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fix solved in get statistics, output by higher order moments calc
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@thorek1
thorek1 committed Dec 1, 2024
1 parent a179d30 commit bb2f71c
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Showing 2 changed files with 27 additions and 25 deletions.
38 changes: 20 additions & 18 deletions src/get_functions.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -2131,9 +2131,9 @@ function get_correlation(𝓂::ℳ;
solve!(𝓂, parameters = parameters, algorithm = algorithm, verbose = verbose)

if algorithm == :pruned_third_order
covar_dcmp, state_μ, SS_and_pars = calculate_third_order_moments(𝓂.parameter_values, :full_covar, 𝓂, sylvester_algorithm = sylvester_algorithm, lyapunov_algorithm = lyapunov_algorithm, verbose = verbose)
covar_dcmp, state_μ, SS_and_pars, solved = calculate_third_order_moments(𝓂.parameter_values, :full_covar, 𝓂, sylvester_algorithm = sylvester_algorithm, lyapunov_algorithm = lyapunov_algorithm, verbose = verbose)
elseif algorithm == :pruned_second_order
covar_dcmp, Σᶻ₂, state_μ, Δμˢ₂, autocorr_tmp, ŝ_to_ŝ₂, ŝ_to_y₂, Σʸ₁, Σᶻ₁, SS_and_pars, 𝐒₁, ∇₁, 𝐒₂, ∇₂ = calculate_second_order_moments(𝓂.parameter_values, 𝓂, sylvester_algorithm = sylvester_algorithm, lyapunov_algorithm = lyapunov_algorithm, verbose = verbose)
covar_dcmp, Σᶻ₂, state_μ, Δμˢ₂, autocorr_tmp, ŝ_to_ŝ₂, ŝ_to_y₂, Σʸ₁, Σᶻ₁, SS_and_pars, 𝐒₁, ∇₁, 𝐒₂, ∇₂, solved = calculate_second_order_moments(𝓂.parameter_values, 𝓂, sylvester_algorithm = sylvester_algorithm, lyapunov_algorithm = lyapunov_algorithm, verbose = verbose)
else
covar_dcmp, sol, _, SS_and_pars, solved = calculate_covariance(𝓂.parameter_values, 𝓂, verbose = verbose, lyapunov_algorithm = lyapunov_algorithm)

Expand Down Expand Up @@ -2225,9 +2225,9 @@ function get_autocorrelation(𝓂::ℳ;
solve!(𝓂, parameters = parameters, algorithm = algorithm, verbose = verbose)

if algorithm == :pruned_third_order
covar_dcmp, state_μ, autocorr, SS_and_pars = calculate_third_order_moments(𝓂.parameter_values, 𝓂.timings.var, 𝓂, sylvester_algorithm = sylvester_algorithm, lyapunov_algorithm = lyapunov_algorithm, verbose = verbose, autocorrelation = true)
covar_dcmp, state_μ, autocorr, SS_and_pars, solved = calculate_third_order_moments(𝓂.parameter_values, 𝓂.timings.var, 𝓂, sylvester_algorithm = sylvester_algorithm, lyapunov_algorithm = lyapunov_algorithm, verbose = verbose, autocorrelation = true)
elseif algorithm == :pruned_second_order
covar_dcmp, Σᶻ₂, state_μ, Δμˢ₂, autocorr_tmp, ŝ_to_ŝ₂, ŝ_to_y₂, Σʸ₁, Σᶻ₁, SS_and_pars, 𝐒₁, ∇₁, 𝐒₂, ∇₂ = calculate_second_order_moments(𝓂.parameter_values, 𝓂, sylvester_algorithm = sylvester_algorithm, lyapunov_algorithm = lyapunov_algorithm, verbose = verbose)
covar_dcmp, Σᶻ₂, state_μ, Δμˢ₂, autocorr_tmp, ŝ_to_ŝ₂, ŝ_to_y₂, Σʸ₁, Σᶻ₁, SS_and_pars, 𝐒₁, ∇₁, 𝐒₂, ∇₂, solved = calculate_second_order_moments(𝓂.parameter_values, 𝓂, sylvester_algorithm = sylvester_algorithm, lyapunov_algorithm = lyapunov_algorithm, verbose = verbose)

ŝ_to_ŝ₂ⁱ = ℒ.diagm(ones(size(Σᶻ₂,1)))

