fixing tests
parent
31349d0b57
commit
7a129e14bc
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@ -101,7 +101,21 @@ MODFILES = \
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ms-sbvar/test_upper_cholesky.mod \
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ms-sbvar/test_upper_cholesky.mod \
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ms-sbvar/test_upper_cholesky_nc.mod \
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ms-sbvar/test_upper_cholesky_nc.mod \
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ms-sbvar/test_ms_variances.mod \
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ms-sbvar/test_ms_variances.mod \
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ms-sbvar/test_ms_variances_repeated_runs.mod
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ms-sbvar/test_ms_variances_repeated_runs.mod \
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kalman_filter_smoother/algo1.mod \
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kalman_filter_smoother/algo2.mod \
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kalman_filter_smoother/algo3.mod \
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kalman_filter_smoother/algo4.mod \
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kalman_filter_smoother/algo4a.mod \
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kalman_filter_smoother/algo4b.mod \
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kalman_filter_smoother/algoH1.mod \
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kalman_filter_smoother/algoH2.mod \
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kalman_filter_smoother/algoH3.mod \
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kalman_filter_smoother/fs2000.mod \
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kalman_filter_smoother/fs2000_1.mod \
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kalman_filter_smoother/fs2000_2.mod \
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kalman_filter_smoother/fs2000a.mod \
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kalman_filter_smoother/gen_data.mod
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EXTRA_DIST = \
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EXTRA_DIST = \
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$(MODFILES) \
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$(MODFILES) \
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@ -151,20 +165,6 @@ EXTRA_DIST = \
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ms-sbvar/archive-files/specification_2v.dat \
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ms-sbvar/archive-files/specification_2v.dat \
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ms-sbvar/archive-files/specification_2v2c.dat \
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ms-sbvar/archive-files/specification_2v2c.dat \
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recursive/data_ca1.m \
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recursive/data_ca1.m \
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kalman_filter_smoother/algo1.mod \
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kalman_filter_smoother/algo2.mod \
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kalman_filter_smoother/algo3.mod \
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kalman_filter_smoother/algo4.mod \
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kalman_filter_smoother/algo4a.mod \
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kalman_filter_smoother/algo4b.mod \
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kalman_filter_smoother/algoH1.mod \
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kalman_filter_smoother/algoH2.mod \
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kalman_filter_smoother/algoH3.mod \
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kalman_filter_smoother/fs2000.mod \
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kalman_filter_smoother/fs2000_1.mod \
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kalman_filter_smoother/fs2000_2.mod \
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kalman_filter_smoother/fs2000a.mod \
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kalman_filter_smoother/gen_data.mod \
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kalman_filter_smoother/fsdat_simul.m
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kalman_filter_smoother/fsdat_simul.m
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TARGETS =
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TARGETS =
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@ -34,7 +34,8 @@ end;
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varobs dw dx dy z;
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varobs dw dx dy z;
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estimation(datafile=data,first_obs=1000,nobs=200,mh_replic=0,mode_compute=0,mode_file=algoH1_mode,kalman_algo=2,filtered_vars);
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//estimation(datafile=data,first_obs=1000,nobs=200,mh_replic=0,kalman_algo=2);
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estimation(datafile=data,first_obs=1000,nobs=200,mh_replic=0,mode_compute=0,mode_file=algoH1_mode,kalman_algo=2);
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//checking smoother consistency
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//checking smoother consistency
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X = oo_.SmoothedVariables;
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X = oo_.SmoothedVariables;
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@ -67,9 +68,7 @@ for i=1:nobj_endo;
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var2 = eval(['oo_.' obj_endo{i} '.' M_.endo_names(j,:)]);
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var2 = eval(['oo_.' obj_endo{i} '.' M_.endo_names(j,:)]);
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err_endo(:,j) = var1-var2;
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err_endo(:,j) = var1-var2;
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end;
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end;
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if max(max(abs(err_endo))) > 1e-10;
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disp(max(max(abs(err_endo))));
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error('Test fails');
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end;
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end;
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end;
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@ -81,11 +80,8 @@ for i=1:nobj_exo;
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var2 = eval(['oo_.' obj_exo{i} '.' M_.exo_names(j,:)]);
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var2 = eval(['oo_.' obj_exo{i} '.' M_.exo_names(j,:)]);
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err_exo(:,j,i) = var1 - var2;
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err_exo(:,j,i) = var1 - var2;
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end;
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end;
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if max(max(abs(err_exo))) > 1e-10;
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disp(max(max(abs(err_exo))));
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error('Test fails');
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end;
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end;
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end;
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disp(max(max(max(abs(err_exo)))));
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if max(max(abs(o1.oo_.SmoothedMeasurementErrors.z - oo_.SmoothedMeasurementErrors.z))) > 1e-10;
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disp(max(max(abs(o1.oo_.SmoothedMeasurementErrors.z - oo_.SmoothedMeasurementErrors.z))));
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error('Test fails');
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end;
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