From 7132cb593e17eee4c6783f8a6bf60fb7f7da94e0 Mon Sep 17 00:00:00 2001
From: Marco Ratto <marco.ratto@ec.europa.eu>
Date: Fri, 2 Dec 2022 11:11:31 +0100
Subject: [PATCH] bug fix for init variables to be defined only with occbin PKF
---
.../likelihood/missing_observations_kalman_filter.m | 8 ++++----
1 file changed, 4 insertions(+), 4 deletions(-)
diff --git a/matlab/kalman/likelihood/missing_observations_kalman_filter.m b/matlab/kalman/likelihood/missing_observations_kalman_filter.m
index 65024aada6..e966ffaa3b 100644
--- a/matlab/kalman/likelihood/missing_observations_kalman_filter.m
+++ b/matlab/kalman/likelihood/missing_observations_kalman_filter.m
@@ -145,10 +145,10 @@ while notsteady && t<=last
if ~(isqvec)
QQ = R*Q*transpose(R); % Variance of R times the vector of structural innovations.
end
- end
- if t==1
- Pinit = P1(:,:,1);
- ainit = a1(:,1);
+ if t==1
+ Pinit = P1(:,:,1);
+ ainit = a1(:,1);
+ end
end
s = t-start+1;
d_index = data_index{t};
--
GitLab