packages/MacroEconometricModels/IIUT9/src/bvar/utils.jl:60 [inlined] [16] irf(post::BVARPosterior{Float64}, horizon::Int64; method::Symbol, data::Matrix{Float64}, check_func::Nothing, narrative_check::Nothing, quantiles::Vector{Float64}, threaded::Bool, transition_var::Nothing, regime_indicator::Nothing) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/irf.jl:146 [17] kwcall(::@NamedTuple{method::Symbol}, ::typeof(irf), post::BVARPosterior{Float64}, horizon::Int64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/irf.jl:132 [18] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:9 [19] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [20] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:514 [inlined] [21] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [22] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:517 [inlined] [23] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [24] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:228 [inlined] [25] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [26] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:228 [inlined] [27] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [28] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 [29] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [30] top-level scope @ none:6 [31] eval(m::Module, e::Any) @ Core ./boot.jl:489 [32] exec_options(opts::Base.JLOptions) @ Base ./client.jl:310 [33] _start() @ Base ./client.jl:585 Structural LP Non-Gaussian: Error During Test at /home/pkgeval/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:528 Got exception outside of a @test MethodError: no method matching _nongaussian_loglik(::Vector{Float64}, ::Vector{Float64}, ::Matrix{Float64}, ::LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, ::Int64; distribution::Symbol) The function `_nongaussian_loglik` exists, but no method is defined for this combination of argument types. Closest candidates are: _nongaussian_loglik(::AbstractVector{T}, ::AbstractVector{T}, ::Matrix{T}, !Matched::LowerTriangular{T, Matrix{T}}, ::Int64; distribution) where T<:AbstractFloat @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:153 Stacktrace: [1] (::MacroEconometricModels.var"#171#172"{VARModel{Float64}, Symbol, LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, Int64})(p::Vector{Float64}) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:338 [2] value!!(obj::NLSolversBase.NonDifferentiable{Float64, Vector{Float64}}, x::Vector{Float64}) @ NLSolversBase ~/.julia/packages/NLSolversBase/gOqwS/src/interface.jl:8 [3] value! @ ~/.julia/packages/NLSolversBase/gOqwS/src/interface.jl:40 [inlined] [4] initial_state(method::Optim.NelderMead{Optim.AffineSimplexer, Optim.AdaptiveParameters}, options::Optim.Options{Float64, Nothing}, d::NLSolversBase.NonDifferentiable{Float64, Vector{Float64}}, x0::Vector{Float64}) @ Optim ~/.julia/packages/Optim/DtV5C/src/multivariate/solvers/zeroth_order/nelder_mead.jl:176 [5] optimize @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/optimize.jl:45 [inlined] [6] #optimize#67 @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/interface.jl:225 [inlined] [7] optimize @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/interface.jl:216 [inlined] [8] _estimate_nongaussian_ml(model::VARModel{Float64}, distribution::Symbol; max_iter::Int64, tol::Float64, dist_init::Nothing) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:341 [9] kwcall(::@NamedTuple{max_iter::Int64, tol::Float64}, ::typeof(MacroEconometricModels._estimate_nongaussian_ml), model::VARModel{Float64}, distribution::Symbol) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:308 [10] identify_student_t(model::VARModel{Float64}; max_iter::Int64, tol::Float64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:408 [11] identify_student_t(model::VARModel{Float64}) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:406 [12] compute_Q(model::VARModel{Float64}, method::Symbol, horizon::Int64, check_func::Nothing, narrative_check::Nothing; max_draws::Int64, transition_var::Nothing, regime_indicator::Nothing) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:174 [13] compute_Q @ ~/.julia/packages/MacroEconometricModels/IIUT9/src/var/identification.jl:153 [inlined] [14] structural_lp(Y::Matrix{Float64}, horizon::Int64; method::Symbol, lags::Int64, var_lags::Nothing, cov_type::Symbol, conf_level::Float64, ci_type::Symbol, reps::Int64, check_func::Nothing, narrative_check::Nothing, max_draws::Int64, transition_var::Nothing, regime_indicator::Nothing) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/lp/core.jl:367 [15] kwcall(::@NamedTuple{method::Symbol, lags::Int64}, ::typeof(structural_lp), Y::Matrix{Float64}, horizon::Int64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/lp/core.jl:348 [16] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:9 [17] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [18] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:529 [inlined] [19] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [20] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_svar.jl:532 [inlined] [21] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [22] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:228 [inlined] [23] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [24] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:228 [inlined] [25] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [26] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 [27] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [28] top-level scope @ none:6 [29] eval(m::Module, e::Any) @ Core ./boot.jl:489 [30] exec_options(opts::Base.JLOptions) @ Base ./client.jl:310 [31] _start() @ Base ./client.jl:585
Vector Autoregression — VAR(2)
Specification
Variables 3
Lags 2
Observations (effective) 98
Parameters per equation 7
Equation Summary
Equation Parms RMSE R² Adj. R² F-stat
Var 1 7 0.928 0.093 0.0332 1.56
Var 2 7 0.9614 0.0402 -0.0231 0.63
Var 3 7 0.8721 0.0891 0.0291 1.48
Equation: Var 1
Coef. Std. Err. t P>|t|
const -0.0337 0.0968 -0.348 0.7287
Var1.L1 0.1416 0.1009 1.4032 0.164
Var2.L1 0.0207 0.0969 0.2132 0.8316
Var3.L1 0.1918 0.1067 1.7974 0.0756 *
Var1.L2 0.011 0.1002 0.1095 0.9131
Var2.L2 -0.1869 0.0966 -1.9335 0.0563 *
Var3.L2 0.0366 0.1071 0.3419 0.7332
Equation: Var 2
Coef. Std. Err. t P>|t|
const -0.0476 0.1003 -0.4751 0.6358
Var1.L1 -0.0299 0.1046 -0.2859 0.7756
Var2.L1 0.0024 0.1004 0.0239 0.981
Var3.L1 0.0238 0.1106 0.2156 0.8298
Var1.L2 -0.0538 0.1038 -0.518 0.6057
Var2.L2 -0.0469 0.1001 -0.4687 0.6404
Var3.L2 -0.1833 0.111 -1.6521 0.102
Equation: Var 3
Coef. Std. Err. t P>|t|
const -0.1195 0.091 -1.3139 0.1922
Var1.L1 -0.124 0.0949 -1.3077 0.1943
Var2.L1 0.052 0.0911 0.5709 0.5695
Var3.L1 0.2099 0.1003 2.0929 0.0391 **
Var1.L2 0.1715 0.0942 1.8211 0.0719 *
Var2.L2 -0.0744 0.0908 -0.8191 0.4149
Var3.L2 0.0203 0.1007 0.2013 0.8409
Information Criteria
Criterion Value
AIC -0.41
BIC -0.23
HQIC -0.34
Residual Covariance (Σ)
Var 1 Var 2 Var 3
Var 1 0.8612 -0.1277 0.086
Var 2 -0.1277 0.9243 0.1026
Var 3 0.086 0.1026 0.7605
Stationarity
Stationary Yes
Max |λ| 0.5498
Significance *** p<0.01, ** p<0.05, * p<0.10
