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author | Johannes Ranke <jranke@uni-bremen.de> | 2019-10-21 12:11:34 +0200 |
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committer | Johannes Ranke <jranke@uni-bremen.de> | 2019-10-21 12:11:34 +0200 |
commit | 7624a2b8398b4ad665a3b0b622488e1893a5ee7c (patch) | |
tree | 30e5bc32adc77de6540e68fa80a157f893c7770d /docs/reference/FOCUS_2006_FOMC_ref_A_to_F.html | |
parent | 8ce251e5ee619a240da2381eda58bc94a554ca37 (diff) |
Refactor mkinfit, infrastructure work
mkinfit objects now include an ll() function to calculate the
log-likelihood. Part of the code was refactored, hopefully making it
easier to read and maintain. IRLS is currently the default algorithm for
the error model "obs", for no particular reason. This may be subject
to change when I get around to investigate.
Slow tests are now in a separate subdirectory and will probably
only be run by my own Makefile target.
Formatting of test logs is improved.
Roundtripping error model parameters works with a precision of 10% when
we use lots of replicates in the synthetic data (see slow tests). This
is not new in this commit, but as I think it is reasonable this
closes #7.
Diffstat (limited to 'docs/reference/FOCUS_2006_FOMC_ref_A_to_F.html')
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