Commit Graph

2 Commits (e043e92c4a85e7a8dc3951cf366bbefd27feb866)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 2125d82cae Adapted integration tests to ea49f971e58a4b40b422d06d808d863124092ef4.
FilteredVariablesKStepAheadVariances is computed and saved iff
filter_covariance option is used in estimation command.
2017-03-17 18:10:00 +01:00
Johannes Pfeifer 747f90d89b Add unit tests for correct dimension of filtered, smoothed, forecasted, and updated variables and shocks 2014-11-16 21:08:18 +01:00