diff --git a/tests/Makefile.am b/tests/Makefile.am index a5cb20495b1f0d2b4007b2326e4589c3076713e1..c9091c5be304f06c18cf61171195c9c3c77a6e3b 100644 --- a/tests/Makefile.am +++ b/tests/Makefile.am @@ -86,7 +86,8 @@ MODFILES = \ simul/example1.mod \ conditional_forecasts/fs2000_est.mod \ recursive/ls2003.mod \ - recursive/ls2003_bayesian.mod + recursive/ls2003_bayesian.mod \ + kalman_filter_smoother/gen_data.mod \ kalman_filter_smoother/algo1.mod \ kalman_filter_smoother/algo2.mod \ kalman_filter_smoother/algo3.mod \ diff --git a/tests/kalman_filter_smoother/algo1.mod b/tests/kalman_filter_smoother/algo1.mod index 482240ba4ab4a9b0ead602727c0f446bbc7cb132..29e5b0203f4cb100074a242db4a2d66114edac9c 100644 --- a/tests/kalman_filter_smoother/algo1.mod +++ b/tests/kalman_filter_smoother/algo1.mod @@ -32,7 +32,7 @@ end; varobs dw dx dy z; -estimation(datafile=data,first_obs=1000,nobs=200,mh_replic=0,mode_compute=0,mode_file=algo1_mode); +estimation(datafile=data,first_obs=1000,nobs=200,mh_replic=0,filtered_vars); //checking smoother consistency X = oo_.SmoothedVariables; @@ -47,7 +47,7 @@ for t=2:200; end; if max(max(abs(err))) > 1e-10; error('Test fails') -endif; +end; d=load('data'); dat = [d.dw d.dx d.dy d.z]; diff --git a/tests/kalman_filter_smoother/algo2.mod b/tests/kalman_filter_smoother/algo2.mod index d589792cd785806bf9d955ab85a7b297cc5ec33e..0c54b4cee673f78008799a010ccb003f568c0ce2 100644 --- a/tests/kalman_filter_smoother/algo2.mod +++ b/tests/kalman_filter_smoother/algo2.mod @@ -32,7 +32,7 @@ end; varobs dw dx dy z; -estimation(datafile=data,first_obs=1000,nobs=200,mh_replic=0,mode_compute=0,mode_file=algo1_mode,kalman_algo=2); +estimation(datafile=data,first_obs=1000,nobs=200,mh_replic=0,mode_compute=0,mode_file=algo1_mode,kalman_algo=2,filtered_vars); //checking smoother consistency X = oo_.SmoothedVariables; diff --git a/tests/kalman_filter_smoother/algo3.mod b/tests/kalman_filter_smoother/algo3.mod index 78fff75e8a047e3ad32f74367a3ac8129733c22d..22f1ed5b339c329f70d1ab9504a64b81ac426c7e 100644 --- a/tests/kalman_filter_smoother/algo3.mod +++ b/tests/kalman_filter_smoother/algo3.mod @@ -35,7 +35,7 @@ end; varobs w x y; -estimation(datafile=data,first_obs=1000,nobs=200,mh_replic=0,diffuse_filter); +estimation(datafile=data,first_obs=1000,nobs=200,mh_replic=0,diffuse_filter,filtered_vars); //checking smoother consistency X = oo_.SmoothedVariables; diff --git a/tests/kalman_filter_smoother/algo4.mod b/tests/kalman_filter_smoother/algo4.mod index 4e527686738e7d79b81af4b1654e584a67c7ace7..7ad9e208e01e8b8c0cfd6874962b5e47860f9e23 100644 --- a/tests/kalman_filter_smoother/algo4.mod +++ b/tests/kalman_filter_smoother/algo4.mod @@ -35,7 +35,7 @@ end; varobs w x y; -estimation(datafile=data,first_obs=1000,nobs=200,mh_replic=0,mode_compute=0,mode_file=algo3_mode,diffuse_filter,kalman_algo=4); +estimation(datafile=data,first_obs=1000,nobs=200,mh_replic=0,mode_compute=0,mode_file=algo3_mode,diffuse_filter,kalman_algo=4,filtered_vars); //checking smoother consistency X = oo_.SmoothedVariables; diff --git a/tests/kalman_filter_smoother/algoH2.mod b/tests/kalman_filter_smoother/algoH2.mod index 2fb7e81b882c22f50c0ff8530ba9f1b37df83663..1e7e00e2054cf02712b08d0718b7393cc4714bec 100644 --- a/tests/kalman_filter_smoother/algoH2.mod +++ b/tests/kalman_filter_smoother/algoH2.mod @@ -57,7 +57,7 @@ X = oo_.SmoothedMeasurementErrors; ME = [X.dw X.dx X.dy X.z]; if max(max(abs(dat(1000:1199,:)-S(:,[2:4 1])-ME))) > 1e-10; error('Test fails'); -end; +end; o1 = load('algoH1_results'); obj_endo={'SmoothedVariables'; 'FilteredVariables'; 'UpdatedVariables'}; @@ -90,6 +90,6 @@ for i=1:nobj_exo; end; end; -if max(max(abs(o1.oo_.SmoothedMeasurementErrors.z - oo_.SmoothedMeasurementErrors.z))) > 1e-10; +if max(max(abs(o1.oo_.SmoothedMeasurementErrors.z - oo_.SmoothedMeasurementErrors.z))) > 1e-10; error('Test fails'); -end; +end; diff --git a/tests/kalman_filter_smoother/fs2000a.mod b/tests/kalman_filter_smoother/fs2000a.mod index d0bda7c48ec209be1be8e6771c87fe7aee9f6754..a2c241e941376e90788fbf1c7ce2d4e7aa55ea82 100644 --- a/tests/kalman_filter_smoother/fs2000a.mod +++ b/tests/kalman_filter_smoother/fs2000a.mod @@ -55,9 +55,7 @@ var e_a; stderr 0.014; var e_m; stderr 0.005; end; -unit_root_vars P_obs Y_obs; - -steady; +steady(nocheck); check;