Low-discrepancy tests

classic Classic list List threaded Threaded
2 messages Options
Reply | Threaded
Open this post in threaded view
|

Low-discrepancy tests

Luigi Ballabio
Mark,
        the test cases for Sobol sequences fail after you checked in the fix
for the polynomial ordering. Should I just replace the values cached in
the tests with the new calculated ones?

Thanks,
        Luigi


--

Vin: It's like this fellow I knew in El Paso. One day, he just took
all his clothes off and jumped in a mess of cactus. I asked him that
same question, "Why?"
Calvera: And?
Vin: He said, "It seemed like a good idea at the time."
-- The Magnificent Seven



-------------------------------------------------------------------------
This SF.net email is sponsored by: Microsoft
Defy all challenges. Microsoft(R) Visual Studio 2005.
http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/
_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev
Reply | Threaded
Open this post in threaded view
|

Re: Low-discrepancy tests

Mark joshi-2
I am mystified in that I ran the test suite before check in and it
worked... However, I agree that cached values ought to change!

Replacing the cached values sounds like the best plan. My longer term
plan is to check against Frances Kuos implementation,

best


Mark


On 23/11/2007, Luigi Ballabio <[hidden email]> wrote:

> Mark,
>        the test cases for Sobol sequences fail after you checked in the fix
> for the polynomial ordering. Should I just replace the values cached in
> the tests with the new calculated ones?
>
> Thanks,
>        Luigi
>
>
> --
>
> Vin: It's like this fellow I knew in El Paso. One day, he just took
> all his clothes off and jumped in a mess of cactus. I asked him that
> same question, "Why?"
> Calvera: And?
> Vin: He said, "It seemed like a good idea at the time."
> -- The Magnificent Seven
>
>
>


--
LIbor market model training courses in London and Sydney www.markjoshi.com

Assoc Prof Mark Joshi
Centre for Actuarial Studies
University of Melbourne
My website is www.markjoshi.com

-------------------------------------------------------------------------
This SF.net email is sponsored by: Microsoft
Defy all challenges. Microsoft(R) Visual Studio 2005.
http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/
_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev