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Commit f309c5d1 authored by stepan's avatar stepan
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Bug correction. Removed useless portion of code.

git-svn-id: https://www.dynare.org/svn/dynare/branches/4.0@2534 ac1d8469-bf42-47a9-8791-bf33cf982152
parent e551a316
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......@@ -179,23 +179,9 @@ function [fval,llik,cost_flag,ys,trend_coeff,info] = DsgeLikelihood_hh(xparam1,g
Pstar = 10*eye(np);
Pinf = [];
elseif options_.lik_init == 3 % Diffuse Kalman filter
Pstar = zeros(np,np);
ivs = bayestopt_.restrict_var_list_stationary;
ivd = bayestopt_.restrict_var_list_nonstationary;
RR=T(:,bayestopt_.restrict_var_list_nonstationary);
i=find(abs(RR)>1.e-10);
R0=zeros(size(RR));
R0(i)=sign(RR(i));
Pinf=R0*R0';
T0 = T;
R1 = R;
for j=1:size(T,1),
for i=1:length(ivd),
T0(j,:) = T0(j,:)-RR(j,i).*T(ivd(i),:);
R1(j,:) = R1(j,:)-RR(j,i).*R(ivd(i),:);
if kalman_algo ~= 4
kalman_algo = 3;
end
[QT,ST] = schur(T);
if exist('OCTAVE_VERSION') || matlab_ver_less_than('7.0.1')
e1 = abs(my_ordeig(ST)) > 2-options_.qz_criterium;
......
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