From 74acb2d1f52ca75a171e512d907ed555d1e527ab Mon Sep 17 00:00:00 2001 From: Marco Ratto <marco.ratto@ec.europa.eu> Date: Fri, 18 Nov 2022 12:44:37 +0100 Subject: [PATCH] bug fix using index t --- matlab/missing_DiffuseKalmanSmootherH1_Z.m | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/matlab/missing_DiffuseKalmanSmootherH1_Z.m b/matlab/missing_DiffuseKalmanSmootherH1_Z.m index 09d5672637..3cbc664d6f 100644 --- a/matlab/missing_DiffuseKalmanSmootherH1_Z.m +++ b/matlab/missing_DiffuseKalmanSmootherH1_Z.m @@ -150,7 +150,7 @@ if rank(Pinf(:,:,1),diffuse_kalman_tol) Pinf_init = Pinf(:,:,1); Pstar_init = Pstar(:,:,1); a_init = a(:,1); - a(:,t) = T*a(:,t); + a(:,1) = T*a(:,1); % only non-stationary part is affected by following line, % hence Pstar on EXIT from diffuse step will NOT change. Pstar(:,:,1) = T*Pstar(:,:,1)*T' + QQ; -- GitLab