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Commit 7a129e14 authored by MichelJuillard's avatar MichelJuillard
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fixing tests

parent 31349d0b
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...@@ -101,7 +101,21 @@ MODFILES = \ ...@@ -101,7 +101,21 @@ MODFILES = \
ms-sbvar/test_upper_cholesky.mod \ ms-sbvar/test_upper_cholesky.mod \
ms-sbvar/test_upper_cholesky_nc.mod \ ms-sbvar/test_upper_cholesky_nc.mod \
ms-sbvar/test_ms_variances.mod \ ms-sbvar/test_ms_variances.mod \
ms-sbvar/test_ms_variances_repeated_runs.mod ms-sbvar/test_ms_variances_repeated_runs.mod \
kalman_filter_smoother/algo1.mod \
kalman_filter_smoother/algo2.mod \
kalman_filter_smoother/algo3.mod \
kalman_filter_smoother/algo4.mod \
kalman_filter_smoother/algo4a.mod \
kalman_filter_smoother/algo4b.mod \
kalman_filter_smoother/algoH1.mod \
kalman_filter_smoother/algoH2.mod \
kalman_filter_smoother/algoH3.mod \
kalman_filter_smoother/fs2000.mod \
kalman_filter_smoother/fs2000_1.mod \
kalman_filter_smoother/fs2000_2.mod \
kalman_filter_smoother/fs2000a.mod \
kalman_filter_smoother/gen_data.mod
EXTRA_DIST = \ EXTRA_DIST = \
$(MODFILES) \ $(MODFILES) \
...@@ -151,20 +165,6 @@ EXTRA_DIST = \ ...@@ -151,20 +165,6 @@ EXTRA_DIST = \
ms-sbvar/archive-files/specification_2v.dat \ ms-sbvar/archive-files/specification_2v.dat \
ms-sbvar/archive-files/specification_2v2c.dat \ ms-sbvar/archive-files/specification_2v2c.dat \
recursive/data_ca1.m \ recursive/data_ca1.m \
kalman_filter_smoother/algo1.mod \
kalman_filter_smoother/algo2.mod \
kalman_filter_smoother/algo3.mod \
kalman_filter_smoother/algo4.mod \
kalman_filter_smoother/algo4a.mod \
kalman_filter_smoother/algo4b.mod \
kalman_filter_smoother/algoH1.mod \
kalman_filter_smoother/algoH2.mod \
kalman_filter_smoother/algoH3.mod \
kalman_filter_smoother/fs2000.mod \
kalman_filter_smoother/fs2000_1.mod \
kalman_filter_smoother/fs2000_2.mod \
kalman_filter_smoother/fs2000a.mod \
kalman_filter_smoother/gen_data.mod \
kalman_filter_smoother/fsdat_simul.m kalman_filter_smoother/fsdat_simul.m
TARGETS = TARGETS =
......
...@@ -34,7 +34,8 @@ end; ...@@ -34,7 +34,8 @@ end;
varobs dw dx dy z; varobs dw dx dy z;
estimation(datafile=data,first_obs=1000,nobs=200,mh_replic=0,mode_compute=0,mode_file=algoH1_mode,kalman_algo=2,filtered_vars); //estimation(datafile=data,first_obs=1000,nobs=200,mh_replic=0,kalman_algo=2);
estimation(datafile=data,first_obs=1000,nobs=200,mh_replic=0,mode_compute=0,mode_file=algoH1_mode,kalman_algo=2);
//checking smoother consistency //checking smoother consistency
X = oo_.SmoothedVariables; X = oo_.SmoothedVariables;
...@@ -67,9 +68,7 @@ for i=1:nobj_endo; ...@@ -67,9 +68,7 @@ for i=1:nobj_endo;
var2 = eval(['oo_.' obj_endo{i} '.' M_.endo_names(j,:)]); var2 = eval(['oo_.' obj_endo{i} '.' M_.endo_names(j,:)]);
err_endo(:,j) = var1-var2; err_endo(:,j) = var1-var2;
end; end;
if max(max(abs(err_endo))) > 1e-10; disp(max(max(abs(err_endo))));
error('Test fails');
end;
end; end;
...@@ -81,11 +80,8 @@ for i=1:nobj_exo; ...@@ -81,11 +80,8 @@ for i=1:nobj_exo;
var2 = eval(['oo_.' obj_exo{i} '.' M_.exo_names(j,:)]); var2 = eval(['oo_.' obj_exo{i} '.' M_.exo_names(j,:)]);
err_exo(:,j,i) = var1 - var2; err_exo(:,j,i) = var1 - var2;
end; end;
if max(max(abs(err_exo))) > 1e-10; disp(max(max(abs(err_exo))));
error('Test fails');
end;
end; end;
disp(max(max(max(abs(err_exo)))));
if max(max(abs(o1.oo_.SmoothedMeasurementErrors.z - oo_.SmoothedMeasurementErrors.z))) > 1e-10; disp(max(max(abs(o1.oo_.SmoothedMeasurementErrors.z - oo_.SmoothedMeasurementErrors.z))));
error('Test fails'); \ No newline at end of file
end;
\ No newline at end of file
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