Commit 6124aa5c authored by Michel Juillard's avatar Michel Juillard
Browse files

adding a1 to KalmanSmootherWs

parent 1b1f7f33
......@@ -973,6 +973,7 @@ struct KalmanSmootherWs{T, U} <: KalmanWs{T, U}
cholH::Matrix{T}
iF::Array{T}
iFv::Matrix{T}
a1::Vector{T}
r::Vector{T}
r1::Vector{T}
at_t::Matrix{T}
......@@ -1012,6 +1013,7 @@ struct KalmanSmootherWs{T, U} <: KalmanWs{T, U}
cholF = Matrix{T}(undef, ny, ny)
cholH = Matrix{T}(undef, ny, ny)
iF = Array{T}(undef, ny, ny, nobs)
a1 = Vector{T}(undef, ns)
v = Matrix{T}(undef, ny, nobs)
iFv = Matrix{T}(undef, ny, nobs)
r = zeros(T, ns)
......@@ -1044,7 +1046,7 @@ struct KalmanSmootherWs{T, U} <: KalmanWs{T, U}
kalman_tol = 1e-12
new(csmall, Zsmall, iZsmall, RQ, QQ, v, F, cholF, cholH, iF,
iFv, r, r1, at_t, K, KDK, L, L1, N, N1, ZP, Pt_t, Kv,
a1, iFv, r, r1, at_t, K, KDK, L, L1, N, N1, ZP, Pt_t, Kv,
iFZ, PTmp, oldP, lik, KT, D, ystar, Zstar, Hstar, PZi,
tmp_np, tmp_ns, tmp_ny, tmp_ns_np, tmp_ny_ny, kalman_tol)
end
......
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