From c1cb452e3dcfaa0fe7528e7ccd39cca0b4e8833c Mon Sep 17 00:00:00 2001 From: Michel Juillard <michel.juillard@ens.fr> Date: Fri, 10 Dec 2010 22:31:30 +0100 Subject: [PATCH] correcting headers of all Kalman filter functions: returns MINUS loglikelihood --- matlab/kalman/likelihood/diffuse_kalman_filter.m | 2 +- matlab/kalman/likelihood/kalman_filter.m | 2 +- .../likelihood/missing_observations_diffuse_kalman_filter.m | 2 +- matlab/kalman/likelihood/missing_observations_kalman_filter.m | 2 +- matlab/kalman/likelihood/univariate_diffuse_kalman_filter.m | 2 +- .../kalman/likelihood/univariate_diffuse_kalman_filter_corr.m | 2 +- matlab/kalman/likelihood/univariate_kalman_filter.m | 2 +- matlab/kalman/likelihood/univariate_kalman_filter_corr.m | 2 +- 8 files changed, 8 insertions(+), 8 deletions(-) diff --git a/matlab/kalman/likelihood/diffuse_kalman_filter.m b/matlab/kalman/likelihood/diffuse_kalman_filter.m index b5cbea0ab..8a7c716b5 100644 --- a/matlab/kalman/likelihood/diffuse_kalman_filter.m +++ b/matlab/kalman/likelihood/diffuse_kalman_filter.m @@ -15,7 +15,7 @@ function [LIK, lik] = diffuse_kalman_filter(T,R,Q,H,Pinf,Pstar,Y,start,Z,kalman_ % riccati_tol [double] scalar, tolerance parameter (riccati iteration). % % OUTPUTS -% LIK: likelihood +% LIK: MINUS loglikelihood % lik: density vector in each period % % REFERENCES diff --git a/matlab/kalman/likelihood/kalman_filter.m b/matlab/kalman/likelihood/kalman_filter.m index 3cb194a5a..20a899ccd 100644 --- a/matlab/kalman/likelihood/kalman_filter.m +++ b/matlab/kalman/likelihood/kalman_filter.m @@ -14,7 +14,7 @@ function [LIK, lik] = kalman_filter(T,R,Q,H,P,Y,start,mf,kalman_tol,riccati_tol) % riccati_tol [double] scalar, tolerance parameter (riccati iteration). % % OUTPUTS -% LIK [double] scalar, likelihood +% LIK [double] scalar, MINUS loglikelihood % lik [double] vector, density of observations in each period. % % REFERENCES diff --git a/matlab/kalman/likelihood/missing_observations_diffuse_kalman_filter.m b/matlab/kalman/likelihood/missing_observations_diffuse_kalman_filter.m index 6be93b9d6..6a761b7cd 100644 --- a/matlab/kalman/likelihood/missing_observations_diffuse_kalman_filter.m +++ b/matlab/kalman/likelihood/missing_observations_diffuse_kalman_filter.m @@ -19,7 +19,7 @@ function [LIK, lik] = missing_observations_diffuse_kalman_filter(T,R,Q,H,Pinf,Ps % no_more_missing_observations [integer] scalar. % % OUTPUTS -% LIK: likelihood +% LIK: MINUS loglikelihood % lik: density vector in each period % % REFERENCES diff --git a/matlab/kalman/likelihood/missing_observations_kalman_filter.m b/matlab/kalman/likelihood/missing_observations_kalman_filter.m index 8f55528d8..8a71027de 100644 --- a/matlab/kalman/likelihood/missing_observations_kalman_filter.m +++ b/matlab/kalman/likelihood/missing_observations_kalman_filter.m @@ -18,7 +18,7 @@ function [LIK, lik] = missing_observations_kalman_filter(T,R,Q,H,P,Y,start,mf,k % no_more_missing_observations [integer] scalar. % % OUTPUTS -% LIK [double] scalar, likelihood +% LIK [double] scalar, MINUS loglikelihood % lik [double] vector, density of observations in each period. % % REFERENCES diff --git a/matlab/kalman/likelihood/univariate_diffuse_kalman_filter.m b/matlab/kalman/likelihood/univariate_diffuse_kalman_filter.m index e6024a22f..97db1d0e4 100644 --- a/matlab/kalman/likelihood/univariate_diffuse_kalman_filter.m +++ b/matlab/kalman/likelihood/univariate_diffuse_kalman_filter.m @@ -17,7 +17,7 @@ function [LIK, lik] = univariate_diffuse_kalman_filter(T,R,Q,H,Pinf,Pstar,Y,star % no_more_missing_observations [integer] scalar. % % OUTPUTS -% LIK [double] scalar, likelihood +% LIK [double] scalar, MINUS loglikelihood % lik [double] vector, density of observations in each period. % % REFERENCES diff --git a/matlab/kalman/likelihood/univariate_diffuse_kalman_filter_corr.m b/matlab/kalman/likelihood/univariate_diffuse_kalman_filter_corr.m index fc588898d..2226ef109 100644 --- a/matlab/kalman/likelihood/univariate_diffuse_kalman_filter_corr.m +++ b/matlab/kalman/likelihood/univariate_diffuse_kalman_filter_corr.m @@ -18,7 +18,7 @@ function [LIK, lik] = univariate_diffuse_kalman_filter_corr(T,R,Q,H,Pinf,Pstar,Y % no_more_missing_observations [integer] scalar. % % OUTPUTS -% LIK [double] scalar, likelihood +% LIK [double] scalar, MINUS loglikelihood % lik [double] vector, density of observations in each period. % % REFERENCES diff --git a/matlab/kalman/likelihood/univariate_kalman_filter.m b/matlab/kalman/likelihood/univariate_kalman_filter.m index 6b23ef792..96734e5ff 100644 --- a/matlab/kalman/likelihood/univariate_kalman_filter.m +++ b/matlab/kalman/likelihood/univariate_kalman_filter.m @@ -17,7 +17,7 @@ function [LIK, lik] = univariate_kalman_filter(T,R,Q,H,P,Y,start,mf,kalman_tol,r % no_more_missing_observations [integer] scalar. % % OUTPUTS -% LIK [double] scalar, likelihood +% LIK [double] scalar, MINUS loglikelihood % lik [double] vector, density of observations in each period. % % REFERENCES diff --git a/matlab/kalman/likelihood/univariate_kalman_filter_corr.m b/matlab/kalman/likelihood/univariate_kalman_filter_corr.m index f8ea2a381..519bf2d33 100644 --- a/matlab/kalman/likelihood/univariate_kalman_filter_corr.m +++ b/matlab/kalman/likelihood/univariate_kalman_filter_corr.m @@ -19,7 +19,7 @@ function [LIK, lik] = ... % no_more_missing_observations [integer] scalar. % % OUTPUTS -% LIK [double] scalar, likelihood +% LIK [double] scalar, MINUS loglikelihood % lik [double] vector, density of observations in each period. % % REFERENCES -- GitLab