:bug: univariate_kalman_filter: discard pathological parameter draws that... (!2280) · Merge requests · Dynare / dynare · GitLab

Snippets Groups Projects

Merged Johannes Pfeifer requested to merge JohannesPfeifer/dynare:univariate_filter into master 1 year ago

Feb 21, 2024
- univariate_kalman_filter.m: minor clean-up · a9a28f4f
  Johannes Pfeifer authored 1 year ago
  
  a9a28f4f
- univariate_kalman_filter: discard pathological parameter draws that... · 62b0129a
  Johannes Pfeifer authored 1 year ago
  
  univariate_kalman_filter: discard pathological parameter draws that result in negative variance Logic was faulty as not bigger than tolerance does not imply being 0
  62b0129a