Hi all
ARCHModels.jl (registered package) has test failures on Julia 1.4, see here. Tests pass on 1.3 and on nightly.
The really strange thing is that I can reproduce this locally, but only within Pkg.test; when I run the offending test in the REPL, it works fine (fresh Julia installation with no other packages installed).
The error is a singular Hessian computed with ForwardDiff.jl, but it doesn’t seem to be merely a numerical problem: When I add @show
statements and run from the REPL, I get H[1:r, 1:r] = [-1.2294260247147748 -2.1964515660007304; -2.1964515660007313 -5.541465030396839]
, which isn’t even close to singular (H
is the Hessian). During testing, I get H[1:r, 1:r] = [0.0 0.0; 0.0 1.0739314068747037e-16]
.
I have no idea how to debug this further, because it happens only when testing. Any help would be greatly appreciated.
Cheers,
Simon