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Unit check for missing observations

linear option in stoch_simul

Status of testsuite in 4.3 branch

Johannes Pfeifer

29 Jun 2012 29 Jun '12

6:33 p.m.

I would suggest to add the attached files as a unit test for missing observations in the estimation procedure to test the missing observations Kalman Filter.

Attachments:

attachment.htm (text/html — 1.8 KB)
fs2000_missing_data.mod (video/mpeg — 3.2 KB)
fsdat_simul_missing_obs.m (text/plain — 6.4 KB)

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Sébastien Villemot

6 Jul 6 Jul

8:33 a.m.

"Johannes Pfeifer " jpfeifer@gmx.de writes:

I would suggest to add the attached files as a unit test for missing observations in the estimation procedure to test the missing observations Kalman Filter.

Thanks, committed.

-- Sébastien Villemot Researcher in Economics & Debian Maintainer http://www.dynare.org/sebastien Phone: +33-1-40-77-84-04 - GPG Key: 4096R/381A7594

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