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Commit 2fa6c437 authored by Johannes Pfeifer's avatar Johannes Pfeifer
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solve_model_for_online_filter.m: remove redundant call to Lyapunov solver

parent 420cbc82
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1 merge request!2163Add variance decomposition for pruned state space
......@@ -20,7 +20,7 @@ function [info, Model, DynareOptions, DynareResults, ReducedForm] = ...
% - DynareResults [struct] Dynare results (oo_).
% - ReducedForm [struct] Reduced form model.
% Copyright © 2013-2022 Dynare Team
% Copyright © 2013-2023 Dynare Team
%
% This file is part of Dynare.
%
......@@ -188,7 +188,6 @@ if setinitialcondition
case 1% Initial state vector covariance is the ergodic variance associated to the first order Taylor-approximation of the model.
StateVectorMean = ReducedForm.state_variables_steady_state;%.constant(mf0);
[A,B] = kalman_transition_matrix(dr,dr.restrict_var_list,dr.restrict_columns);
StateVectorVariance2 = lyapunov_symm(ReducedForm.ghx(mf0,:),ReducedForm.ghu(mf0,:)*ReducedForm.Q*ReducedForm.ghu(mf0,:)',DynareOptions.lyapunov_fixed_point_tol,DynareOptions.qz_criterium,DynareOptions.lyapunov_complex_threshold);
StateVectorVariance = lyapunov_symm(A, B*ReducedForm.Q*B', DynareOptions.lyapunov_fixed_point_tol, ...
DynareOptions.qz_criterium, DynareOptions.lyapunov_complex_threshold, [], DynareOptions.debug);
StateVectorVariance = StateVectorVariance(mf0,mf0);
......
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