diff --git a/matlab/missing_DiffuseKalmanSmootherH1_Z.m b/matlab/missing_DiffuseKalmanSmootherH1_Z.m index 5d6c2e2ecc30a0f2ba5c86e7164a808f3a7f881b..54b493ee920ae67d2c6f02ff6da2c17f8ccd438d 100644 --- a/matlab/missing_DiffuseKalmanSmootherH1_Z.m +++ b/matlab/missing_DiffuseKalmanSmootherH1_Z.m @@ -1,4 +1,4 @@ -function [alphahat,epsilonhat,etahat,atilde,P,aK,PK,d,decomp] = missing_DiffuseKalmanSmoother1_Z(T,Z,R,Q,H,Pinf1,Pstar1,Y,pp,mm,smpl,kalman_tol,riccati_tol,data_index) +function [alphahat,epsilonhat,etahat,atilde,P,aK,PK,d,decomp] = missing_DiffuseKalmanSmootherH1_Z(T,Z,R,Q,H,Pinf1,Pstar1,Y,pp,mm,smpl,kalman_tol,riccati_tol,data_index) % function [alphahat,epsilonhat,etahat,a, aK] = DiffuseKalmanSmoother1(T,Z,R,Q,H,Pinf1,Pstar1,Y,pp,mm,smpl) % Computes the diffuse kalman smoother without measurement error, in the case of a non-singular var-cov matrix @@ -39,7 +39,7 @@ function [alphahat,epsilonhat,etahat,atilde,P,aK,PK,d,decomp] = missing_DiffuseK % Models", S.J. Koopman and J. Durbin (2003, in Journal of Time Series % Analysis, vol. 24(1), pp. 85-98). -% Copyright (C) 2004-2008 Dynare Team +% Copyright (C) 2004-2011 Dynare Team % % This file is part of Dynare. %