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Commit 8c656316 authored by Stéphane Adjemian's avatar Stéphane Adjemian
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Renamed matlab routine.

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function [LIK,lik] = Kalman_filter(ReducedForm, Y, start, ParticleOptions, ThreadsOptions) function [LIK,lik] = nonlinear_kalman_filter(ReducedForm, Y, start, ParticleOptions, ThreadsOptions)
% Evaluates the likelihood of a non-linear model approximating the % Evaluates the likelihood of a non-linear model approximating the
% predictive (prior) and filtered (posterior) densities for state variables % predictive (prior) and filtered (posterior) densities for state variables
% by a Kalman filter. % by a Kalman filter.
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