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missing_DiffuseKalmanSmootherH3_Z.m
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Marco Ratto authored
- test the rank of Pinf in univariate smoother for the subset of observables, in order to trap cases where this is not already trapped in compute_Pinf_Pstar.m - issue warning when diffuse steps never end [maybe we should issue an error?]
Marco Ratto authored- test the rank of Pinf in univariate smoother for the subset of observables, in order to trap cases where this is not already trapped in compute_Pinf_Pstar.m - issue warning when diffuse steps never end [maybe we should issue an error?]