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Commit c1cb452e authored by Michel Juillard's avatar Michel Juillard
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correcting headers of all Kalman filter functions: returns MINUS loglikelihood

parent 7a093564
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Showing with 8 additions and 8 deletions
matlab/kalman/likelihood/diffuse_kalman_filter.m
View file @ c1cb452e
......@@ -15,7 +15,7 @@ function [LIK, lik] = diffuse_kalman_filter(T,R,Q,H,Pinf,Pstar,Y,start,Z,kalman_
% riccati_tol [double] scalar, tolerance parameter (riccati iteration).
%
% OUTPUTS
% LIK: likelihood
% LIK: MINUS loglikelihood
% lik: density vector in each period
%
% REFERENCES
......
matlab/kalman/likelihood/kalman_filter.m
View file @ c1cb452e
......@@ -14,7 +14,7 @@ function [LIK, lik] = kalman_filter(T,R,Q,H,P,Y,start,mf,kalman_tol,riccati_tol)
% riccati_tol [double] scalar, tolerance parameter (riccati iteration).
%
% OUTPUTS
% LIK [double] scalar, likelihood
% LIK [double] scalar, MINUS loglikelihood
% lik [double] vector, density of observations in each period.
%
% REFERENCES
......
matlab/kalman/likelihood/missing_observations_diffuse_kalman_filter.m
View file @ c1cb452e
......@@ -19,7 +19,7 @@ function [LIK, lik] = missing_observations_diffuse_kalman_filter(T,R,Q,H,Pinf,Ps
% no_more_missing_observations [integer] scalar.
%
% OUTPUTS
% LIK: likelihood
% LIK: MINUS loglikelihood
% lik: density vector in each period
%
% REFERENCES
......
matlab/kalman/likelihood/missing_observations_kalman_filter.m
View file @ c1cb452e
......@@ -18,7 +18,7 @@ function [LIK, lik] = missing_observations_kalman_filter(T,R,Q,H,P,Y,start,mf,k
% no_more_missing_observations [integer] scalar.
%
% OUTPUTS
% LIK [double] scalar, likelihood
% LIK [double] scalar, MINUS loglikelihood
% lik [double] vector, density of observations in each period.
%
% REFERENCES
......
matlab/kalman/likelihood/univariate_diffuse_kalman_filter.m
View file @ c1cb452e
......@@ -17,7 +17,7 @@ function [LIK, lik] = univariate_diffuse_kalman_filter(T,R,Q,H,Pinf,Pstar,Y,star
% no_more_missing_observations [integer] scalar.
%
% OUTPUTS
% LIK [double] scalar, likelihood
% LIK [double] scalar, MINUS loglikelihood
% lik [double] vector, density of observations in each period.
%
% REFERENCES
......
matlab/kalman/likelihood/univariate_diffuse_kalman_filter_corr.m
View file @ c1cb452e
......@@ -18,7 +18,7 @@ function [LIK, lik] = univariate_diffuse_kalman_filter_corr(T,R,Q,H,Pinf,Pstar,Y
% no_more_missing_observations [integer] scalar.
%
% OUTPUTS
% LIK [double] scalar, likelihood
% LIK [double] scalar, MINUS loglikelihood
% lik [double] vector, density of observations in each period.
%
% REFERENCES
......
matlab/kalman/likelihood/univariate_kalman_filter.m
View file @ c1cb452e
......@@ -17,7 +17,7 @@ function [LIK, lik] = univariate_kalman_filter(T,R,Q,H,P,Y,start,mf,kalman_tol,r
% no_more_missing_observations [integer] scalar.
%
% OUTPUTS
% LIK [double] scalar, likelihood
% LIK [double] scalar, MINUS loglikelihood
% lik [double] vector, density of observations in each period.
%
% REFERENCES
......
matlab/kalman/likelihood/univariate_kalman_filter_corr.m
View file @ c1cb452e
......@@ -19,7 +19,7 @@ function [LIK, lik] = ...
% no_more_missing_observations [integer] scalar.
%
% OUTPUTS
% LIK [double] scalar, likelihood
% LIK [double] scalar, MINUS loglikelihood
% lik [double] vector, density of observations in each period.
%
% REFERENCES
......
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