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Verified Commit b863c309 authored by Stéphane Adjemian's avatar Stéphane Adjemian
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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).
parent 9c61422a
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