Commit dd40895d authored by Stéphane Adjemian's avatar Stéphane Adjemian
Browse files

Fixed a typo in comments.

parent c152bbed
......@@ -332,10 +332,10 @@ ReducedForm.mf1 = mf1;
% Set initial condition.
switch DynareOptions.particle.initialization
case 1% Initial state vector variance is the ergodic variance associated to the first order Taylor-approximation of the model.
case 1% Initial state vector covariance is the ergodic variance associated to the first order Taylor-approximation of the model.
StateVectorMean = ReducedForm.constant(mf0);
StateVectorVariance = lyapunov_symm(ReducedForm.ghx(mf0,:),ReducedForm.ghu(mf0,:)*ReducedForm.Q*ReducedForm.ghu(mf0,:)',1e-12,1e-12);
case 2% Initial state vector variance is a monte-carlo based estimate of the ergodic variance (consistent with a k-order Taylor-approximation of the model).
case 2% Initial state vector covariance is a monte-carlo based estimate of the ergodic variance (consistent with a k-order Taylor-approximation of the model).
StateVectorMean = ReducedForm.constant(mf0);
old_DynareOptionsperiods = DynareOptions.periods;
DynareOptions.periods = 5000;
......@@ -344,7 +344,7 @@ switch DynareOptions.particle.initialization
StateVectorVariance = cov(y_');
DynareOptions.periods = old_DynareOptionsperiods;
clear('old_DynareOptionsperiods','y_');
case 3
case 3% Initial state vector covariance is a diagonal matrix.
StateVectorMean = ReducedForm.constant(mf0);
StateVectorVariance = DynareOptions.particle.initial_state_prior_std*eye(number_of_state_variables);
otherwise
......
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