Commit ff3f5922 authored by Michel Juillard's avatar Michel Juillard
Browse files

adding kalman_tol to smoother

parent 6ba1c5d1
......@@ -975,7 +975,8 @@ struct KalmanSmootherWs{T, U} <: KalmanWs{T, U}
tmp_ny::Vector{T}
tmp_ns_np::AbstractArray{T}
tmp_ny_ny::AbstractArray{T}
kalman_tol::T
function KalmanSmootherWs{T, U}(ny::U, ns::U, np::U, nobs::U) where {T <: AbstractFloat, U <: Integer}
csmall = Vector{T}(undef, ny)
Zsmall = Matrix{T}(undef, ny, ns)
......@@ -1011,11 +1012,12 @@ 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)
kalman_tol = 1e-12
new(csmall, Zsmall, iZsmall, RQ, QQ, v, F, cholF, cholH, iF,
iFv, r, r1, at_t, K, KDK, L, L1, N, N1, ZP, Pt_t, Kv,
iFZ, PTmp, oldP, lik, KT, D, tmp_np, tmp_ns,
tmp_ny, tmp_ns_np, tmp_ny_ny)
tmp_ny, tmp_ns_np, tmp_ny_ny, kalman_tol)
end
end
......
Markdown is supported
0% or .
You are about to add 0 people to the discussion. Proceed with caution.
Finish editing this message first!
Please register or to comment