Commit 8c656316 authored by Stéphane Adjemian's avatar Stéphane Adjemian
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Renamed matlab routine.

parent a73e4d94
function [LIK,lik] = Kalman_filter(ReducedForm, Y, start, ParticleOptions, ThreadsOptions)
function [LIK,lik] = nonlinear_kalman_filter(ReducedForm, Y, start, ParticleOptions, ThreadsOptions)
% Evaluates the likelihood of a non-linear model approximating the
% predictive (prior) and filtered (posterior) densities for state variables
% by a Kalman filter.
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