dynare

Commit Graph

Author	SHA1	Message	Date
Stéphane Adjemian (Argos)	b863c309bd	Improve tests and timings for the Kalman mex. - 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
Normann Rion	3a461c996c	Kalman filter mex: routine and tests	2023-11-09 19:00:37 +01:00

Author

SHA1

Message

Date

Stéphane Adjemian (Argos)

b863c309bd

Improve tests and timings for the Kalman mex.

- 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

Normann Rion

3a461c996c

Kalman filter mex: routine and tests

2023-11-09 19:00:37 +01:00

2 Commits (master)