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Commit d1b98e15 authored by Michel Juillard's avatar Michel Juillard
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fixing typos

parent a49fde27
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src/KalmanFilterTools.jl
View file @ d1b98e15
...@@ -424,9 +424,9 @@ struct FastKalmanLikelihoodWs{T, U} <: KalmanWs{T, U} ...@@ -424,9 +424,9 @@ struct FastKalmanLikelihoodWs{T, U} <: KalmanWs{T, U}
TW = Matrix{T}(undef, ns, ny) TW = Matrix{T}(undef, ns, ny)
iFZW = Matrix{T}(undef, ny, ny) iFZW = Matrix{T}(undef, ny, ny)
KtiFZW = Matrix{T}(undef, ns, ny) KtiFZW = Matrix{T}(undef, ns, ny)
ystar = Vector{T}(undef, ny} ystar = Vector{T}(undef, ny)
Zstar = Matrix{T}(undef, ny, ns} Zstar = Matrix{T}(undef, ny, ns)
Hstar = Matrix{T}(undef, ny, ny} Hstar = Matrix{T}(undef, ny, ny)
lik = Vector{T}(undef, nobs) lik = Vector{T}(undef, nobs)
kalman_tol = 1e-12 kalman_tol = 1e-12
new(csmall, Zsmall, iZsmall, QQ, v, F, cholF, iFv, a1, K, RQ, ZP, M, W, 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} ...@@ -620,9 +620,9 @@ struct DiffuseKalmanLikelihoodWs{T, U} <: KalmanWs{T, U}
uKinf = Vector{T}(undef, ns) uKinf = Vector{T}(undef, ns)
uKstar = Vector{T}(undef, ns) uKstar = Vector{T}(undef, ns)
Kinf_Finf = Vector{T}(undef, ns) Kinf_Finf = Vector{T}(undef, ns)
ystar = Vector{T}(undef, ny} ystar = Vector{T}(undef, ny)
Zstar = Matrix{T}(undef, ny, ns} Zstar = Matrix{T}(undef, ny, ns)
Hstar = Matrix{T}(undef, ny, ny} Hstar = Matrix{T}(undef, ny, ny)
lik = zeros(T, nobs) lik = zeros(T, nobs)
kalman_tol = 1e-12 kalman_tol = 1e-12
new(csmall, Zsmall, iZsmall, QQ, RQ, v, F, iF, iFv, a1, cholF, ZP, Fstar, 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} ...@@ -1027,9 +1027,9 @@ struct KalmanSmootherWs{T, U} <: KalmanWs{T, U}
lik = Vector{T}(undef, nobs) lik = Vector{T}(undef, nobs)
KT = Matrix{T}(undef, ny, ns) KT = Matrix{T}(undef, ny, ns)
D = Matrix{T}(undef, ny, ny) D = Matrix{T}(undef, ny, ny)
ystar = Vector{T}(undef, ny} ystar = Vector{T}(undef, ny)
Zstar = Matrix{T}(undef, ny, ns} Zstar = Matrix{T}(undef, ny, ns)
Hstar = Matrix{T}(undef, ny, ny} Hstar = Matrix{T}(undef, ny, ny)
tmp_np = Vector{T}(undef, np) tmp_np = Vector{T}(undef, np)
tmp_ns = Vector{T}(undef, ns) tmp_ns = Vector{T}(undef, ns)
tmp_ny = Vector{T}(undef, ny) tmp_ny = Vector{T}(undef, ny)
......
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