Commit bb271bb8 authored by ratto's avatar ratto
Browse files

Eliminated double counting in constant: now result is identical to univariate algorithm.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2858 ac1d8469-bf42-47a9-8791-bf33cf982152
parent d2b3beb3
......@@ -49,7 +49,7 @@ function [LIK, lik] = diffuse_kalman_filter(T,R,Q,H,Pinf,Pstar,Y,start,Z,kalman_
oldK = 0;
lik = zeros(smpl,1);
LIK = Inf;
lik(smpl+1) = smpl*pp*log(2*pi);
% lik(smpl+1) = smpl*pp*log(2*pi);
notsteady = 1;
reste = 0;
......
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