Commit 04691bac authored by Johannes Pfeifer's avatar Johannes Pfeifer
Browse files

Document kalman_algo and kalman_tol

Closes #324
parent 7bbe1217
......@@ -4424,10 +4424,32 @@ files (not yet implemented)
@item kalman_algo = @var{INTEGER}
@table @code
@item 0
Automatically use the Multivariate Kalman Filter for stationary models and the Multivariate Diffuse Kalman Filter for non-stationary models
@item 1
Use the Multivariate Kalman Filter
@item 2
Use the Univariate Kalman Filter
@item 3
Use the Multivariate Diffuse Kalman Filter
@item 4
Use the Univariate Diffuse Kalman Filter
@end table
Default value is @code{0}.
@item kalman_tol = @var{DOUBLE}
@anchor{kalman_tol} Numerical tolerance for determining the singularity of the covariance matrix of the prediction errors during the Kalman filter (minimum allowed reciprocal of the matrix condition number). Default value is @code{1e-10}
@item filter_covariance
@anchor{filter_covariance} Saves the series of one step ahead error of
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