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solve_model_for_online_filter.m: correct dimension of H matrix

remove-submodule^2
Johannes Pfeifer 2021-01-26 09:15:43 +01:00
parent 5e1c3b282b
commit 1aaedea686
1 changed files with 1 additions and 1 deletions
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2
nonlinear-filters/src/solve_model_for_online_filter.m
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@ -71,7 +71,7 @@ if EstimatedParameters.nvn
end
offset = offset+EstimatedParameters.nvn;
else
H = zeros(size(DynareDataset.data, 1));
H = zeros(size(DynareDataset.data, 2));
end
% Get the off-diagonal elements of the covariance matrix for the structural innovations. Test if Q is positive definite.