Non-Gaussian result show in all backends: Error During Test at /home/pkgeval/.julia/packages/MacroEconometricModels/IIUT9/test/core/test_display_backends.jl:215 Got exception outside of a @test MethodError: no method matching _nongaussian_loglik(::Vector{Float64}, ::Vector{Float64}, ::Matrix{Float64}, ::LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, ::Int64; distribution::Symbol) The function `_nongaussian_loglik` exists, but no method is defined for this combination of argument types. Closest candidates are: _nongaussian_loglik(::AbstractVector{T}, ::AbstractVector{T}, ::Matrix{T}, !Matched::LowerTriangular{T, Matrix{T}}, ::Int64; distribution) where T<:AbstractFloat @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:153 Stacktrace: [1] (::MacroEconometricModels.var"#171#172"{VARModel{Float64}, Symbol, LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, Int64})(p::Vector{Float64}) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:338 [2] value!!(obj::NLSolversBase.NonDifferentiable{Float64, Vector{Float64}}, x::Vector{Float64}) @ NLSolversBase ~/.julia/packages/NLSolversBase/gOqwS/src/interface.jl:8 [3] value! @ ~/.julia/packages/NLSolversBase/gOqwS/src/interface.jl:40 [inlined] [4] initial_state(method::Optim.NelderMead{Optim.AffineSimplexer, Optim.AdaptiveParameters}, options::Optim.Options{Float64, Nothing}, d::NLSolversBase.NonDifferentiable{Float64, Vector{Float64}}, x0::Vector{Float64}) @ Optim ~/.julia/packages/Optim/DtV5C/src/multivariate/solvers/zeroth_order/nelder_mead.jl:176 [5] optimize @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/optimize.jl:45 [inlined] [6] #optimize#67 @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/interface.jl:225 [inlined] [7] optimize @ ~/.julia/packages/Optim/DtV5C/src/multivariate/optimize/interface.jl:216 [inlined] [8] _estimate_nongaussian_ml(model::VARModel{Float64}, distribution::Symbol; max_iter::Int64, tol::Float64, dist_init::Nothing) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:341 [9] kwcall(::@NamedTuple{max_iter::Int64, tol::Float64}, ::typeof(MacroEconometricModels._estimate_nongaussian_ml), model::VARModel{Float64}, distribution::Symbol) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:308 [10] identify_student_t(model::VARModel{Float64}; max_iter::Int64, tol::Float64) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:408 [11] kwcall(::@NamedTuple{max_iter::Int64}, ::typeof(identify_student_t), model::VARModel{Float64}) @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:406 [12] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/core/test_display_backends.jl:6 [13] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [14] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/core/test_display_backends.jl:216 [inlined] [15] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [16] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/core/test_display_backends.jl:220 [inlined] [17] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [18] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:232 [inlined] [19] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [20] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:232 [inlined] [21] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [22] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 [23] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [24] top-level scope @ none:6 [25] eval(m::Module, e::Any) @ Core ./boot.jl:489 [26] exec_options(opts::Base.JLOptions) @ Base ./client.jl:310 [27] _start() @ Base ./client.jl:585 Non-Gaussian loglik branches: Error During Test at /home/pkgeval/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_internals.jl:287 Got exception outside of a @test MethodError: no method matching _nongaussian_loglik(::Vector{Float64}, ::Vector{Float64}, ::Matrix{Float64}, ::LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, ::Int64; distribution::Symbol) The function `_nongaussian_loglik` exists, but no method is defined for this combination of argument types. Closest candidates are: _nongaussian_loglik(::AbstractVector{T}, ::AbstractVector{T}, ::Matrix{T}, !Matched::LowerTriangular{T, Matrix{T}}, ::Int64; distribution) where T<:AbstractFloat @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:153 Stacktrace: [1] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_internals.jl:16 [2] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [3] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_internals.jl:288 [inlined] [4] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [5] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_internals.jl:299 [inlined] [6] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [7] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:236 [inlined] [8] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [9] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:236 [inlined] [10] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [11] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 [12] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [13] top-level scope @ none:6 [14] eval(m::Module, e::Any) @ Core ./boot.jl:489 [15] exec_options(opts::Base.JLOptions) @ Base ./client.jl:310 [16] _start() @ Base ./client.jl:585 Non-Gaussian vcov shape: Error During Test at /home/pkgeval/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_internals.jl:304 Got exception outside of a @test MethodError: no method matching _nongaussian_vcov(::Vector{Float64}, ::Matrix{Float64}, ::LowerTriangular{Float64, Adjoint{Float64, Matrix{Float64}}}, ::Int64, ::Symbol) The function `_nongaussian_vcov` exists, but no method is defined for this combination of argument types. Closest candidates are: _nongaussian_vcov(::Vector{T}, ::Matrix{T}, !Matched::LowerTriangular{T, Matrix{T}}, ::Int64, ::Symbol) where T<:AbstractFloat @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/nongaussian/ml.jl:259 Stacktrace: [1] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_internals.jl:16 [2] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [3] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_internals.jl:305 [inlined] [4] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [5] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/nongaussian/test_nongaussian_internals.jl:313 [inlined] [6] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [7] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:236 [inlined] [8] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [9] macro expansion @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:236 [inlined] [10] macro expansion @ /opt/julia/share/julia/stdlib/v1.14/Test/src/Test.jl:2244 [inlined] [11] top-level scope @ ~/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:116 [12] include(mapexpr::Function, mod::Module, _path::String) @ Base ./Base.jl:310 [13] top-level scope @ none:6 [14] eval(m::Module, e::Any) @ Core ./boot.jl:489 [15] exec_options(opts::Base.JLOptions) @ Base ./client.jl:310 [16] _start() @ Base ./client.jl:585 ┌ Warning: Matrix singular or near-singular. Using pseudo-inverse. └ @ MacroEconometricModels ~/.julia/packages/MacroEconometricModels/IIUT9/src/core/utils.jl:74 Test Summary: | Pass Error Broken Total Time MacroEconometricModels Package Tests | 4179 38 10 4227 24m38.1s Aqua | 6 6 2m44.8s Core VAR | 85 1 86 1m30.3s Unit Root Tests | 150 150 1m00.3s Bayesian Estimation | 300 300 1m07.1s Impulse Response Functions | 105 1 106 18.0s Minnesota Prior | 28 28 2.7s BGR Optimization | 8 8 2.3s StatsAPI Compatibility | 22 22 8.9s FEVD | 88 88 2.8s Historical Decomposition | 86 1 87 17.3s Summary Tables | 121 121 1m53.9s Factor Model | 61 61 16.1s Dynamic Factor Model | 117 117 59.7s Generalized Dynamic Factor Model | 217 217 1m06.5s Factor Model Forecasting | 194 194 5.6s Arias et al. (2018) SVAR Identification | 88 18 7 113 34.1s Arias et al. (2018) SVAR Identification | 16 14 1 31 7.9s Restriction Type Construction | 11 11 0.0s SVARRestrictions Construction | 4 4 0.1s Pure Sign Restrictions | 1 1 1.9s Pure Zero Restrictions (Cholesky-like) | 1 1 1.0s Mixed Zero and Sign Restrictions | 1 1 2.0s Zero Restrictions at Different Horizons | 1 1 0.4s IRF Percentiles and Mean | 1 1 0.4s Orthogonality of Q Matrices | 1 1 0.2s Weights are Positive and Sum to One | 1 1 0.2s Single Variable | 1 1 0.1s Two Variables - Block Recursive | 1 1 0.1s Many Zero Restrictions | 1 1 0.1s Numerical Stability - Near Singular Covariance | 1 1 0.3s Reproducibility | 1 1 0.1s Input Validation | 1 1 0.0s Comparison with Cholesky Identification | 1 1 0.3s Larger System (5 variables) | 1 1 0.5s AriasSVARResult Methods | 1 1 0.2s identify_arias_bayesian | 6 6 2.2s Helper Functions Coverage | 70 4 74 4.8s _weighted_quantile | 6 6 0.0s _compute_ma_coefficients | 24 24 0.0s _draw_uniform_orthogonal | 26 26 0.0s _check_zero_restrictions | 3 3 0.2s _check_sign_restrictions | 3 3 0.1s _draw_null_space_vector | 8 8 1.3s _compute_importance_weight | 1 1 1.9s _build_zero_constraint_matrix | 1 1 0.2s _compute_irf_for_Q | 1 1 1.0s _draw_Q_with_zero_restrictions | 1 1 0.2s Error Handling | 2 2 0.0s Local Projections | 331 331 2m14.1s Structural LP | 141 141 36.9s LP Forecasting | 141 141 12.5s LP-FEVD (Gorodnichenko & Lee 2019) | 154 154 7.9s ARIMA Models | 231 231 4m13.4s Utility Functions | 264 264 12.7s Edge Cases | 94 1 95 10.4s Edge Cases | 94 1 95 2.9s Univariate VAR | 7 7 1.5s Boundary Horizons | 13 13 0.0s Very Short Horizon for HD | 1 1 0.0s Near-Collinear Variables | 2 2 0.0s Near Unit Root | 42 42 0.0s Zero Residual Variance | 2 2 0.0s Single Factor | 4 4 0.0s Maximum Factors (r = min(T, N)) | 2 2 0.0s Factors Equal Variables | 2 2 0.0s Dynamic Factor Model Minimal Settings | 3 3 0.0s GDFM with q=1 | 3 3 0.0s LP Minimal Horizon | 2 2 0.0s LP Large Horizon | 2 2 0.0s Unified Interface | 9 9 0.0s Sign Restrictions Empty | 1 1 1.4s Documentation Examples | 150 150 13.5s GMM Estimation | 119 119 2m04.6s Covariance Estimators | 123 123 11.9s Multivariate Normality Tests | 63 63 4.9s Non-Gaussian SVAR Identification | 163 16 179 34.5s Non-Gaussian SVAR Identification | 163 16 179 33.4s ICA-based Identification | 34 34 8.0s Non-Gaussian ML Identification | 5 5 0.6s Student-t | 1 1 0.4s Mixture normal | 1 1 0.0s PML | 1 1 0.0s Skew normal | 1 1 0.0s Unified dispatcher | 1 1 0.1s Heteroskedasticity Identification | 36 36 10.8s Identifiability Tests | 1 1 0.1s compute_Q Integration | 10 1 11 2.8s Type Hierarchy | 3 1 4 0.0s Bivariate model | 2 1 3 0.0s FastICA symmetric + contrasts | 4 4 0.0s SOBI with different lag ranges | 3 3 0.0s HSIC with explicit sigma | 2 2 1.6s Identification strength with jade and sobi | 4 4 2.6s Gaussian vs non-Gaussian LR with other distributions | 1 1 0.1s Markov-switching with 3 regimes | 4 4 0.1s External volatility with 3 regimes | 3 3 0.1s External volatility with small regime | 1 1 0.0s Smooth transition edge cases | 2 2 0.2s GARCH max_iter=1 | 2 2 0.0s 4-variable scalability | 2 1 3 0.1s Non-Gaussian FEVD Integration | 32 1 33 0.0s Non-Gaussian HD Integration | 3 1 4 0.1s compute_Q new methods | 1 1 0.0s Hetero-ID through irf/fevd/hd | 9 9 2.7s BVAR Non-Gaussian Identification | 3 1 4 0.8s Structural LP Non-Gaussian | 4 1 5 2.6s Display Backend Switching | 85 1 86 5.8s Display Backend Switching | 85 1 86 5.4s Default backend is :text | 1 1 0.0s Text backend output | 3 3 0.1s LaTeX backend output | 3 3 1.1s HTML backend output | 3 3 2.0s Invalid backend throws ArgumentError | 2 2 0.0s Reset works | 2 2 0.0s VARModel renders in all backends | 6 6 0.0s IRF renders in all backends | 3 3 0.0s FEVD renders in all backends | 3 3 0.0s ARIMA models render in all backends | 6 6 0.0s Unit root tests render in all backends | 3 3 0.0s Factor model renders in all backends | 3 3 0.3s Historical decomposition renders in all backends | 3 3 0.0s print_table works in all backends | 3 3 0.0s report() does not error in any backend | 3 3 0.0s ARIMA show in all backends | 9 9 0.5s Unit root result show in all backends | 9 9 0.1s Factor model show in all backends | 3 3 0.0s Non-Gaussian result show in all