From 7598d2ed7b1e1627e268bef3b8b830505f7d1d45 Mon Sep 17 00:00:00 2001
From: Ferhat Mihoubi <ferhat.mihoubi@univ-evry.fr>
Date: Sun, 1 Jul 2012 15:19:36 +0200
Subject: [PATCH] Initializes the s variable (cherry picked from commit
307d5d5d6ab5d28ff9441c5c705980aadf0ce29d)
---
matlab/kalman/likelihood/missing_observations_kalman_filter.m | 3 ++-
.../kalman/likelihood/missing_observations_kalman_filter_d.m | 1 +
2 files changed, 3 insertions(+), 1 deletion(-)
diff --git a/matlab/kalman/likelihood/missing_observations_kalman_filter.m b/matlab/kalman/likelihood/missing_observations_kalman_filter.m
index e0a3c21b8a..577d57beba 100644
--- a/matlab/kalman/likelihood/missing_observations_kalman_filter.m
+++ b/matlab/kalman/likelihood/missing_observations_kalman_filter.m
@@ -83,7 +83,8 @@ LIK = Inf; % Default value of the log likelihood.
oldK = Inf;
notsteady = 1;
F_singular = 1;
-
+s = 0;
+
while notsteady & t<=last
s = t-start+1;
d_index = data_index{t};
diff --git a/matlab/kalman/likelihood/missing_observations_kalman_filter_d.m b/matlab/kalman/likelihood/missing_observations_kalman_filter_d.m
index 556db9ff1a..608a07b7df 100644
--- a/matlab/kalman/likelihood/missing_observations_kalman_filter_d.m
+++ b/matlab/kalman/likelihood/missing_observations_kalman_filter_d.m
@@ -70,6 +70,7 @@ oldK = Inf;
if isequal(H,0)
H = zeros(pp,pp);
end
+s = 0;
while rank(Pinf,kalman_tol) && (t<=last)
s = t-start+1;
--
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