Enabling all test cases.
@@ -421,7 +421,7 @@ public class RandomVariableDifferentiableAADPerformanceTest {
private static int numberOfPaths = 10000; /* In the paper we use 100000 */
private static Object[][] testCases = {
- /* { new TestFunctionBigSum(),
+ { new TestFunctionBigSum(),
new Integer(numberOfPaths), // number of paths for the arguments
new Integer(1), // number of arguments
new Integer(numberOfPaths), // number of paths for the parameters
@@ -468,7 +468,7 @@ public class RandomVariableDifferentiableAADPerformanceTest {
new Integer(3),
new Integer(1),
new Integer(1)
- },*/
+ },
{ new TestFunctionMonteCarloBermudanOption(),
new Integer(1),
new Integer(3),
