diff --git a/matlab/dsge_likelihood.m b/matlab/dsge_likelihood.m index 531097279646c9b8856064a1392dee0f1300d266..bd4cc2626a55d3c23426d4cc0d7284d5a108e33f 100644 --- a/matlab/dsge_likelihood.m +++ b/matlab/dsge_likelihood.m @@ -229,7 +229,7 @@ if EstimatedParameters.ncn % Try to compute the cholesky decomposition of H (possible iff H is positive definite) [CholH,testH] = chol(H); if testH - % The variance-covariance matrix of the structural innovations is not definite positive. We have to compute the eigenvalues of this matrix in order to build the endogenous penalty. + % The variance-covariance matrix of the measurement errors is not definite positive. We have to compute the eigenvalues of this matrix in order to build the endogenous penalty. a = diag(eig(H)); k = find(a < 0); if k > 0