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tentative bug correction in DsgeLikelihood when stochastic trends are unobservable (QR instead of SVN) 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2122 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
michel 2008-09-29 13:57:34 +00:00
parent 74fb2cb05f
commit 2a8a507b3f
1 changed files with 5 additions and 3 deletions
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8
matlab/DsgeLikelihood.m
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@ -241,10 +241,12 @@ function [fval,cost_flag,ys,trend_coeff,info] = DsgeLikelihood(xparam1,gend,data
Z = QT(mf,:);
R1 = QT'*R;
[u,s,v]=svd(Z*ST(:,1:nk),0);
k = find(abs(diag(s)) < 1e-8);
% [u,s,v]=svd(Z*ST(:,1:nk),0);
[QQ,RR,EE] = qr(Z*ST(:,1:nk));
k = find(abs(diag(RR)) < 1e-8);
if length(k) > 0
[junk,k1] = max(abs(v(:,k)));
[k1,junk] = find(EE(:,k));
% [junk,k1] = max(abs(v(:,k)));
dd =ones(nk,1);
dd(k1) = zeros(length(k1),1);
Pinf(1:nk,1:nk) = diag(dd);