From c02616b0bc36de44f12185b63ccf377c0f42dbb6 Mon Sep 17 00:00:00 2001
From: sebastien <sebastien@ac1d8469-bf42-47a9-8791-bf33cf982152>
Date: Mon, 8 Sep 2008 07:56:58 +0000
Subject: [PATCH] v4.0: merging r2048 changeset from trunk
git-svn-id: https://www.dynare.org/svn/dynare/branches/4.0@2049 ac1d8469-bf42-47a9-8791-bf33cf982152
---
matlab/DiffuseLikelihood3_Z.m | 4 ++--
1 file changed, 2 insertions(+), 2 deletions(-)
diff --git a/matlab/DiffuseLikelihood3_Z.m b/matlab/DiffuseLikelihood3_Z.m
index 46f09c210c..fca44abb61 100644
--- a/matlab/DiffuseLikelihood3_Z.m
+++ b/matlab/DiffuseLikelihood3_Z.m
@@ -113,7 +113,7 @@ while newRank & t < smpl
% presample options can be used to ignore initial time points
lik(t) = lik(t) + log(Fstar) + v(i)*v(i)/Fstar;
a = a + Kstar*v(i)/Fstar;
- Pstar = Pstar - Kstar*Kstar'/Fstar;
+ Pstar = Pstar - Kstar*(Kstar'/Fstar);
else
%disp(['zero F term in DKF for observed ',int2str(i),' ',num2str(Fstar)])
end
@@ -147,7 +147,7 @@ while notsteady & t < smpl
if Fi > crit
Ki = Pstar*Zi';
a = a + Ki*v(i)/Fi;
- Pstar = Pstar - Ki*Ki'/Fi;
+ Pstar = Pstar - Ki*(Ki'/Fi);
lik(t) = lik(t) + log(Fi) + v(i)*v(i)/Fi;
else
%disp(['zero F term for observed ',int2str(i),' ',num2str(Fi)])
--
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