Commit 85d32101 authored by Michel Juillard's avatar Michel Juillard

correcting tests

parent d5b44e77
......@@ -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 \
......
......@@ -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];
......
......@@ -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;
......
......@@ -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;
......
......@@ -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;
......
......@@ -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;
......@@ -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;
......
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