Renamed matlab routine.

parent a73e4d94
function [LIK,lik] = Kalman_filter(ReducedForm, Y, start, ParticleOptions, ThreadsOptions)
function [LIK,lik] = nonlinear_kalman_filter(ReducedForm, Y, start, ParticleOptions, ThreadsOptions)
% Evaluates the likelihood of a non-linear model approximating the
% predictive (prior) and filtered (posterior) densities for state variables
% by a Kalman filter.
......
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