fixing dimensions of vKDKP

83c73252 · Michel Juillard · 8ee552c3 · 83c73252
Commit 83c73252 authored Jun 01, 2020 by Michel Juillard
--- a/src/KalmanFilterTools.jl
+++ b/src/KalmanFilterTools.jl
@@ -1020,7 +1020,7 @@ struct KalmanSmootherWs{T, U} <: KalmanWs{T, U}
        r1 = zeros(T, ns)
        at_t = zeros(T, ns, nobs)
        K = Array{T}(undef, ny, ns, nobs)
-        KDK = Array{T}(undef, ny, ns, nobs)
+        KDK = Array{T}(undef, ns, ny, nobs)
        L = Matrix{T}(undef, ns, ns)
        L1 = Matrix{T}(undef, ns, ns)
        N = zeros(T, ns, ns)