backends | 1 1 0.0s refs() bibliographic references | 17 17 1.1s Non-Gaussian Internals | 117 2 119 9.3s Non-Gaussian Internals | 117 2 119 8.4s Whitening | 6 6 0.0s Givens rotation roundtrip | 6 6 0.2s Contrast functions | 13 13 0.0s FastICA deflation | 5 5 0.1s FastICA symmetric | 3 3 0.0s ICA to SVAR conversion | 4 4 0.0s JADE cumulant matrices | 2 2 0.1s Joint diagonalization | 3 3 0.1s SOBI autocovariance | 2 2 0.0s Distance covariance | 2 2 1.8s dCov objective | 2 2 0.0s HSIC statistic | 1 1 0.5s HSIC objective | 1 1 0.0s Student-t log-pdf | 3 3 0.1s Mixture normal log-pdf | 3 3 0.0s Skew-normal log-pdf | 2 2 0.0s Pearson IV log-pdf | 2 2 0.0s Gaussian log-likelihood | 2 2 0.0s _n_dist_params | 5 5 0.0s Pack/unpack nongaussian params roundtrip | 3 3 0.0s Numerical Hessian | 5 5 2.3s Non-Gaussian loglik branches | 1 1 0.0s Non-Gaussian vcov shape | 1 1 0.2s Eigendecomposition identification | 4 4 0.1s Hamilton filter | 4 4 0.3s Hamilton smoother | 3 3 0.0s MS EM step | 5 5 1.0s GARCH(1,1) filter | 3 3 0.2s GARCH(1,1) loglik | 2 2 0.0s Estimate GARCH(1,1) | 5 5 0.0s Logistic transition | 5 5 0.0s Permutations | 4 4 0.3s Procrustes distance | 2 2 0.1s Cross-correlation test | 3 3 0.4s dCov independence test | 2 2 0.3s Error Paths | 95 95 1.4s Internal Helpers | 66 66 2.4s Volatility Models (ARCH/GARCH/SV) | 166 166 1m11.5s RNG of the outermost testset: Xoshiro(0x652766faf225202d, 0x6a6f7c16f7c2983e, 0x6575fd803ddb0832, 0x42095a1c2399d6a6, 0x6e05458607e8f06b) ERROR: LoadError: Some tests did not pass: 4179 passed, 0 failed, 38 errored, 10 broken. in expression starting at /home/pkgeval/.julia/packages/MacroEconometricModels/IIUT9/test/runtests.jl:88 Testing failed after 1506.85s ERROR: LoadError: Package MacroEconometricModels errored during testing Stacktrace: [1] pkgerror(msg::String) @ Pkg.Types /opt/julia/share/julia/stdlib/v1.14/Pkg/src/Types.jl:68 [2] test(ctx::Pkg.Types.Context, pkgs::Vector{PackageSpec}; coverage::Bool, julia_args::Cmd, test_args::Cmd, test_fn::Nothing, force_latest_compatible_version::Bool, allow_earlier_backwards_compatible_versions::Bool, allow_reresolve::Bool) @ Pkg.Operations /opt/julia/share/julia/stdlib/v1.14/Pkg/src/Operations.jl:3122 [3] test @ /opt/julia/share/julia/stdlib/v1.14/Pkg/src/Operations.jl:2987 [inlined] [4] test(ctx::Pkg.Types.Context, pkgs::Vector{PackageSpec}; coverage::Bool, test_fn::Nothing, julia_args::Cmd, test_args::Cmd, force_latest_compatible_version::Bool, allow_earlier_backwards_compatible_versions::Bool, allow_reresolve::Bool, kwargs::@Kwargs{io::IOContext{IO}}) @ Pkg.API /opt/julia/share/julia/stdlib/v1.14/Pkg/src/API.jl:572 [5] kwcall(::@NamedTuple{julia_args::Cmd, io::IOContext{IO}}, ::typeof(Pkg.API.test), ctx::Pkg.Types.Context, pkgs::Vector{PackageSpec}) @ Pkg.API /opt/julia/share/julia/stdlib/v1.14/Pkg/src/API.jl:548 [6] test(pkgs::Vector{PackageSpec}; io::IOContext{IO}, kwargs::@Kwargs{julia_args::Cmd}) @ Pkg.API /opt/julia/share/julia/stdlib/v1.14/Pkg/src/API.jl:172 [7] kwcall(::@NamedTuple{julia_args::Cmd}, ::typeof(Pkg.API.test), pkgs::Vector{PackageSpec}) @ Pkg.API /opt/julia/share/julia/stdlib/v1.14/Pkg/src/API.jl:161 [8] test(pkgs::Vector{String}; kwargs::@Kwargs{julia_args::Cmd}) @ Pkg.API /opt/julia/share/julia/stdlib/v1.14/Pkg/src/API.jl:160 [9] test @ /opt/julia/share/julia/stdlib/v1.14/Pkg/src/API.jl:160 [inlined] [10] kwcall(::@NamedTuple{julia_args::Cmd}, ::typeof(Pkg.API.test), pkg::String) @ Pkg.API /opt/julia/share/julia/stdlib/v1.14/Pkg/src/API.jl:159 [11] top-level scope @ /PkgEval.jl/scripts/evaluate.jl:223 [12] include(mod::Module, _path::String) @ Base ./Base.jl:309 [13] exec_options(opts::Base.JLOptions) @ Base ./client.jl:344 [14] _start() @ Base ./client.jl:585 in expression starting at /PkgEval.jl/scripts/evaluate.jl:214 PkgEval failed after 1579.91s: package tests unexpectedly errored