From 2fa6c437f7cd8e58a280f0c069065c43dbccb449 Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Fri, 8 Sep 2023 08:05:48 +0200
Subject: [PATCH] solve_model_for_online_filter.m: remove redundant call to
Lyapunov solver
---
matlab/nonlinear-filters/solve_model_for_online_filter.m | 3 +--
1 file changed, 1 insertion(+), 2 deletions(-)
diff --git a/matlab/nonlinear-filters/solve_model_for_online_filter.m b/matlab/nonlinear-filters/solve_model_for_online_filter.m
index ae17f477f7..fb081b359d 100644
--- a/matlab/nonlinear-filters/solve_model_for_online_filter.m
+++ b/matlab/nonlinear-filters/solve_model_for_online_filter.m
@@ -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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