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Improve tests and timings for the Kalman mex.
- Ensure that we always use the same DGP (e.g. same transition matrix). - Call the mex more than once with different samples. - Ensure that the size of the state space model is the same in tests 1, 2 and 3. - Fix the seed (same samples across 1, 2 and 3 except for the additive noise in 2 and 3 on the observed variables).
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- tests/kalman/likelihood/compare_kalman_mex.m 75 additions, 57 deletionstests/kalman/likelihood/compare_kalman_mex.m
- tests/kalman/likelihood/simul_state_space_model.m 9 additions, 8 deletionstests/kalman/likelihood/simul_state_space_model.m
- tests/kalman/likelihood/test_kalman_mex.m 3 additions, 4 deletionstests/kalman/likelihood/test_kalman_mex.m
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