diff --git a/src/KalmanFilterTools.jl b/src/KalmanFilterTools.jl index e8d3b84b1fc6969b23327584c3fcdf38d70a8bbd..771ece013abcd35e28b532047783fe390c938a03 100644 --- a/src/KalmanFilterTools.jl +++ b/src/KalmanFilterTools.jl @@ -424,9 +424,9 @@ struct FastKalmanLikelihoodWs{T, U} <: KalmanWs{T, U} TW = Matrix{T}(undef, ns, ny) iFZW = Matrix{T}(undef, ny, ny) KtiFZW = Matrix{T}(undef, ns, ny) - ystar = Vector{T}(undef, ny} - Zstar = Matrix{T}(undef, ny, ns} - Hstar = Matrix{T}(undef, ny, ny} + ystar = Vector{T}(undef, ny) + Zstar = Matrix{T}(undef, ny, ns) + Hstar = Matrix{T}(undef, ny, ny) lik = Vector{T}(undef, nobs) kalman_tol = 1e-12 new(csmall, Zsmall, iZsmall, QQ, v, F, cholF, iFv, a1, K, RQ, ZP, M, W, @@ -620,9 +620,9 @@ struct DiffuseKalmanLikelihoodWs{T, U} <: KalmanWs{T, U} uKinf = Vector{T}(undef, ns) uKstar = Vector{T}(undef, ns) Kinf_Finf = Vector{T}(undef, ns) - ystar = Vector{T}(undef, ny} - Zstar = Matrix{T}(undef, ny, ns} - Hstar = Matrix{T}(undef, ny, ny} + ystar = Vector{T}(undef, ny) + Zstar = Matrix{T}(undef, ny, ns) + Hstar = Matrix{T}(undef, ny, ny) lik = zeros(T, nobs) kalman_tol = 1e-12 new(csmall, Zsmall, iZsmall, QQ, RQ, v, F, iF, iFv, a1, cholF, ZP, Fstar, @@ -1027,9 +1027,9 @@ struct KalmanSmootherWs{T, U} <: KalmanWs{T, U} lik = Vector{T}(undef, nobs) KT = Matrix{T}(undef, ny, ns) D = Matrix{T}(undef, ny, ny) - ystar = Vector{T}(undef, ny} - Zstar = Matrix{T}(undef, ny, ns} - Hstar = Matrix{T}(undef, ny, ny} + ystar = Vector{T}(undef, ny) + Zstar = Matrix{T}(undef, ny, ns) + Hstar = Matrix{T}(undef, ny, ny) tmp_np = Vector{T}(undef, np) tmp_ns = Vector{T}(undef, ns) tmp_ny = Vector{T}(undef, ny)