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adding parentheses for speed improvement 

code factorization


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2352 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
michel 2009-01-04 07:53:49 +00:00
parent b18d8ae275
commit 163b4461ec
1 changed files with 6 additions and 6 deletions
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12
matlab/kalman/likelihood/univariate_diffuse_kalman_filter.m
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@ -95,8 +95,8 @@ while newRank && (t<smpl)
end
elseif Fstar>kalman_tol
lik(t) = lik(t) + log(Fstar) + prediction_error*prediction_error/Fstar;
a = a + Kstar*prediction_error/Fstar;
Pstar = Pstar - Kstar*Kstar'/Fstar;
a = a + Kstar*(prediction_error/Fstar);
Pstar = Pstar - Kstar*(Kstar'/Fstar);
end
end
if newRank
@ -125,11 +125,11 @@ while notsteady && (t<smpl)
for i=1:length(data_index{t})
Zi = Z(data_index{t}(i),:);
prediction_error = Y(data_index{t}(i),t) - Zi*a;
Fi = Zi*Pstar*Zi' + H(i);
Ki = Pstar*Zi';
Fi = Zi*Ki + H(i);
if Fi > kalman_tol
Ki = Pstar*Zi';
a = a + Ki*prediction_error/Fi;
Pstar = Pstar - Ki*Ki'/Fi;
a = a + Ki*(prediction_error/Fi);
Pstar = Pstar - Ki*(Ki'/Fi);
lik(t) = lik(t) + log(Fi) + prediction_error*prediction_error/Fi;
end
end