dynare/tests/kalman
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
..
block testsuite: use silent_optimizer option to not clutter meson log-file 2023-10-01 18:04:16 +02:00
lik_init Use Unicode copyright symbol (in UTF-8 encoding) in all source files 2022-04-13 14:54:25 +02:00
likelihood Improve tests and timings for the Kalman mex. 2023-11-09 19:00:37 +01:00
likelihood_from_dynare testsuite: use silent_optimizer option to not clutter meson log-file 2023-10-01 18:04:16 +02:00
lyapunov testsuite: use silent_optimizer option to not clutter meson log-file 2023-10-01 18:04:16 +02:00