From a9a28f4f2903326c8de98d1a2b4041bfe11dfa3e Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Wed, 21 Feb 2024 20:48:36 +0100
Subject: [PATCH] univariate_kalman_filter.m: minor clean-up
---
matlab/kalman/likelihood/univariate_kalman_filter.m | 4 ----
1 file changed, 4 deletions(-)
diff --git a/matlab/kalman/likelihood/univariate_kalman_filter.m b/matlab/kalman/likelihood/univariate_kalman_filter.m
index 43c8603590..37ce206311 100644
--- a/matlab/kalman/likelihood/univariate_kalman_filter.m
+++ b/matlab/kalman/likelihood/univariate_kalman_filter.m
@@ -126,7 +126,6 @@ QQ = R*Q*transpose(R); % Variance of R times the vector of structural innova
t = start; % Initialization of the time index.
lik = zeros(smpl,pp); % Initialization of the matrix gathering the densities at each time and each observable
LIK = Inf; % Default value of the log likelihood.
-oldP = Inf;
l2pi = log(2*pi);
notsteady = 1;
@@ -149,11 +148,9 @@ else
else
C=Z;
end
- dC = zeros(pp,mm,k); % either selection matrix or schur have zero derivatives
if analytic_derivation==2
Hess = zeros(k,k); % Initialization of the Hessian
D2a = zeros(mm,k,k); % State vector.
- d2C = zeros(pp,mm,k,k);
else
asy_hess=D2T;
Hess=[];
@@ -178,7 +175,6 @@ while notsteady && t<=last %loop over t
else
z = Z(d_index);
end
- oldP = P(:);
for i=1:rows(z) %loop over i
if Zflag
prediction_error = Y(d_index(i),t) - z(i,:)*a; % nu_{t,i} in 6.13 in DK (2012)
--
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