Commit 0edf10f0 authored by Michel Juillard's avatar Michel Juillard
Browse files

change tmp_ny+np into tmp_ny_ns

parent fec96b51
......@@ -1001,7 +1001,7 @@ struct KalmanSmootherWs{T, U} <: KalmanWs{T, U}
tmp_ny::Vector{T}
tmp_ns_np::AbstractArray{T}
tmp_ny_ny::AbstractArray{T}
tmp_ny_np::AbstractArray{T}
tmp_ny_ns::AbstractArray{T}
kalman_tol::T
function KalmanSmootherWs{T, U}(ny::U, ns::U, np::U, nobs::U) where {T <: AbstractFloat, U <: Integer}
......@@ -1044,13 +1044,13 @@ struct KalmanSmootherWs{T, U} <: KalmanWs{T, U}
tmp_ny = Vector{T}(undef, ny)
tmp_ns_np = Matrix{T}(undef, ns, np)
tmp_ny_ny = Matrix{T}(undef, ny, ny)
tmp_ny_np = Matrix{T}(undef, ny, np)
tmp_ny_ns = Matrix{T}(undef, ny, ns)
kalman_tol = 1e-12
new(csmall, Zsmall, iZsmall, RQ, QQ, v, F, cholF, cholH, iF,
iFv, a1, r, r1, at_t, K, KDK, L, L1, N, N1, ZP, Pt_t, Kv,
iFZ, PTmp, oldP, lik, KT, D, ystar, Zstar, Hstar, PZi,
tmp_np, tmp_ns, tmp_ny, tmp_ns_np, tmp_ny_ny, tmp_ny_np,
tmp_np, tmp_ns, tmp_ny, tmp_ns_np, tmp_ny_ny, tmp_ny_ns,
kalman_tol)
end
end
......@@ -1250,7 +1250,7 @@ function kalman_smoother!(Y::AbstractArray{U},
if length(Vepsilon) > 0
vVepsilon = view(Vepsilon,:,:,t)
# D_t = inv(F_t) + KDK_t'*N_t*KDK_t (DK 4.69)
get_D!(ws.D, viF, vKDK, ws.N1, ws.tmp_ny_np)
get_D!(ws.D, viF, vKDK, ws.N1, ws.tmp_ny_ns)
# Vepsilon_t = H - H*D_t*H (DK 4.69)
get_Vepsilon!(vVepsilon, vH, ws.D, ws.tmp_ny_ny)
end
......
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