diff --git a/matlab/kalman/likelihood/kalman_filter.m b/matlab/kalman/likelihood/kalman_filter.m index f7db1f3aa..e04348b78 100644 --- a/matlab/kalman/likelihood/kalman_filter.m +++ b/matlab/kalman/likelihood/kalman_filter.m @@ -1,5 +1,5 @@ function [LIK, LIKK, a, P] = kalman_filter(Y,start,last,a,P,kalman_tol,riccati_tol,presample,T,Q,R,H,Z,mm,pp,rr,Zflag,diffuse_periods,analytic_derivation,DT,DYss,DOm,DH,DP,D2T,D2Yss,D2Om,D2H,D2P) -% Computes the likelihood of a stationnary state space model. +% Computes the likelihood of a stationary state space model. %@info: %! @deftypefn {Function File} {[@var{LIK},@var{likk},@var{a},@var{P} ] =} DsgeLikelihood (@var{Y}, @var{start}, @var{last}, @var{a}, @var{P}, @var{kalman_tol}, @var{riccati_tol},@var{presample},@var{T},@var{Q},@var{R},@var{H},@var{Z},@var{mm},@var{pp},@var{rr},@var{Zflag},@var{diffuse_periods}) diff --git a/matlab/kalman/likelihood/kalman_filter_d.m b/matlab/kalman/likelihood/kalman_filter_d.m index e84103f52..c90f157fc 100644 --- a/matlab/kalman/likelihood/kalman_filter_d.m +++ b/matlab/kalman/likelihood/kalman_filter_d.m @@ -15,7 +15,7 @@ function [dLIK,dlik,a,Pstar] = kalman_filter_d(Y, start, last, a, Pinf, Pstar, k % R [double] mm*rr matrix relating the structural innovations to the state vector. % Q [double] rr*rr covariance matrix of the structural innovations. % H [double] pp*pp covariance matrix of the measurement errors (if H is equal to zero (scalar) there is no measurement error). -% Z [double] pp*mm matrix, selection matrix or pp linear independant combinations of the state vector. +% Z [double] pp*mm matrix, selection matrix or pp linear independent combinations of the state vector. % mm [integer] scalar, number of state variables. % pp [integer] scalar, number of observed variables. % rr [integer] scalar, number of structural innovations. diff --git a/matlab/rplot.m b/matlab/rplot.m index 4410da709..101a188a5 100644 --- a/matlab/rplot.m +++ b/matlab/rplot.m @@ -85,10 +85,11 @@ elseif rplottype == 2 subplot(nl,nc,j) ; plot(ix(i),y(j,i)) ; hold on ; - plot(ix(i),oo_.steady_state(j)*ones(1,size(i,1)),'w:') ; + plot(ix(i),oo_.steady_state(strmatch(s1(j,:),M_.endo_names,'exact'))*ones(1,size(i,1)),'r:') ; xlabel('Periods') ; ylabel([s1(j,:)],'Interpreter','none') ; title(['Plot of ' s1(j,:)],'Interpreter','none') ; + axis tight; end end