Commit 61e78763 authored by Michel Juillard's avatar Michel Juillard
Browse files

correcting bug in kalman filter when it reaches the steady state (multivariate...

correcting bug in kalman filter when it reaches the steady state (multivariate diffuse Kalman filter, both versions, regular Kalman filter with missing observations)
parent 69b9b7fc
......@@ -133,7 +133,7 @@ if F_singular == 1
end
if t < smpl
t0 = t;
t0 = t+1;
while t<smpl
t = t+1;
v = Y(:,t)-Z*a;
......
......@@ -163,7 +163,7 @@ if F_singular == 1
end
if t < smpl
t0 = t;
t0 = t+1;
while t<smpl
t = t+1;
v = Y(:,t)-Z*a;
......
......@@ -103,7 +103,7 @@ if F_singular
end
if t < smpl
t0 = t;
t0 = t+1;
while t < smpl
t = t+1;
v = Y(:,t)-a(mf);
......
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