Stéphane Adjemian (Argos)
b863c309bd
Improve tests and timings for the Kalman mex.
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- Ensure that we always use the same DGP (e.g. same transition matrix).
- Call the mex more than once with different samples.
- Ensure that the size of the state space model is the same in tests 1, 2 and 3.
- Fix the seed (same samples across 1, 2 and 3 except for the additive noise in 2 and 3 on the observed variables).
2023-11-09 19:00:37 +01:00
Stéphane Adjemian (Argos)
9c61422a75
Improve debug mode.
2023-11-09 19:00:37 +01:00
3a461c996c
Kalman filter mex: routine and tests
2023-11-09 19:00:37 +01:00
986ac3e1e7
v4.1: Added test files for the new kalman filter routines.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2190 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-24 10:02:58 +00:00
afdddb8091
v4.1:/tests/kalman Bug corrections.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2175 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 16:22:25 +00:00
b034ca6598
v4.1:/tests/kalman Bug correction.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2173 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 14:43:33 +00:00
7515534ac6
Bug corrections.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2172 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 14:39:10 +00:00
e0f9caa524
v4.1: Added tests for KF files.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2171 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 13:22:50 +00:00
Stéphane Adjemian (Argos)
Normann Rion
adjemian