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Frédéric Karamé
dynare
Commits
bf69bac1
Commit
bf69bac1
authored
Dec 26, 2011
by
Stéphane Adjemian
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Fixed typo in comments.
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matlab/dsge_likelihood.m
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bf69bac1
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@@ -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
innovation
s
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
error
s
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
...
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