From 5220ec2a1a70654c16255e327cd7b8a7e6e94235 Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Fri, 24 Jul 2015 12:57:17 +0200
Subject: [PATCH] Reflect new input argument of lyapunov_symm.m of Dynare
Related to https://github.com/DynareTeam/dynare/pull/983
---
src/solve_model_for_online_filter.m | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
diff --git a/src/solve_model_for_online_filter.m b/src/solve_model_for_online_filter.m
index 0d8f191..7ef12bb 100644
--- a/src/solve_model_for_online_filter.m
+++ b/src/solve_model_for_online_filter.m
@@ -329,7 +329,7 @@ if observation_number==1
switch DynareOptions.particle.initialization
case 1% Initial state vector covariance is the ergodic variance associated to the first order Taylor-approximation of the model.
StateVectorMean = ReducedForm.constant(mf0);
- StateVectorVariance = lyapunov_symm(ReducedForm.ghx(mf0,:),ReducedForm.ghu(mf0,:)*ReducedForm.Q*ReducedForm.ghu(mf0,:)',1e-12,1e-12);
+ StateVectorVariance = lyapunov_symm(ReducedForm.ghx(mf0,:),ReducedForm.ghu(mf0,:)*ReducedForm.Q*ReducedForm.ghu(mf0,:)',DynareOptions.lyapunov_fixed_point_tol,DynareOptions.qz_criterium,DynareOptions.lyapunov_complex_threshold);
case 2% Initial state vector covariance is a monte-carlo based estimate of the ergodic variance (consistent with a k-order Taylor-approximation of the model).
StateVectorMean = ReducedForm.constant(mf0);
old_DynareOptionsperiods = DynareOptions.periods;
--
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