55 lines
2.8 KiB
C++
55 lines
2.8 KiB
C++
options_.debug=true;
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options_.lik_init=1;
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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);
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fval_algo_1=oo_.likelihood_at_initial_parameters;
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if isfield(oo_,'SmoothedMeasurementErrors')
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SmoothedMeasurementErrors(:,:,1)=cell2mat(struct2cell(oo_.SmoothedMeasurementErrors));
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end
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SmoothedShocks(:,:,1)=cell2mat(struct2cell(oo_.SmoothedShocks));
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SmoothedVariables(:,:,1)=cell2mat(struct2cell(oo_.SmoothedVariables));
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options_.lik_init=1;
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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);
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fval_algo_2=oo_.likelihood_at_initial_parameters;
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if isfield(oo_,'SmoothedMeasurementErrors')
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SmoothedMeasurementErrors(:,:,2)=cell2mat(struct2cell(oo_.SmoothedMeasurementErrors));
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end
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SmoothedShocks(:,:,2)=cell2mat(struct2cell(oo_.SmoothedShocks));
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SmoothedVariables(:,:,2)=cell2mat(struct2cell(oo_.SmoothedVariables));
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options_.lik_init=1;
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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);
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fval_algo_3=oo_.likelihood_at_initial_parameters;
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if isfield(oo_,'SmoothedMeasurementErrors')
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SmoothedMeasurementErrors(:,:,3)=cell2mat(struct2cell(oo_.SmoothedMeasurementErrors));
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end
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SmoothedShocks(:,:,3)=cell2mat(struct2cell(oo_.SmoothedShocks));
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SmoothedVariables(:,:,3)=cell2mat(struct2cell(oo_.SmoothedVariables));
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options_.lik_init=1;
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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);
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fval_algo_4=oo_.likelihood_at_initial_parameters;
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if isfield(oo_,'SmoothedMeasurementErrors')
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SmoothedMeasurementErrors(:,:,4)=cell2mat(struct2cell(oo_.SmoothedMeasurementErrors));
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end
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SmoothedShocks(:,:,4)=cell2mat(struct2cell(oo_.SmoothedShocks));
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SmoothedVariables(:,:,4)=cell2mat(struct2cell(oo_.SmoothedVariables));
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if isfield(oo_,'SmoothedMeasurementErrors')
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if max(max(abs(SmoothedMeasurementErrors-repmat(SmoothedMeasurementErrors(:,:,1),[1,1,4]))))>1e-6
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error('SmoothedMeasurementErrors do not match')
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end
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end
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if max(max(abs(SmoothedShocks-repmat(SmoothedShocks(:,:,1),[1,1,4]))))>1e-6
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error('SmoothedShocks do not match')
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end
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if max(max(abs(SmoothedVariables-repmat(SmoothedVariables(:,:,1),[1,1,4]))))>1e-6
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error('SmoothedVariables do not match')
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end
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if max(abs([fval_algo_2,fval_algo_3,fval_algo_4]-fval_algo_1))>1e-5
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error('Likelihoods do not match')
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end |