From be2d998adf65f74494dfe35698cd32dcd9c13d10 Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Wed, 16 Oct 2024 11:32:18 +0200
Subject: [PATCH] DsgeSmoother: remove unused lines
---
matlab/kalman/DsgeSmoother.m | 7 +------
1 file changed, 1 insertion(+), 6 deletions(-)
diff --git a/matlab/kalman/DsgeSmoother.m b/matlab/kalman/DsgeSmoother.m
index c84b800286..7a9ecd279a 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
--
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