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v4: added provision for calibrated measurement errors; 

correction of bugs in smoother;
there are still problems in diffuse initialization of univariate smoother
this applies to previous revisions

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1185 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
michel 2007-02-11 13:03:13 +00:00
parent 86cac39227
commit 18bd0d8eaf
1 changed files with 3 additions and 1 deletions
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4
tests/kalman_filter_smoother/testsmoother.m
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@ -23,7 +23,9 @@ return
[alphahat1,etahat1,a11, aK1] = DiffuseKalmanSmoother1(T,R,Q, ...
Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf);
[alphahat2,etahat2,a12, aK2] = DiffuseKalmanSmoother3(T,R,Q, ...
Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf);
Pinf1,Pstar1,Y,trend, ...
pp,mm,smpl,mf);
max(max(abs(alphahat1-alphahat2)))
max(max(abs(etahat1-etahat2)))