Expand Down Expand Up @@ -2459,7 +2459,7 @@ function get_moments(𝓂::ℳ;
end

if algorithm == :pruned_second_order
covar_dcmp, Σᶻ₂, state_μ, Δμˢ₂, autocorr_tmp, ŝ_to_ŝ₂, ŝ_to_y₂, Σʸ₁, Σᶻ₁, SS_and_pars, 𝐒₁, ∇₁, 𝐒₂, ∇₂ = calculate_second_order_moments(𝓂.parameter_values, 𝓂, sylvester_algorithm = sylvester_algorithm, lyapunov_algorithm = lyapunov_algorithm, verbose = verbose)
covar_dcmp, Σᶻ₂, state_μ, Δμˢ₂, autocorr_tmp, ŝ_to_ŝ₂, ŝ_to_y₂, Σʸ₁, Σᶻ₁, SS_and_pars, 𝐒₁, ∇₁, 𝐒₂, ∇₂, solved = calculate_second_order_moments(𝓂.parameter_values, 𝓂, sylvester_algorithm = sylvester_algorithm, lyapunov_algorithm = lyapunov_algorithm, verbose = verbose)

# dvariance = 𝒜.jacobian(𝒷(), x -> covariance_parameter_derivatives_second_order(x, param_idx, 𝓂, sylvester_algorithm = sylvester_algorithm, lyapunov_algorithm = lyapunov_algorithm, verbose = verbose), 𝓂.parameter_values[param_idx])[1]
dvariance = 𝒟.jacobian(x -> max.(ℒ.diag(calculate_second_order_moments(x, 𝓂, sylvester_algorithm = sylvester_algorithm, lyapunov_algorithm = lyapunov_algorithm, verbose = verbose)[1]),eps(Float64)), backend, 𝓂.parameter_values)[:,param_idx]
Expand All @@ -2468,7 +2468,7 @@ function get_moments(𝓂::ℳ;
var_means = KeyedArray(state_μ[var_idx]; Variables = axis1)
end
elseif algorithm == :pruned_third_order
covar_dcmp, state_μ, _ = calculate_third_order_moments(𝓂.parameter_values, variables, 𝓂, sylvester_algorithm = sylvester_algorithm, lyapunov_algorithm = lyapunov_algorithm, verbose = verbose)
covar_dcmp, state_μ, _, solved = calculate_third_order_moments(𝓂.parameter_values, variables, 𝓂, sylvester_algorithm = sylvester_algorithm, lyapunov_algorithm = lyapunov_algorithm, verbose = verbose)

# dvariance = 𝒜.jacobian(𝒷(), x -> covariance_parameter_derivatives_third_order(x, variables, param_idx, 𝓂, sylvester_algorithm = sylvester_algorithm, lyapunov_algorithm = lyapunov_algorithm, dependencies_tol = dependencies_tol, verbose = verbose), 𝓂.parameter_values[param_idx])[1]
dvariance = 𝒟.jacobian(x -> max.(ℒ.diag(calculate_third_order_moments(x, variables, 𝓂, dependencies_tol = dependencies_tol, lyapunov_algorithm = lyapunov_algorithm, sylvester_algorithm = sylvester_algorithm, verbose = verbose)[1]),eps(Float64)), backend, 𝓂.parameter_values)[:,param_idx]
Expand Down Expand Up @@ -2526,7 +2526,7 @@ function get_moments(𝓂::ℳ;
end

if algorithm == :pruned_second_order
covar_dcmp, Σᶻ₂, state_μ, Δμˢ₂, autocorr_tmp, ŝ_to_ŝ₂, ŝ_to_y₂, Σʸ₁, Σᶻ₁, SS_and_pars, 𝐒₁, ∇₁, 𝐒₂, ∇₂ = calculate_second_order_moments(𝓂.parameter_values, 𝓂, sylvester_algorithm = sylvester_algorithm, lyapunov_algorithm = lyapunov_algorithm, verbose = verbose)
covar_dcmp, Σᶻ₂, state_μ, Δμˢ₂, autocorr_tmp, ŝ_to_ŝ₂, ŝ_to_y₂, Σʸ₁, Σᶻ₁, SS_and_pars, 𝐒₁, ∇₁, 𝐒₂, ∇₂, solved = calculate_second_order_moments(𝓂.parameter_values, 𝓂, sylvester_algorithm = sylvester_algorithm, lyapunov_algorithm = lyapunov_algorithm, verbose = verbose)

