Commit 1b35d574 authored by Ferhat Mihoubi's avatar Ferhat Mihoubi

minor corrections related to mf replaced by Z (index of observable variables...

minor corrections related to mf replaced by Z (index of observable variables in the transition matrix)
parent 0096c757
......@@ -402,9 +402,9 @@ switch DynareOptions.lik_init
kalman_algo = 1;
end
if isequal(H,0)
[err,Pstar] = kalman_steady_state(transpose(T),R*Q*transpose(R),transpose(build_selection_matrix(mf,np,length(mf))));
[err,Pstar] = kalman_steady_state(transpose(T),R*Q*transpose(R),transpose(build_selection_matrix(Z,np,length(Z))));
else
[err,Pstar] = kalman_steady_state(transpose(T),R*Q*transpose(R),transpose(build_selection_matrix(mf,np,length(mf))),H);
[err,Pstar] = kalman_steady_state(transpose(T),R*Q*transpose(R),transpose(build_selection_matrix(Z,np,length(Z))),H);
end
if err
disp(['DsgeLikelihood:: I am not able to solve the Riccati equation, so I switch to lik_init=1!']);
......@@ -481,7 +481,7 @@ singularity_flag = 0;
if ((kalman_algo==1) || (kalman_algo==3))% Multivariate Kalman Filter
if no_missing_data_flag
if DynareOptions.block == 1
[err, LIK] = block_kalman_filter(T,R,Q,H,Pstar,Y,start,mf,kalman_tol,riccati_tol, M_.nz_state_var, M_.n_diag);
[err, LIK] = block_kalman_filter(T,R,Q,H,Pstar,Y,start,Z,kalman_tol,riccati_tol, M_.nz_state_var, M_.n_diag);
mexErrCheck('block_kalman_filter', err);
else
LIK = kalman_filter(Y,diffuse_periods+1,size(Y,2), ...
......
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