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v4.1:/tests/kalman Bug correction. 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2173 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
adjemian 2008-10-17 14:43:33 +00:00
parent 7515534ac6
commit b034ca6598
1 changed files with 11 additions and 3 deletions
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14
tests/kalman/likelihood/compare_kalman_routines.m
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@ -109,13 +109,17 @@ if PeriodsWithMissingObservations==0
LIK3 = univariate_kalman_filter(T,R,Q,HH,P,Y,start,mf,kalman_tol,riccati_tol,data_index,number_of_observations,no_more_missing_observations);
T3 = etime(clock, instant0);
disp(['univariate_kalman_filter = ' num2str(T2)])
if abs(T1-T2)<1e-12
disp(' ')
disp(' ')
if abs(LIK1-LIK2)<1e-12
disp('missing data version is Ok')
else
disp('missing data version is wrong')
LIK1-LIK2
end
if abs(T1-T3)<1e-15
if abs(LIK1-LIK3)<1e-15
disp('univariate version is Ok')
else
disp('univariate version is wrong')
@ -147,7 +151,11 @@ else
LIK3 = univariate_kalman_filter(T,R,Q,HH,P,Y,start,mf,kalman_tol,riccati_tol,data_index,number_of_observations,no_more_missing_observations);
T3 = etime(clock, instant0);
disp(['univariate_kalman_filter = ' num2str(T2)])
if T1==T3
disp(' ')
disp(' ')
if abs(LIK2-LIK3)<1e-12
disp('univariate version is Ok')
else
LIK1-LIK3