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Fix trend unit tests to account for classical smoother returning results in declaration rule order after fixing #1161

time-shift
Johannes Pfeifer 2016-04-12 11:41:15 +02:00
parent f5900aa03b
commit 5c40bcef8d
2 changed files with 18 additions and 10 deletions
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14
tests/observation_trends_and_prefiltering/Trend_diagnostics_ML_common.inc
View File

@ -25,11 +25,15 @@ if abs(corr(oo_.FilteredVariables.Y_obs(2:end-1)-Y_obs(3:end)',oo_.FilteredVaria
error('Filtered Variables are wrong')
end
if max(abs(squeeze(oo_.FilteredVariablesKStepAhead(1,1,2:end-(options_.nk-1)))-oo_.FilteredVariables.Y_obs))>1e-5 ||...
max(abs(squeeze(oo_.FilteredVariablesKStepAhead(1,2,2:end-(options_.nk-1)))-oo_.FilteredVariables.P_obs))>1e-5 ||...
max(abs(squeeze(oo_.FilteredVariablesKStepAhead(1,3,2:end-(options_.nk-1)))-oo_.FilteredVariables.junk2))>1e-5 ||...
max(abs(squeeze(oo_.FilteredVariablesKStepAhead(2,1,3:end-options_.nk))-oo_.FilteredVariables.Y_obs(3:end)))>1e-2 ||...
max(abs(squeeze(oo_.FilteredVariablesKStepAhead(2,2,3:end-options_.nk))-oo_.FilteredVariables.P_obs(3:end)))>1e-2 ||...
Y_pos=strmatch('Y_obs',M_.endo_names,'exact');
P_pos=strmatch('P_obs',M_.endo_names,'exact');
junk2_pos=strmatch('junk2',M_.endo_names,'exact');
if max(abs(squeeze(oo_.FilteredVariablesKStepAhead(1,Y_pos,2:end-(options_.nk-1)))-oo_.FilteredVariables.Y_obs))>1e-5 ||...
max(abs(squeeze(oo_.FilteredVariablesKStepAhead(1,P_pos,2:end-(options_.nk-1)))-oo_.FilteredVariables.P_obs))>1e-5 ||...
max(abs(squeeze(oo_.FilteredVariablesKStepAhead(1,junk2_pos,2:end-(options_.nk-1)))-oo_.FilteredVariables.junk2))>1e-5 ||...
max(abs(squeeze(oo_.FilteredVariablesKStepAhead(2,Y_pos,3:end-options_.nk))-oo_.FilteredVariables.Y_obs(3:end)))>1e-2 ||...
max(abs(squeeze(oo_.FilteredVariablesKStepAhead(2,P_pos,3:end-options_.nk))-oo_.FilteredVariables.P_obs(3:end)))>1e-2 ||...
mean(squeeze(oo_.FilteredVariablesKStepAhead(2,3,3:end-options_.nk)))>1e-1 ||...
mean(squeeze(oo_.FilteredVariablesKStepAhead(2,4,3:end-options_.nk)))>1e-1
error('FilteredVariablesKStepAhead is wrong')

14
tests/observation_trends_and_prefiltering/Trend_diagnostics_calib_common.inc
View File

@ -21,11 +21,15 @@ if abs(corr(oo_.FilteredVariables.Y_obs(2:end-1)-Y_obs(3:end)',oo_.FilteredVaria
error('Filtered Variables are wrong')
end
if max(abs(squeeze(oo_.FilteredVariablesKStepAhead(1,1,2:end-(options_.nk-1)))-oo_.FilteredVariables.Y_obs))>1e-5 ||...
max(abs(squeeze(oo_.FilteredVariablesKStepAhead(1,2,2:end-(options_.nk-1)))-oo_.FilteredVariables.P_obs))>1e-5 ||...
max(abs(squeeze(oo_.FilteredVariablesKStepAhead(1,3,2:end-(options_.nk-1)))-oo_.FilteredVariables.junk2))>1e-5 ||...
max(abs(squeeze(oo_.FilteredVariablesKStepAhead(2,1,3:end-options_.nk))-oo_.FilteredVariables.Y_obs(3:end)))>1e-2 ||...
max(abs(squeeze(oo_.FilteredVariablesKStepAhead(2,2,3:end-options_.nk))-oo_.FilteredVariables.P_obs(3:end)))>1e-2 ||...
Y_pos=strmatch('Y_obs',M_.endo_names,'exact');
P_pos=strmatch('P_obs',M_.endo_names,'exact');
junk2_pos=strmatch('junk2',M_.endo_names,'exact');
if max(abs(squeeze(oo_.FilteredVariablesKStepAhead(1,Y_pos,2:end-(options_.nk-1)))-oo_.FilteredVariables.Y_obs))>1e-5 ||...
max(abs(squeeze(oo_.FilteredVariablesKStepAhead(1,P_pos,2:end-(options_.nk-1)))-oo_.FilteredVariables.P_obs))>1e-5 ||...
max(abs(squeeze(oo_.FilteredVariablesKStepAhead(1,junk2_pos,2:end-(options_.nk-1)))-oo_.FilteredVariables.junk2))>1e-5 ||...
max(abs(squeeze(oo_.FilteredVariablesKStepAhead(2,Y_pos,3:end-options_.nk))-oo_.FilteredVariables.Y_obs(3:end)))>1e-2 ||...
max(abs(squeeze(oo_.FilteredVariablesKStepAhead(2,P_pos,3:end-options_.nk))-oo_.FilteredVariables.P_obs(3:end)))>1e-2 ||...
mean(squeeze(oo_.FilteredVariablesKStepAhead(2,3,3:end-options_.nk)))>1e-1 ||...
mean(squeeze(oo_.FilteredVariablesKStepAhead(2,4,3:end-options_.nk)))>1e-1
error('FilteredVariablesKStepAhead is wrong')