diff --git a/matlab/kalman/likelihood/diffuse_kalman_filter.m b/matlab/kalman/likelihood/diffuse_kalman_filter.m index b5cbea0abfdf1fdb3c34e681957f4e68f9356d88..8a7c716b584579bf0fc2cfa62ae91011933914e7 100644 --- a/matlab/kalman/likelihood/diffuse_kalman_filter.m +++ b/matlab/kalman/likelihood/diffuse_kalman_filter.m @@ -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 diff --git a/matlab/kalman/likelihood/kalman_filter.m b/matlab/kalman/likelihood/kalman_filter.m index 3cb194a5a2c6125c4ad597985a23244c5fefc166..20a899ccdc7ddc110b198aefb77d3b196673c91d 100644 --- a/matlab/kalman/likelihood/kalman_filter.m +++ b/matlab/kalman/likelihood/kalman_filter.m @@ -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 diff --git a/matlab/kalman/likelihood/missing_observations_diffuse_kalman_filter.m b/matlab/kalman/likelihood/missing_observations_diffuse_kalman_filter.m index 6be93b9d6e7d5f56d66aa4e419b5a61c56417d41..6a761b7cd22cf66d076b1f65a5c1d7af0ed1c9ec 100644 --- a/matlab/kalman/likelihood/missing_observations_diffuse_kalman_filter.m +++ b/matlab/kalman/likelihood/missing_observations_diffuse_kalman_filter.m @@ -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 diff --git a/matlab/kalman/likelihood/missing_observations_kalman_filter.m b/matlab/kalman/likelihood/missing_observations_kalman_filter.m index 8f55528d89e3b25287570ca888f4dddf5eeab3d0..8a71027de52cc8702adea8e965bbf8a68b51baf0 100644 --- a/matlab/kalman/likelihood/missing_observations_kalman_filter.m +++ b/matlab/kalman/likelihood/missing_observations_kalman_filter.m @@ -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 diff --git a/matlab/kalman/likelihood/univariate_diffuse_kalman_filter.m b/matlab/kalman/likelihood/univariate_diffuse_kalman_filter.m index e6024a22f57ff78a072bb1487c5cb227ebb619d5..97db1d0e4422fd03cd43c593718f297a1ab11d07 100644 --- a/matlab/kalman/likelihood/univariate_diffuse_kalman_filter.m +++ b/matlab/kalman/likelihood/univariate_diffuse_kalman_filter.m @@ -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 diff --git a/matlab/kalman/likelihood/univariate_diffuse_kalman_filter_corr.m b/matlab/kalman/likelihood/univariate_diffuse_kalman_filter_corr.m index fc588898d5dd6c3b6100bc13b476418a4e2cee8e..2226ef109d06590ce7ac215887245bf589e3a320 100644 --- a/matlab/kalman/likelihood/univariate_diffuse_kalman_filter_corr.m +++ b/matlab/kalman/likelihood/univariate_diffuse_kalman_filter_corr.m @@ -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 diff --git a/matlab/kalman/likelihood/univariate_kalman_filter.m b/matlab/kalman/likelihood/univariate_kalman_filter.m index 6b23ef7923d57486fb26198f02573977ecd7a754..96734e5ffbff7aea11dbe7a2b0c240cbd37e1e75 100644 --- a/matlab/kalman/likelihood/univariate_kalman_filter.m +++ b/matlab/kalman/likelihood/univariate_kalman_filter.m @@ -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 diff --git a/matlab/kalman/likelihood/univariate_kalman_filter_corr.m b/matlab/kalman/likelihood/univariate_kalman_filter_corr.m index f8ea2a381f832d86c8b7c73da88a986e5961e01d..519bf2d336e1a1b8690bf1b7320a8032f2136cf9 100644 --- a/matlab/kalman/likelihood/univariate_kalman_filter_corr.m +++ b/matlab/kalman/likelihood/univariate_kalman_filter_corr.m @@ -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