24 lines
838 B
Matlab
24 lines
838 B
Matlab
function [LIKDLL loglik]=kalmandll_test(T,mf,R,Q,H,Pstar,Pinf,data,start)
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if isempty(H)
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H=zeros(size(data,1), size(data,1))
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elseif H==0
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H=zeros(size(data,1), size(data,1))
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end
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Z=zeros(size(data,1), size(T,2))
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for i = 1:size(data,1)
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Z(i,mf(i))=1
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end
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%LIKDLL= kalman_filter_dll8(T,Z,R,Q,H,Pstar,data,start)
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%[loglik,per,d] = kalman_filter_dll(Z,H,T,R,Q,data,a,Pstar)
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[LIK2 lik2] = kalman_filter(T,R,Q,H,Pstar,data,start,mf,options_.kalman_tol,options_.riccati_tol)
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if isempty(Pinf)
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Pinf=zeros(size(T));
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elseif Pinf==0
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Pinf=zeros(size(T));
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end
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% test DiffuseLikelihoodH1
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%[loglikd1,per,d] = kalman_filter_dll(Z,H,T,R,Q,data,a,Pstar,Pinf)
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[LIKdlikd ] = diffuse_kalman_filter(T,R,Q,H,Pinf,Pstar,data,start,Z,options_.kalman_tol,options_.riccati_tol)
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%loglikd2 = dynare_filter(Z,H,T,R,Q,data,Pstar,Pinf)
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