Commit 3306088f authored by Michel Juillard's avatar Michel Juillard
Browse files

fixing dimensions of vKDKP

parent 83c73252
......@@ -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)
......
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