Commit c1cb452e authored by Michel Juillard's avatar Michel Juillard

correcting headers of all Kalman filter functions: returns MINUS loglikelihood

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