# dst_dev = 𝒜.jacobian(𝒷(), x -> sqrt.(covariance_parameter_derivatives_second_order(x, param_idx, 𝓂, sylvester_algorithm = sylvester_algorithm, lyapunov_algorithm = lyapunov_algorithm, verbose = verbose)), 𝓂.parameter_values[param_idx])[1]
dst_dev = 𝒟.jacobian(x -> sqrt.(max.(ℒ.diag(calculate_second_order_moments(x, 𝓂, sylvester_algorithm = sylvester_algorithm, lyapunov_algorithm = lyapunov_algorithm, verbose = verbose)[1]),eps(Float64))), backend, 𝓂.parameter_values)[:,param_idx]
Expand All @@ -2535,7 +2535,7 @@ function get_moments(𝓂::ℳ;
var_means = KeyedArray(state_μ[var_idx]; Variables = axis1)
end
elseif algorithm == :pruned_third_order
covar_dcmp, state_μ, _ = calculate_third_order_moments(𝓂.parameter_values, variables, 𝓂, sylvester_algorithm = sylvester_algorithm, lyapunov_algorithm = lyapunov_algorithm, verbose = verbose)
covar_dcmp, state_μ, _, solved = calculate_third_order_moments(𝓂.parameter_values, variables, 𝓂, sylvester_algorithm = sylvester_algorithm, lyapunov_algorithm = lyapunov_algorithm, verbose = verbose)

# dst_dev = 𝒜.jacobian(𝒷(), x -> sqrt.(covariance_parameter_derivatives_third_order(x, variables, param_idx, 𝓂, dependencies_tol = dependencies_tol, lyapunov_algorithm = lyapunov_algorithm, sylvester_algorithm = sylvester_algorithm, verbose = verbose)), 𝓂.parameter_values[param_idx])[1]
dst_dev = 𝒟.jacobian(x -> sqrt.(max.(ℒ.diag(calculate_third_order_moments(x, variables, 𝓂, dependencies_tol = dependencies_tol, lyapunov_algorithm = lyapunov_algorithm, sylvester_algorithm = sylvester_algorithm, verbose = verbose)[1]),eps(Float64))), backend, 𝓂.parameter_values)[:,param_idx]
Expand Down Expand Up @@ -2612,12 +2612,12 @@ function get_moments(𝓂::ℳ;

if variance
if algorithm == :pruned_second_order
covar_dcmp, Σᶻ₂, state_μ, Δμˢ₂, autocorr_tmp, ŝ_to_ŝ₂, ŝ_to_y₂, Σʸ₁, Σᶻ₁, SS_and_pars, 𝐒₁, ∇₁, 𝐒₂, ∇₂ = calculate_second_order_moments(𝓂.parameter_values, 𝓂, sylvester_algorithm = sylvester_algorithm, lyapunov_algorithm = lyapunov_algorithm, verbose = verbose)
covar_dcmp, Σᶻ₂, state_μ, Δμˢ₂, autocorr_tmp, ŝ_to_ŝ₂, ŝ_to_y₂, Σʸ₁, Σᶻ₁, SS_and_pars, 𝐒₁, ∇₁, 𝐒₂, ∇₂, solved = calculate_second_order_moments(𝓂.parameter_values, 𝓂, sylvester_algorithm = sylvester_algorithm, lyapunov_algorithm = lyapunov_algorithm, verbose = verbose)
if mean
var_means = KeyedArray(state_μ[var_idx]; Variables = axis1)
end
elseif algorithm == :pruned_third_order
covar_dcmp, state_μ, _ = calculate_third_order_moments(𝓂.parameter_values, variables, 𝓂, sylvester_algorithm = sylvester_algorithm, lyapunov_algorithm = lyapunov_algorithm, dependencies_tol = dependencies_tol, verbose = verbose)
covar_dcmp, state_μ, _, solved = calculate_third_order_moments(𝓂.parameter_values, variables, 𝓂, sylvester_algorithm = sylvester_algorithm, lyapunov_algorithm = lyapunov_algorithm, dependencies_tol = dependencies_tol, verbose = verbose)
if mean
var_means = KeyedArray(state_μ[var_idx]; Variables = axis1)
end
Expand All @@ -2638,12 +2638,12 @@ function get_moments(𝓂::ℳ;

