Merge branch 'mom' of git.dynare.org:JohannesPfeifer/dynare

Ref. !2081
2022-09-16 14:26:53 +02:00 · 2022-09-16 14:26:53 +02:00 · 5a3f50bf2e
parent b38e3a50bc 43978cada3
commit 5a3f50bf2e
1 changed files with 1 additions and 0 deletions
--- a/matlab/+mom/optimal_weighting_matrix.m
+++ b/matlab/+mom/optimal_weighting_matrix.m
@ -67,6 +67,7 @@ end
 % The estimate of W
 W_opt = S\eye(size(S,1));

+W_opt=(W_opt+W_opt')/2; %assure symmetry
 end

 % The correlation matrix