dynare/tests/kalman_filter_smoother
Stéphane Adjemian (Charybdis) 2125d82cae Adapted integration tests to ea49f971e58a4b40b422d06d808d863124092ef4.
FilteredVariablesKStepAheadVariances is computed and saved iff
filter_covariance option is used in estimation command.
2017-03-17 18:10:00 +01:00
..
check_variable_dimensions Adapted integration tests to ea49f971e58a4b40b422d06d808d863124092ef4. 2017-03-17 18:10:00 +01:00
compare_results_simulation Allow for parameter_set=mle_mode in conditional_forecast 2016-06-17 00:21:08 +02:00
algo1.mod Add smoothed state uncertainty to Kalman smoother routines 2016-11-04 09:23:55 +01:00
algo2.mod Add smoothed state uncertainty to Kalman smoother routines 2016-11-04 09:23:55 +01:00
algo3.mod Add smoothed state uncertainty to Kalman smoother routines 2016-11-04 09:23:55 +01:00
algo4.mod Add smoothed state uncertainty to Kalman smoother routines 2016-11-04 09:23:55 +01:00
algo4a.mod Trigger computation of state uncertainty in unit test 2016-11-23 10:50:31 +01:00
algo4b.mod Add smoothed state uncertainty to Kalman smoother routines 2016-11-04 09:23:55 +01:00
algoH1.mod Add smoothed state uncertainty to Kalman smoother routines 2016-11-04 09:23:55 +01:00
algoH2.mod Add smoothed state uncertainty to Kalman smoother routines 2016-11-04 09:23:55 +01:00
algoH3.mod Add smoothed state uncertainty to Kalman smoother routines 2016-11-04 09:23:55 +01:00
fs2000.mod Replace initval blocks by steady_state_model blocks in fs2000 unit tests 2015-06-07 17:11:39 +02:00
fs2000_1.mod Replace initval blocks by steady_state_model blocks in fs2000 unit tests 2015-06-07 17:11:39 +02:00
fs2000_2.mod Replace initval blocks by steady_state_model blocks in fs2000 unit tests 2015-06-07 17:11:39 +02:00
fs2000_smoother_only.mod Add smoothed state uncertainty to Kalman smoother routines 2016-11-04 09:23:55 +01:00
fs2000_smoother_only_ns.mod Add smoothed state uncertainty to Kalman smoother routines 2016-11-04 09:23:55 +01:00
fs2000a.mod Replace initval blocks by steady_state_model blocks in fs2000 unit tests 2015-06-07 17:11:39 +02:00
fsdat_simul.m adding new test 2011-11-02 20:54:58 +01:00
gen_data.mod fixing tests 2011-11-04 09:11:25 +01:00
test.mat v4 adding test for kalman filter and smoother 2007-02-11 13:02:29 +00:00
test_compute_Pinf_Pstar.mod Lowered threshold value for a test. 2017-03-16 15:51:11 +01:00
test_compute_Pinf_Pstar_data.mod diffuse_filter: add test for compute_Pinf_Pstar 2016-11-23 20:52:57 +01:00
testsmoother.m Convert files to Unix EOL 2012-06-08 19:10:19 +02:00