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Kalman #738

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merged 5 commits into from Jul 20, 2015

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commented Sep 20, 2014

  • Adds unit tests for Kalman filter algorithms
  • Small cosmetic improvements

Still to be done:

  • Fix all bugs that result in unit tests crashing
  • Improve unit tests to compare likelihood results for consistency
  • Update and enable other unit tests for Kalman filter in kalman/likelihood directory

@JohannesPfeifer JohannesPfeifer force-pushed the JohannesPfeifer:Kalman branch from 5616011 to 91050dd Dec 5, 2014

@JohannesPfeifer JohannesPfeifer force-pushed the JohannesPfeifer:Kalman branch from 3c27717 to ba074b9 Jun 8, 2015

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commented Jun 8, 2015

@stepan-a I rebased this pull request, got rid of the binary files, and fixed one the bugs arising. Is it OK this way?

@JohannesPfeifer JohannesPfeifer force-pushed the JohannesPfeifer:Kalman branch from ba074b9 to 86322bc Jul 20, 2015

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commented Jul 20, 2015

@JohannesPfeifer do you know how much time these tests add to the overall testsuite?

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commented Jul 20, 2015

Hard to tell. My estimate is about 5 minutes when everything is fixed.

MichelJuillard added a commit that referenced this pull request Jul 20, 2015

@MichelJuillard MichelJuillard merged commit 8025383 into DynareTeam:master Jul 20, 2015

@JohannesPfeifer JohannesPfeifer deleted the JohannesPfeifer:Kalman branch Jul 20, 2015

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