From 85d3210159a0560069a842f182965399fd4e198b Mon Sep 17 00:00:00 2001 From: Michel Juillard <michel.juillard@ens.fr> Date: Thu, 3 Nov 2011 11:14:37 +0100 Subject: [PATCH] correcting tests --- tests/Makefile.am | 3 ++- tests/kalman_filter_smoother/algo1.mod | 4 ++-- tests/kalman_filter_smoother/algo2.mod | 2 +- tests/kalman_filter_smoother/algo3.mod | 2 +- tests/kalman_filter_smoother/algo4.mod | 2 +- tests/kalman_filter_smoother/algoH2.mod | 6 +++--- tests/kalman_filter_smoother/fs2000a.mod | 4 +--- 7 files changed, 11 insertions(+), 12 deletions(-) diff --git a/tests/Makefile.am b/tests/Makefile.am index a5cb20495..c9091c5be 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 482240ba4..29e5b0203 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 d589792cd..0c54b4cee 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 78fff75e8..22f1ed5b3 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 4e5276867..7ad9e208e 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 2fb7e81b8..1e7e00e20 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 d0bda7c48..a2c241e94 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; -- GitLab