if standard_deviation
if algorithm == :pruned_second_order
covar_dcmp, Σᶻ₂, state_μ, Δμˢ₂, autocorr_tmp, ŝ_to_ŝ₂, ŝ_to_y₂, Σʸ₁, Σᶻ₁, SS_and_pars, 𝐒₁, ∇₁, 𝐒₂, ∇₂ = calculate_second_order_moments(𝓂.parameter_values, 𝓂, sylvester_algorithm = sylvester_algorithm, lyapunov_algorithm = lyapunov_algorithm, verbose = verbose)
covar_dcmp, Σᶻ₂, state_μ, Δμˢ₂, autocorr_tmp, ŝ_to_ŝ₂, ŝ_to_y₂, Σʸ₁, Σᶻ₁, SS_and_pars, 𝐒₁, ∇₁, 𝐒₂, ∇₂, solved = calculate_second_order_moments(𝓂.parameter_values, 𝓂, sylvester_algorithm = sylvester_algorithm, lyapunov_algorithm = lyapunov_algorithm, verbose = verbose)
if mean
var_means = KeyedArray(state_μ[var_idx]; Variables = axis1)
end
elseif algorithm == :pruned_third_order
covar_dcmp, state_μ, _ = calculate_third_order_moments(𝓂.parameter_values, variables, 𝓂, sylvester_algorithm = sylvester_algorithm, lyapunov_algorithm = lyapunov_algorithm, dependencies_tol = dependencies_tol, verbose = verbose)
covar_dcmp, state_μ, _, solved = calculate_third_order_moments(𝓂.parameter_values, variables, 𝓂, sylvester_algorithm = sylvester_algorithm, lyapunov_algorithm = lyapunov_algorithm, dependencies_tol = dependencies_tol, verbose = verbose)
if mean
var_means = KeyedArray(state_μ[var_idx]; Variables = axis1)
end
Expand All @@ -2657,12 +2657,12 @@ function get_moments(𝓂::ℳ;

if covariance
if algorithm == :pruned_second_order
covar_dcmp, Σᶻ₂, state_μ, Δμˢ₂, autocorr_tmp, ŝ_to_ŝ₂, ŝ_to_y₂, Σʸ₁, Σᶻ₁, SS_and_pars, 𝐒₁, ∇₁, 𝐒₂, ∇₂ = calculate_second_order_moments(𝓂.parameter_values, 𝓂, sylvester_algorithm = sylvester_algorithm, lyapunov_algorithm = lyapunov_algorithm, verbose = verbose)
covar_dcmp, Σᶻ₂, state_μ, Δμˢ₂, autocorr_tmp, ŝ_to_ŝ₂, ŝ_to_y₂, Σʸ₁, Σᶻ₁, SS_and_pars, 𝐒₁, ∇₁, 𝐒₂, ∇₂, solved = calculate_second_order_moments(𝓂.parameter_values, 𝓂, sylvester_algorithm = sylvester_algorithm, lyapunov_algorithm = lyapunov_algorithm, verbose = verbose)
if mean
var_means = KeyedArray(state_μ[var_idx]; Variables = axis1)
end
elseif algorithm == :pruned_third_order
covar_dcmp, state_μ, _ = calculate_third_order_moments(𝓂.parameter_values, :full_covar, 𝓂, sylvester_algorithm = sylvester_algorithm, lyapunov_algorithm = lyapunov_algorithm, dependencies_tol = dependencies_tol, verbose = verbose)
covar_dcmp, state_μ, _, solved = calculate_third_order_moments(𝓂.parameter_values, :full_covar, 𝓂, sylvester_algorithm = sylvester_algorithm, lyapunov_algorithm = lyapunov_algorithm, dependencies_tol = dependencies_tol, verbose = verbose)
if mean
var_means = KeyedArray(state_μ[var_idx]; Variables = axis1)
end
Expand Down Expand Up @@ -2861,6 +2861,8 @@ function get_statistics(𝓂,

all_parameters = vcat(other_parameter_values, parameter_values)[sort_idx]

solved = true

if algorithm == :pruned_third_order && !(!(standard_deviation == Symbol[]) || !(variance == Symbol[]) || !(covariance == Symbol[]) || !(autocorrelation == Symbol[]))
algorithm = :pruned_second_order
end
Expand All @@ -2872,20 +2874,20 @@ function get_statistics(𝓂,
if !(autocorrelation == Symbol[])
second_mom_third_order = union(autocorrelation, standard_deviation, variance, covariance)

