From 04691bacaf28026250ff873801f10612a435048c Mon Sep 17 00:00:00 2001 From: Johannes Pfeifer Date: Sat, 18 May 2013 19:43:54 +0200 Subject: [PATCH] Document kalman_algo and kalman_tol Closes #324 --- doc/dynare.texi | 26 ++++++++++++++++++++++++-- 1 file changed, 24 insertions(+), 2 deletions(-) diff --git a/doc/dynare.texi b/doc/dynare.texi index efb97dba6..9234236d2 100644 --- a/doc/dynare.texi +++ b/doc/dynare.texi @@ -4424,10 +4424,32 @@ files (not yet implemented) @item kalman_algo = @var{INTEGER} @anchor{kalman_algo} -@dots{} + +@table @code + +@item 0 +Automatically use the Multivariate Kalman Filter for stationary models and the Multivariate Diffuse Kalman Filter for non-stationary models + +@item 1 +Use the Multivariate Kalman Filter + +@item 2 +Use the Univariate Kalman Filter + +@item 3 +Use the Multivariate Diffuse Kalman Filter + +@item 4 +Use the Univariate Diffuse Kalman Filter + +@end table +@noindent +Default value is @code{0}. + @item kalman_tol = @var{DOUBLE} -@dots{} +@anchor{kalman_tol} Numerical tolerance for determining the singularity of the covariance matrix of the prediction errors during the Kalman filter (minimum allowed reciprocal of the matrix condition number). Default value is @code{1e-10} + @item filter_covariance @anchor{filter_covariance} Saves the series of one step ahead error of