Commit 3062617a authored by Stéphane Adjemian's avatar Stéphane Adjemian
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Documents the feature introduced in commit...

Documents the feature introduced in commit fa9f6ac9. Added more information about option lik_init=3.
parent fa9f6ac9
...@@ -3616,7 +3616,10 @@ For nonstationary models: a wide prior is used with an initial matrix ...@@ -3616,7 +3616,10 @@ For nonstationary models: a wide prior is used with an initial matrix
of variance of the error of forecast diagonal with 10 on the diagonal of variance of the error of forecast diagonal with 10 on the diagonal
@item 3 @item 3
For nonstationary models: @dots{} For nonstationary models: use a diffuse filter
@item 4
The filter is initialized with the fixed point of the Riccati equation
@end table @end table
@noindent @noindent
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