require("dse") Sys.info() DSEversion() fuzz <- 1e-6 digits <- 18 all.ok <- TRUE test.rng <- list(kind="Wichmann-Hill",seed=c(979,1479,1542),normal.kind="Box-Muller") testModel <- SS(F=diag(1,3), H=matrix(c(1,0,0,1,0,0),2,3), Q=diag(0.5, 3, 3), R=diag(1.1, 2,2), description="test model", output.names=c("output 1", "output 2")) z <- simulate(testModel, rng=test.rng) if(! testEqual(z, simulate(testModel, rng=test.rng, compiled=FALSE),fuzz=1e-14)) {cat("compiled and S versions of simulate differ!!!!!") all.ok <- FALSE } estModel <- estMaxLik(testModel, z) #good <- 293.91258790365771 before simulate fix for w instead of e in non-innov models (Oct 2004) good <- 340.556405433164741 tst <- estModel$estimates$like[1] error <- max(abs(good - tst)) cat("max. error ", max(error), "\n") if (any(is.na(error)) || any(is.nan(error)) || fuzz < error) {printTestValue(c(tst), digits=18) all.ok <- FALSE } if (! all.ok) stop("some tests FAILED")