covar_dcmp, state_μ, autocorr, SS_and_pars = calculate_third_order_moments(all_parameters, second_mom_third_order, 𝓂, sylvester_algorithm = sylvester_algorithm, lyapunov_algorithm = lyapunov_algorithm, verbose = verbose, autocorrelation = true, autocorrelation_periods = autocorrelation_periods)
covar_dcmp, state_μ, autocorr, SS_and_pars, solved = calculate_third_order_moments(all_parameters, second_mom_third_order, 𝓂, sylvester_algorithm = sylvester_algorithm, lyapunov_algorithm = lyapunov_algorithm, verbose = verbose, autocorrelation = true, autocorrelation_periods = autocorrelation_periods)

elseif !(standard_deviation == Symbol[]) || !(variance == Symbol[]) || !(covariance == Symbol[])

covar_dcmp, state_μ, SS_and_pars = calculate_third_order_moments(all_parameters, union(variance,covariance,standard_deviation), 𝓂, sylvester_algorithm = sylvester_algorithm, lyapunov_algorithm = lyapunov_algorithm, verbose = verbose)
covar_dcmp, state_μ, SS_and_pars, solved = calculate_third_order_moments(all_parameters, union(variance,covariance,standard_deviation), 𝓂, sylvester_algorithm = sylvester_algorithm, lyapunov_algorithm = lyapunov_algorithm, verbose = verbose)

end

elseif algorithm == :pruned_second_order

if !(standard_deviation == Symbol[]) || !(variance == Symbol[]) || !(covariance == Symbol[]) || !(autocorrelation == Symbol[])
covar_dcmp, Σᶻ₂, state_μ, Δμˢ₂, autocorr_tmp, ŝ_to_ŝ₂, ŝ_to_y₂, Σʸ₁, Σᶻ₁, SS_and_pars, 𝐒₁, ∇₁, 𝐒₂, ∇₂ = calculate_second_order_moments(all_parameters, 𝓂, sylvester_algorithm = sylvester_algorithm, lyapunov_algorithm = lyapunov_algorithm, verbose = verbose)
covar_dcmp, Σᶻ₂, state_μ, Δμˢ₂, autocorr_tmp, ŝ_to_ŝ₂, ŝ_to_y₂, Σʸ₁, Σᶻ₁, SS_and_pars, 𝐒₁, ∇₁, 𝐒₂, ∇₂, solved = calculate_second_order_moments(all_parameters, 𝓂, sylvester_algorithm = sylvester_algorithm, lyapunov_algorithm = lyapunov_algorithm, verbose = verbose)
else
state_μ, Δμˢ₂, Σʸ₁, Σᶻ₁, SS_and_pars, 𝐒₁, ∇₁, 𝐒₂, ∇₂ = calculate_second_order_moments(all_parameters, 𝓂, sylvester_algorithm = sylvester_algorithm, lyapunov_algorithm = lyapunov_algorithm, verbose = verbose, covariance = false)
state_μ, Δμˢ₂, Σʸ₁, Σᶻ₁, SS_and_pars, 𝐒₁, ∇₁, 𝐒₂, ∇₂, solved = calculate_second_order_moments(all_parameters, 𝓂, sylvester_algorithm = sylvester_algorithm, lyapunov_algorithm = lyapunov_algorithm, verbose = verbose, covariance = false)
end

else
Expand Down
14 changes: 7 additions & 7 deletions src/moments.jl
View file
Original file line number Diff line number Diff line change
Expand Up @@ -140,7 +140,7 @@ function calculate_second_order_moments(
verbose::Bool = false,
sylvester_algorithm::Symbol = :doubling,
lyapunov_algorithm::Symbol = :doubling,
tol::AbstractFloat = eps())::Union{Tuple{Matrix{R}, Matrix{R}, Vector{R}, Vector{R}, Matrix{R}, Matrix{R}, Matrix{R}, Matrix{R}, Matrix{R}, Vector{R}, Matrix{R}, Matrix{R}, AbstractSparseMatrix{R}, AbstractSparseMatrix{R}}, Tuple{Vector{R}, Vector{R}, Matrix{R}, Matrix{R}, Vector{R}, Matrix{R}, Matrix{R}, AbstractSparseMatrix{R}, AbstractSparseMatrix{R}}} where R <: Real
tol::AbstractFloat = eps())::Union{Tuple{Matrix{R}, Matrix{R}, Vector{R}, Vector{R}, Matrix{R}, Matrix{R}, Matrix{R}, Matrix{R}, Matrix{R}, Vector{R}, Matrix{R}, Matrix{R}, AbstractSparseMatrix{R}, AbstractSparseMatrix{R}, Bool}, Tuple{Vector{R}, Vector{R}, Matrix{R}, Matrix{R}, Vector{R}, Matrix{R}, Matrix{R}, AbstractSparseMatrix{R}, AbstractSparseMatrix{R}, Bool}} where R <: Real

