options_.debug=true; options_.lik_init=1; estimation(order=1,datafile='../fsdat_simul',nobs=192,mode_file=@{mode_file_name},mode_compute=0,kalman_algo=1,loglinear,mh_replic=0,smoother,filtered_vars,forecast=8,filter_step_ahead=[1:8],consider_all_endogenous); fval_algo_1=oo_.likelihood_at_initial_parameters; if isfield(oo_,'SmoothedMeasurementErrors') SmoothedMeasurementErrors(:,:,1)=cell2mat(struct2cell(oo_.SmoothedMeasurementErrors)); end SmoothedShocks(:,:,1)=cell2mat(struct2cell(oo_.SmoothedShocks)); SmoothedVariables(:,:,1)=cell2mat(struct2cell(oo_.SmoothedVariables)); options_.lik_init=1; estimation(order=1,datafile='../fsdat_simul',nobs=192,mode_file=@{mode_file_name},mode_compute=0,kalman_algo=2,loglinear,mh_replic=0,smoother,filtered_vars,forecast=8,filter_step_ahead=[1:8],consider_all_endogenous); fval_algo_2=oo_.likelihood_at_initial_parameters; if isfield(oo_,'SmoothedMeasurementErrors') SmoothedMeasurementErrors(:,:,2)=cell2mat(struct2cell(oo_.SmoothedMeasurementErrors)); end SmoothedShocks(:,:,2)=cell2mat(struct2cell(oo_.SmoothedShocks)); SmoothedVariables(:,:,2)=cell2mat(struct2cell(oo_.SmoothedVariables)); options_.lik_init=1; estimation(order=1,datafile='../fsdat_simul',nobs=192,mode_file=@{mode_file_name},mode_compute=0,kalman_algo=3,loglinear,mh_replic=0,smoother,filtered_vars,forecast=8,filter_step_ahead=[1:8],consider_all_endogenous); fval_algo_3=oo_.likelihood_at_initial_parameters; if isfield(oo_,'SmoothedMeasurementErrors') SmoothedMeasurementErrors(:,:,3)=cell2mat(struct2cell(oo_.SmoothedMeasurementErrors)); end SmoothedShocks(:,:,3)=cell2mat(struct2cell(oo_.SmoothedShocks)); SmoothedVariables(:,:,3)=cell2mat(struct2cell(oo_.SmoothedVariables)); options_.lik_init=1; estimation(order=1,datafile='../fsdat_simul',nobs=192,mode_file=@{mode_file_name},mode_compute=0,kalman_algo=4,loglinear,mh_replic=0,smoother,filtered_vars,forecast=8,filter_step_ahead=[1:8],consider_all_endogenous); fval_algo_4=oo_.likelihood_at_initial_parameters; if isfield(oo_,'SmoothedMeasurementErrors') SmoothedMeasurementErrors(:,:,4)=cell2mat(struct2cell(oo_.SmoothedMeasurementErrors)); end SmoothedShocks(:,:,4)=cell2mat(struct2cell(oo_.SmoothedShocks)); SmoothedVariables(:,:,4)=cell2mat(struct2cell(oo_.SmoothedVariables)); if isfield(oo_,'SmoothedMeasurementErrors') if max(max(abs(SmoothedMeasurementErrors-repmat(SmoothedMeasurementErrors(:,:,1),[1,1,4]))))>1e-6 error('SmoothedMeasurementErrors do not match') end end if max(max(abs(SmoothedShocks-repmat(SmoothedShocks(:,:,1),[1,1,4]))))>1e-6 error('SmoothedShocks do not match') end if max(max(abs(SmoothedVariables-repmat(SmoothedVariables(:,:,1),[1,1,4]))))>1e-6 error('SmoothedVariables do not match') end if max(abs([fval_algo_2,fval_algo_3,fval_algo_4]-fval_algo_1))>1e-5 error('Likelihoods do not match') end