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Another attempt to fix numerical accuracy issues in integration tests.

time-shift
Stéphane Adjemia (Scylla) 2018-10-06 21:37:27 +02:00
parent e5317b17de
commit d4bfd6c9f0
Signed by untrusted user who does not match committer: stepan
GPG Key ID: A6D44CB9C64CE77B
1 changed files with 4 additions and 4 deletions
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8
tests/kalman/likelihood_from_dynare/fs2000_estimation_check.inc
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@ -1,6 +1,6 @@
%%default
options_.lik_init=1;
estimation(kalman_algo=0,mode_compute=8,order=1,datafile=@{data_file_name},smoother,filter_decomposition,forecast = 8,filtered_vars,filter_step_ahead=[1,3],irf=20) m P c e W R k d y gy_obs;
estimation(kalman_algo=0,mode_compute=4,order=1,datafile=@{data_file_name},smoother,filter_decomposition,forecast = 8,filtered_vars,filter_step_ahead=[1,3],irf=20) m P c e W R k d y gy_obs;
fval_algo_0=oo_.likelihood_at_initial_parameters;
%%Multivariate Kalman Filter
options_.lik_init=1;
@ -52,15 +52,15 @@ SmoothedShocks(:,:,6)=cell2mat(struct2cell(oo_.SmoothedShocks));
SmoothedVariables(:,:,6)=cell2mat(struct2cell(oo_.SmoothedVariables));
if max(max(abs(SmoothedMeasurementErrors-repmat(SmoothedMeasurementErrors(:,:,1),[1,1,6]))))>1e-8
if max(max(abs(SmoothedMeasurementErrors-repmat(SmoothedMeasurementErrors(:,:,1),[1,1,6]))))>1e-6
error('SmoothedMeasurementErrors do not match')
end
if max(max(abs(SmoothedShocks-repmat(SmoothedShocks(:,:,1),[1,1,6]))))>1e-8
if max(max(abs(SmoothedShocks-repmat(SmoothedShocks(:,:,1),[1,1,6]))))>1e-6
error('SmoothedShocks do not match')
end
if max(max(abs(SmoothedVariables-repmat(SmoothedVariables(:,:,1),[1,1,6]))))>1e-8
if max(max(abs(SmoothedVariables-repmat(SmoothedVariables(:,:,1),[1,1,6]))))>1e-6
error('SmoothedVariables do not match')
end