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Commit 4f50f9d6 authored by michel's avatar michel
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v4.0 merged changes from r2093 changeset

git-svn-id: https://www.dynare.org/svn/dynare/branches/4.0@2094 ac1d8469-bf42-47a9-8791-bf33cf982152
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gfunction [alphahat,epsilonhat,etahat,atilde, aK] = DiffuseKalmanSmootherH1(T,R,Q,H,Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf)
function [alphahat,epsilonhat,etahat,atilde, aK] = DiffuseKalmanSmootherH1(T,R,Q,H,Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf)
% function [alphahat,epsilonhat,etahat,atilde, aK] = DiffuseKalmanSmootherH1(T,R,Q,H,Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf)
% Computes the diffuse kalman smoother with measurement error, in the case of a non-singular var-cov matrix
%
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