void DynamicInterceptTestFramework::Check() { state_modules().Check(); EXPECT_GT(var(sigma_obs_draws_), 0.0) << "sigma_obs_draws has zero variance."; EXPECT_TRUE(CheckMcmcVector(sigma_obs_draws_, observation_sd_, .95, "sigma-obs.txt")) << AsciiDistributionCompare(sigma_obs_draws_, observation_sd_); auto status = CheckMcmcMatrix(coefficient_draws_, true_beta_, .95, true, "beta.txt"); EXPECT_TRUE(status.ok) << "Coefficients did not cover" << status; }
void LocalLinearTrendModule::Check() { auto status = CheckMcmcMatrix( trend_draws_, trend_, .95, true, "trend.txt"); EXPECT_TRUE(status.ok) << "Local linear trend failed to cover." << std::endl << status; EXPECT_GT(var(sigma_level_draws_), 0) << "sigma level draws had zero variance"; EXPECT_TRUE(CheckMcmcVector(sigma_level_draws_, level_sd_, .95, "sigma-level.txt")) << "Innovation SD for local linear trend model, level component " << "did not cover true value." << std::endl << AsciiDistributionCompare(sigma_level_draws_, level_sd_); EXPECT_GT(var(sigma_slope_draws_), 0) << "sigma slop draws had zero variance"; EXPECT_TRUE(CheckMcmcVector(sigma_slope_draws_, slope_sd_, .95, "sigma-slope.txt")) << "Innovation SD for the slope portion of the local linear trend " << "model did not cover true value." << std::endl << AsciiDistributionCompare(sigma_slope_draws_, slope_sd_); }