bug correction
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1923 ac1d8469-bf42-47a9-8791-bf33cf982152time-shift
parent
2c8a9d2f60
commit
5ba344d75c
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@ -53,8 +53,8 @@ function [LIK, lik] = DiffuseLikelihood1_Z(T,Z,R,Q,Pinf,Pstar,Y,start)
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return
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else
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Fstar = Z*Pstar*Z';
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iFstar = inv(F);
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dFstar = det(F);
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iFstar = inv(Fstar);
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dFstar = det(Fstar);
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Kstar = Pstar*Z'*iFstar;
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lik(t) = log(dFstar) + v'*iFstar*v;
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Pinf = T*Pinf*transpose(T);
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@ -109,7 +109,7 @@ function [LIK, lik] = DiffuseLikelihood1_Z(T,Z,R,Q,Pinf,Pstar,Y,start)
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t = t+1;
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v = Y(:,t)-Z*a;
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a = T*(a+K*v);
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lik(t) = v*iF*v;
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lik(t) = v'*iF*v;
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end
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lik(t) = lik(t) + reste*log(dF);
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