From dc40862eff051ae443dfcc653e2b6e1563c59c73 Mon Sep 17 00:00:00 2001 From: Johannes Pfeifer Date: Tue, 26 Jul 2022 18:15:55 +0200 Subject: [PATCH] testsuite: add smoother_redux option --- tests/occbin/filter/NKM.mod | 7 +++++++ 1 file changed, 7 insertions(+) diff --git a/tests/occbin/filter/NKM.mod b/tests/occbin/filter/NKM.mod index cd871d250..8f902e1d4 100644 --- a/tests/occbin/filter/NKM.mod +++ b/tests/occbin/filter/NKM.mod @@ -320,6 +320,13 @@ varobs yg inom pi; nodisplay,consider_all_endogenous,heteroskedastic_filter,filter_step_ahead=[1],smoothed_state_uncertainty); oo0=oo_; + // use smoother_redux + estimation( + datafile=dataobsfile2, mode_file=NKM_mh_mode_saved, + mode_compute=0, nobs=120, first_obs=1, + mh_replic=0, plot_priors=0, smoother, smoother_redux, + nodisplay,consider_all_endogenous,heteroskedastic_filter,filter_step_ahead=[1],smoothed_state_uncertainty); + // use inversion filter (note that IF provides smoother together with likelihood) occbin_setup(likelihood_inversion_filter,smoother_inversion_filter);