diff --git a/matlab/compute_Pinf_Pstar.m b/matlab/compute_Pinf_Pstar.m index 150acac1877f43df6aae9ea0e2b1f8fafcdf3796..c727d73cdd5a431f0cef0a9dd3ece95171f1ed91 100644 --- a/matlab/compute_Pinf_Pstar.m +++ b/matlab/compute_Pinf_Pstar.m @@ -1,5 +1,5 @@ function [Pstar,Pinf] = compute_Pinf_Pstar(mf,T,R,Q,qz_criterium, restrict_columns) -% function [Z,ST,QT,R1,Pstar,Pinf] = compute_Pinf_Pstar(mf,T,R,Q,qz_criterium, restrict_columns) +% [Pstar,Pinf] = compute_Pinf_Pstar(mf,T,R,Q,qz_criterium, restrict_columns) % Kitagawa transformation of state space system with a quasi-triangular % transition matrix with unit roots at the top, but excluding zero columns of the transition matrix. % Computation of Pstar and Pinf for Durbin and Koopman Diffuse filter @@ -30,7 +30,7 @@ function [Pstar,Pinf] = compute_Pinf_Pstar(mf,T,R,Q,qz_criterium, restrict_colum % SPECIAL REQUIREMENTS % None -% Copyright © 2006-2022 Dynare Team +% Copyright © 2006-2023 Dynare Team % % This file is part of Dynare. % @@ -66,7 +66,6 @@ else indx0=(find(max(abs(T))<1.e-10)); end np0=length(indx0); -Tbkp = T; T0=T(indx0,indx); % static variables vs. dynamic ones R0=R(indx0,:); % matrix of shocks for static variables @@ -124,7 +123,6 @@ if i == nk+1 end if np0 - ST1=ST; % Now I recover stationarized static variables using % ss = s-A*z % and