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bug correction 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1923 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
michel 2008-07-02 11:49:19 +00:00
parent 2c8a9d2f60
commit 5ba344d75c
1 changed files with 3 additions and 3 deletions
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6
matlab/DiffuseLikelihood1_Z.m
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@ -53,8 +53,8 @@ function [LIK, lik] = DiffuseLikelihood1_Z(T,Z,R,Q,Pinf,Pstar,Y,start)
return return
else else
Fstar = Z*Pstar*Z'; Fstar = Z*Pstar*Z';
iFstar = inv(F); iFstar = inv(Fstar);
dFstar = det(F); dFstar = det(Fstar);
Kstar = Pstar*Z'*iFstar; Kstar = Pstar*Z'*iFstar;
lik(t) = log(dFstar) + v'*iFstar*v; lik(t) = log(dFstar) + v'*iFstar*v;
Pinf = T*Pinf*transpose(T); Pinf = T*Pinf*transpose(T);
@ -109,7 +109,7 @@ function [LIK, lik] = DiffuseLikelihood1_Z(T,Z,R,Q,Pinf,Pstar,Y,start)
t = t+1; t = t+1;
v = Y(:,t)-Z*a; v = Y(:,t)-Z*a;
a = T*(a+K*v); a = T*(a+K*v);
lik(t) = v*iF*v; lik(t) = v'*iF*v;
end end
lik(t) = lik(t) + reste*log(dF); lik(t) = lik(t) + reste*log(dF);