Σʸ₁, 𝐒₁, ∇₁, SS_and_pars, solved = calculate_covariance(parameters, 𝓂, verbose = verbose, lyapunov_algorithm = lyapunov_algorithm)

Expand Down Expand Up @@ -245,7 +245,7 @@ function calculate_second_order_moments(
μʸ₂ = SS_and_pars[1:𝓂.timings.nVars] + ŝ_to_y₂ * μˢ⁺₂ + yv₂

if !covariance
return μʸ₂, Δμˢ₂, Σʸ₁, Σᶻ₁, SS_and_pars, 𝐒₁, ∇₁, 𝐒₂, ∇₂
return μʸ₂, Δμˢ₂, Σʸ₁, Σᶻ₁, SS_and_pars, 𝐒₁, ∇₁, 𝐒₂, ∇₂, solved && solved2
end

# Covariance
Expand All @@ -265,7 +265,7 @@ function calculate_second_order_moments(

autocorr_tmp = ŝ_to_ŝ₂ * Σᶻ₂ * ŝ_to_y₂' + ê_to_ŝ₂ * Γ₂ * ê_to_y₂'

return Σʸ₂, Σᶻ₂, μʸ₂, Δμˢ₂, autocorr_tmp, ŝ_to_ŝ₂, ŝ_to_y₂, Σʸ₁, Σᶻ₁, SS_and_pars, 𝐒₁, ∇₁, 𝐒₂, ∇₂
return Σʸ₂, Σᶻ₂, μʸ₂, Δμˢ₂, autocorr_tmp, ŝ_to_ŝ₂, ŝ_to_y₂, Σʸ₁, Σᶻ₁, SS_and_pars, 𝐒₁, ∇₁, 𝐒₂, ∇₂, solved && solved2 && info
end


Expand All @@ -291,10 +291,10 @@ function calculate_third_order_moments(parameters::Vector{T},
sylvester_algorithm = sylvester_algorithm,
lyapunov_algorithm = lyapunov_algorithm)

Σʸ₂, Σᶻ₂, μʸ₂, Δμˢ₂, autocorr_tmp, ŝ_to_ŝ₂, ŝ_to_y₂, Σʸ₁, Σᶻ₁, SS_and_pars, 𝐒₁, ∇₁, 𝐒₂, ∇₂ = second_order_moments
Σʸ₂, Σᶻ₂, μʸ₂, Δμˢ₂, autocorr_tmp, ŝ_to_ŝ₂, ŝ_to_y₂, Σʸ₁, Σᶻ₁, SS_and_pars, 𝐒₁, ∇₁, 𝐒₂, ∇₂, solved = second_order_moments

if !covariance && !autocorrelation
return μʸ₂, Δμˢ₂, Σʸ₁, Σᶻ₁, SS_and_pars, 𝐒₁, ∇₁, 𝐒₂, ∇₂
return μʸ₂, Δμˢ₂, Σʸ₁, Σᶻ₁, SS_and_pars, 𝐒₁, ∇₁, 𝐒₂, ∇₂, solved
end

∇₃ = calculate_third_order_derivatives(parameters, SS_and_pars, 𝓂)# * 𝓂.solution.perturbation.third_order_auxilliary_matrices.𝐔∇₃
Expand Down Expand Up @@ -533,9 +533,9 @@ function calculate_third_order_moments(parameters::Vector{T},
end

if autocorrelation
return Σʸ₃, μʸ₂, autocorr, SS_and_pars
return Σʸ₃, μʸ₂, autocorr, SS_and_pars, solved && solved3 && info
else
return Σʸ₃, μʸ₂, SS_and_pars
return Σʸ₃, μʸ₂, SS_and_pars, solved && solved3 && info
end

end

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