test_that("filter from estimate (garch) with tmb: check results",{ spec <- garch_modelspec(y[1:1800,1], constant = TRUE, model = "garch", order = c(1,1), vreg = y[1:1800,2], distribution = "norm") mod <- estimate(spec, keep_tmb = TRUE) lik_tmb <- mod$tmb$report(par = unname(coef(mod)))$ll_vector expect_equal(-log(lik_tmb), mod$lik_vector) }) test_that("filter from estimate (gjrgarch) with tmb: check results",{ spec <- garch_modelspec(y[1:1800,1], constant = TRUE, model = "gjrgarch", order = c(1,1), vreg = y[1:1800,2], distribution = "norm") mod <- estimate(spec, keep_tmb = TRUE) lik_tmb <- mod$tmb$report(par = unname(coef(mod)))$ll_vector expect_equal(-log(lik_tmb), mod$lik_vector) })