diff --git a/matlab/kalman/DsgeSmoother.m b/matlab/kalman/DsgeSmoother.m index c84b800286e301ff5a65c02db894c4c4c5f723e9..7a9ecd279a9bc0714c53f34a76daf981e491e8ea 100644 --- a/matlab/kalman/DsgeSmoother.m +++ b/matlab/kalman/DsgeSmoother.m @@ -215,12 +215,8 @@ elseif options_.lik_init == 4 % Start from the solution of the Riccati elseif options_.lik_init == 5 % Old diffuse Kalman filter only for the non stationary variables [eigenvect, eigenv] = eig(T); eigenv = diag(eigenv); - nstable = length(find(abs(abs(eigenv)-1) > 1e-7)); - unstable = find(abs(abs(eigenv)-1) < 1e-7); - V = eigenvect(:,unstable); - indx_unstable = find(sum(abs(V),2)>1e-5); + V = eigenvect(:,abs(abs(eigenv)-1) < 1e-7); stable = find(sum(abs(V),2)<1e-5); - nunit = length(eigenv) - nstable; Pstar = options_.Harvey_scale_factor*eye(np); if kalman_algo ~= 2 kalman_algo = 1; @@ -233,7 +229,6 @@ elseif options_.lik_init == 5 % Old diffuse Kalman filter only for th end kalman_tol = options_.kalman_tol; diffuse_kalman_tol = options_.diffuse_kalman_tol; -riccati_tol = options_.riccati_tol; data1 = Y-trend; % ----------------------------------------------------------------------------- % 4. Kalman smoother