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Merge branch 'Pinf' of git.dynare.org:JohannesPfeifer/dynare 

Ref. !2105
unit-tests
Sébastien Villemot 2022-11-22 11:25:14 +01:00
parent d554b79772 801baacc8c
commit dbdda7bf93
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2 changed files with 16 additions and 1 deletions
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2
matlab/compute_trend_coefficients.m
View File

@ -1,5 +1,5 @@
function [trend_addition, trend_coeff]=compute_trend_coefficients(M_,DynareOptions,nvarobs,ntobs)
% [trend_addition, trend_coeff]=compute_trend_coefficients(DynareOptions,nvarobs,ntobs)
% [trend_addition, trend_coeff]=compute_trend_coefficients(M_,DynareOptions,nvarobs,ntobs)
% Computes the trend coefficiencts and the trend, accounting for
% prefiltering
%

15
tests/kalman_filter_smoother/fs2000_smoother_only_ns.mod
View File

@ -107,9 +107,24 @@ P_obs (log(mst)-gam);
Y_obs (gam);
end;
fsdat_simul;
P_obs_data=log(P_obs(1:192));
Y_obs_data=log(Y_obs(1:192));
estimation(order=1, datafile=fsdat_simul, mode_compute=0,nobs=192, loglinear,diffuse_filter, smoother,smoothed_state_uncertainty) m P c e W R k d n l gy_obs gp_obs y dA;
if max(abs(oo_.SmoothedVariables.Y_obs-Y_obs_data))>1e-10 || max(abs(oo_.SmoothedVariables.P_obs-P_obs_data))>1e-10
error('Smoothed observables do not match')
end
estimation(order=1, datafile=fsdat_simul, mode_compute=0,nobs=192, loglinear,diffuse_filter, smoother,kalman_algo=3,smoothed_state_uncertainty) m P c e W R k d n l gy_obs gp_obs y dA;
if max(abs(oo_.SmoothedVariables.Y_obs-Y_obs_data))>1e-10 || max(abs(oo_.SmoothedVariables.P_obs-P_obs_data))>1e-10
error('Smoothed observables do not match')
end
estimation(order=1, datafile=fsdat_simul, mode_compute=0,nobs=192, loglinear,diffuse_filter, smoother,kalman_algo=4,smoothed_state_uncertainty) m P c e W R k d n l gy_obs gp_obs y dA;
if max(abs(oo_.SmoothedVariables.Y_obs-Y_obs_data))>1e-10 || max(abs(oo_.SmoothedVariables.P_obs-P_obs_data))>1e-10
error('Smoothed observables do not match')
end
/*
* The following lines were used to generate the data file. If you want to