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compute_Pinf_Pstar.m: fix header

unit-tests
Johannes Pfeifer 2022-11-07 10:12:34 +01:00
parent b336fbeb0d
commit 5dbbe6d72c
1 changed files with 2 additions and 2 deletions
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matlab/compute_Pinf_Pstar.m
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@ -1,5 +1,5 @@
function [Pstar,Pinf] = compute_Pinf_Pstar(mf,T,R,Q,qz_criterium, restrict_columns)
% function [Z,ST,QT,R1,Pstar,Pinf] = schur_statespace_transformation(mf,T,R,Q,qz_criterium, restrict_columns)
% function [Z,ST,QT,R1,Pstar,Pinf] = compute_Pinf_Pstar(mf,T,R,Q,qz_criterium, restrict_columns)
% Kitagawa transformation of state space system with a quasi-triangular
% transition matrix with unit roots at the top, but excluding zero columns of the transition matrix.
% Computation of Pstar and Pinf for Durbin and Koopman Diffuse filter
@ -30,7 +30,7 @@ function [Pstar,Pinf] = compute_Pinf_Pstar(mf,T,R,Q,qz_criterium, restrict_colum
% SPECIAL REQUIREMENTS
% None
% Copyright © 2006-2018 Dynare Team
% Copyright © 2006-2022 Dynare Team
%
% This file is part of Dynare.
%