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DynareJulia
KalmanFilterTools.jl
Commits
e573d924
Commit
e573d924
authored
Jun 01, 2020
by
Michel Juillard
Browse files
fixing typo
parent
6124aa5c
Changes
1
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src/KalmanFilterTools.jl
View file @
e573d924
...
...
@@ -1046,7 +1046,7 @@ struct KalmanSmootherWs{T, U} <: KalmanWs{T, U}
kalman_tol
=
1e-12
new
(
csmall
,
Zsmall
,
iZsmall
,
RQ
,
QQ
,
v
,
F
,
cholF
,
cholH
,
iF
,
a1
,
iFv
,
r
,
r1
,
at_t
,
K
,
KDK
,
L
,
L1
,
N
,
N1
,
ZP
,
Pt_t
,
Kv
,
iFv
,
a1
,
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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