Skip to content
GitLab
Menu
Projects
Groups
Snippets
/
Help
Help
Support
Community forum
Keyboard shortcuts
?
Submit feedback
Contribute to GitLab
Sign in / Register
Toggle navigation
Menu
Open sidebar
Dóra Kocsis
dynare
Commits
a6ac64e5
Commit
a6ac64e5
authored
Apr 20, 2010
by
Marco Ratto
Browse files
small bug fix
parent
47037687
Changes
1
Hide whitespace changes
Inline
Side-by-side
matlab/DiffuseKalmanSmoother3_Z.m
View file @
a6ac64e5
...
...
@@ -164,7 +164,7 @@ while newRank & t < smpl
a1
(:,
t
+
1
)
=
T
*
a
(:,
t
);
aK
(
1
,:,
t
+
1
)
=
a1
(:,
t
+
1
);
for
jnk
=
2
:
nk
aK
(
jnk
,:,
t
+
jnk
)
=
T
*
squ
u
eze
(
aK
(
jnk
-
1
,:,
t
+
jnk
-
1
));
aK
(
jnk
,:,
t
+
jnk
)
=
T
*
dynare_
squ
e
eze
(
aK
(
jnk
-
1
,:,
t
+
jnk
-
1
));
end
Pstar
(:,:,
t
+
1
)
=
T
*
Pstar
(:,:,
t
)
*
T
'+
QQ
;
Pinf
(:,:,
t
+
1
)
=
T
*
Pinf
(:,:,
t
)
*
T
'
;
...
...
Write
Preview
Supports
Markdown
0%
Try again
or
attach a new file
.
Attach a file
Cancel
You are about to add
0
people
to the discussion. Proceed with caution.
Finish editing this message first!
Cancel
Please
register
or
sign in
to comment