Commit 2aa4e0e1 authored by Stéphane Adjemian's avatar Stéphane Adjemian Committed by Sébastien Villemot

Another attempt to fix numerical accuracy issues in integration tests.

(cherry picked from commit d4bfd6c9)
parent a045dc72
Pipeline #228 failed with stages
in 289 minutes and 34 seconds
%%default
options_.lik_init=1;
estimation(kalman_algo=0,mode_compute=8,order=1,datafile=@{data_file_name},smoother,filter_decomposition,forecast = 8,filtered_vars,filter_step_ahead=[1,3],irf=20) m P c e W R k d y gy_obs;
estimation(kalman_algo=0,mode_compute=4,order=1,datafile=@{data_file_name},smoother,filter_decomposition,forecast = 8,filtered_vars,filter_step_ahead=[1,3],irf=20) m P c e W R k d y gy_obs;
fval_algo_0=oo_.likelihood_at_initial_parameters;
%%Multivariate Kalman Filter
options_.lik_init=1;
......@@ -52,15 +52,15 @@ SmoothedShocks(:,:,6)=cell2mat(struct2cell(oo_.SmoothedShocks));
SmoothedVariables(:,:,6)=cell2mat(struct2cell(oo_.SmoothedVariables));
if max(max(abs(SmoothedMeasurementErrors-repmat(SmoothedMeasurementErrors(:,:,1),[1,1,6]))))>1e-8
if max(max(abs(SmoothedMeasurementErrors-repmat(SmoothedMeasurementErrors(:,:,1),[1,1,6]))))>1e-6
error('SmoothedMeasurementErrors do not match')
end
if max(max(abs(SmoothedShocks-repmat(SmoothedShocks(:,:,1),[1,1,6]))))>1e-8
if max(max(abs(SmoothedShocks-repmat(SmoothedShocks(:,:,1),[1,1,6]))))>1e-6
error('SmoothedShocks do not match')
end
if max(max(abs(SmoothedVariables-repmat(SmoothedVariables(:,:,1),[1,1,6]))))>1e-8
if max(max(abs(SmoothedVariables-repmat(SmoothedVariables(:,:,1),[1,1,6]))))>1e-6
error('SmoothedVariables do not match')
end
......
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