Disentangle functions of diffuse_filter
The diffuse_filter
-option serves three purposes:
- setting
qz_criterium
- setting
lik_init
- setting
kalman_algo
This creates unintended consequences.
- In principle, we don't need
diffuse_filter
if the observables are stationary (diffuse_periods=0
). Butdiffuse_filter
is still required to change the setting ofqz_criterium
and setlik_init
. That seems problematic. - Specifying
diffuse_filter
is incompatible withfast_kalman_filter
, but that will not trigger a warning and will work ifdiffuse_periods=0
. But it should be slower due to solving the Lyapunov equation differently.