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## extra tests of correctness requiring addition Monte Carlo intensity
set.seed(42)
library(spatPomp)
print("Test PF/KF consistency for bm")
bb <- bm(U=4,N=10)
bb_pf_loglik <- round(logLik(pfilter(bb,1000)),10)
print(paste("bm pfilter loglik: ",bb_pf_loglik))
print(paste("bm kalman filter loglik: ",round(bm_kalman_logLik(bb),10)))
print("Test PF/KF consistency for bm2")
bb2 <- bm2(U=4,N=10)
bb2_pf_loglik <- round(logLik(pfilter(bb2,1000)),10)
print(paste("bm2 pfilter loglik: ",bb2_pf_loglik))
print(paste("bm2 kalman filter loglik: ",round(bm2_kalman_logLik(bb2),10)))
print("Test PF/KF consistency for bm2 with unequal parameters")
U <- 4
bb3 <- bm2(U=U,N=10,unit_specific_names=c("rho","sigma","tau","X_0"))
coef(bb3)[paste("rho",1:U)]=seq(from=0.2,to=0.8,length=U)
coef(bb3)[paste("sigma",1:U)]=seq(from=0.8,to=1.2,length=U)
coef(bb3)[paste("tau",1:U)]=seq(from=0.5,to=1.5,length=U)
coef(bb3)[paste("X_0",1:U)]=seq(from=-1,to=1,length=U)
bb3 <- simulate(bb3)
bb3_pf_loglik <- round(logLik(pfilter(bb3,1000)),10)
print(paste("bm3 pfilter loglik: ",bb3_pf_loglik))
print(paste("bm3 kalman filter loglik: ",round(bm2_kalman_logLik(bb3),10)))
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