From 0b995493ed1fa09990de7a532b6ceee48a646e48 Mon Sep 17 00:00:00 2001
From: Michel Juillard <michel@dell-michel.home>
Date: Mon, 1 Jun 2020 10:10:39 +0200
Subject: [PATCH] initialize cholHset

---
 src/KalmanFilterTools.jl | 1 +
 1 file changed, 1 insertion(+)

diff --git a/src/KalmanFilterTools.jl b/src/KalmanFilterTools.jl
index d606bb2..408d48c 100644
--- 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]
-- 
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