fixing dimensions of vKDKP

3306088f · Michel Juillard · 83c73252 · 3306088f
Commit 3306088f authored Jun 01, 2020 by Michel Juillard
--- a/src/KalmanFilterTools.jl
+++ b/src/KalmanFilterTools.jl
@@ -1118,7 +1118,7 @@ function kalman_filter_2!(Y::AbstractArray{U},
        viF = view(ws.iF, 1:ndata, 1:ndata, t)
        viFv = view(ws.iFv, 1:ndata, t)
        vK = view(ws.K, 1:ndata, :, t)
-        vKDK = view(ws.KDK, 1:ndata, :, t) # Kalman Filter Gain according to Durbin & Koopman (4.22)
+        vKDK = view(ws.KDK, :, 1:ndata, t) # Kalman Filter Gain according to Durbin & Koopman (4.22)

        # v  = Y[:,t] - c - Z*a
        get_v!(vv, Y, vc, vZ, va, t, pattern)