initialize cholHset

0b995493 · Michel Juillard · 5576bcdd · 0b995493
Commit 0b995493 authored Jun 01, 2020 by Michel Juillard
--- a/src/KalmanFilterTools.jl
+++ b/src/KalmanFilterTools.jl
@@ -1052,6 +1052,7 @@ function kalman_filter_2!(Y::AbstractArray{U},
    steady = false
    vP = view(P, :, :, 1)
    copy!(ws.oldP, vP)
+    cholHset = false
    while t <= last

        pattern = data_pattern[t]