From 18bd0d8eaf736942d337b1b351f4487eb808715a Mon Sep 17 00:00:00 2001 From: michel Date: Sun, 11 Feb 2007 13:03:13 +0000 Subject: [PATCH] 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 --- tests/kalman_filter_smoother/testsmoother.m | 4 +++- 1 file changed, 3 insertions(+), 1 deletion(-) diff --git a/tests/kalman_filter_smoother/testsmoother.m b/tests/kalman_filter_smoother/testsmoother.m index 344956afb..71ca84a33 100644 --- a/tests/kalman_filter_smoother/testsmoother.m +++ b/tests/kalman_filter_smoother/testsmoother.m @@ -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)))