From ae50f25c76b680ea248002ccf04a0008090cb96e Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
<stephane.adjemian@univ-lemans.fr>
Date: Fri, 12 May 2017 18:55:15 +0200
Subject: [PATCH] Fixed detection of stochastic trends orthogonal to the
observed variables.
---
matlab/compute_Pinf_Pstar.m | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
diff --git a/matlab/compute_Pinf_Pstar.m b/matlab/compute_Pinf_Pstar.m
index 2fbae5b33..03db4b972 100644
--- a/matlab/compute_Pinf_Pstar.m
+++ b/matlab/compute_Pinf_Pstar.m
@@ -105,7 +105,7 @@ end
Pinf = zeros(np,np);
Pinf(1:nk,1:nk) = eye(nk);
for k = 1:nk
- if norm(QT(mf,k)) < 1e-8
+ if norm(QT(mf,:)*ST(:,k)) < 1e-8
Pinf(k,k) = 0;
end
end
--
GitLab