Stéphane Adjemian (Argos)
b863c309bd
- 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). |
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| .. | ||
| compare_kalman_mex.m | ||
| compare_kalman_routines.m | ||
| simul_state_space_model.m | ||
| test1.m | ||
| test2.m | ||
| test3.m | ||
| test_kalman_mex.m | ||